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subject:"Volatilität"
~person:"Corbet, Shaen"
~person:"Mensi, Walid"
~subject:"Wechselkurs"
~subject:"Zeitreihenanalyse"
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Volatilität
Wechselkurs
Zeitreihenanalyse
Volatility
107
Aktienmarkt
41
Stock market
41
Spillover effect
40
Spillover-Effekt
40
Börsenkurs
37
Share price
37
Welt
31
World
31
Oil price
28
Virtual currency
28
Virtuelle Währung
28
Ölpreis
28
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27
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27
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27
Capital income
19
Kapitaleinkommen
19
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16
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15
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15
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12
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10
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10
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9
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9
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1
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English
105
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Corbet, Shaen
Mensi, Walid
McAleer, Michael
289
Gupta, Rangan
224
Caporale, Guglielmo Maria
168
Bollerslev, Tim
144
Chang, Chia-Lin
112
Diebold, Francis X.
104
Bouri, Elie
102
Andersen, Torben
98
Pierdzioch, Christian
94
Spagnolo, Nicola
91
Aizenman, Joshua
90
Ma, Feng
89
Bekaert, Geert
78
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
73
Koopman, Siem Jan
73
Engle, Robert F.
72
Härdle, Wolfgang
71
Todorov, Viktor
68
McMillan, David G.
67
Caporin, Massimiliano
65
Tiwari, Aviral Kumar
62
Asai, Manabu
61
Chiarella, Carl
61
Kočenda, Evžen
61
Hautsch, Nikolaus
59
Lux, Thomas
57
Gil-Alaña, Luis A.
55
Kang, Sang Hoon
55
Wohar, Mark E.
55
Lucey, Brian M.
54
Buch, Claudia M.
53
Clements, Adam
52
Caballero, Ricardo J.
51
Christoffersen, Peter F.
51
Christiansen, Charlotte
50
Dijk, Dick van
50
Fernández-Villaverde, Jesús
50
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Energy economics
10
Finance research letters
10
The North American journal of economics and finance : a journal of financial economics studies
9
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
International review of economics & finance : IREF
6
International review of financial analysis
5
Journal of international financial markets, institutions & money
4
Research in international business and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Financial innovation : FIN
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Borsa Istanbul Review
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ECONIS (ZBW)
105
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91
The influence of central bank monetary policy announcements on cryptocurrency return volatility
Corbet, Shaen
;
McHugh, Grace
;
Meegan, Andrew
- In:
Investment management and financial innovations
14
(
2017
)
4
,
pp. 60-72
Persistent link: https://www.econbiz.de/10011876256
Saved in:
92
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
93
The dependence structure across oil, wheat, and corn : a wavelet-based copula approach using implied volatility indexes
Mensi, Walid
;
Tiwari, Aviral Kumar
;
Bouri, Elie
; …
- In:
Energy economics
66
(
2017
),
pp. 122-139
Persistent link: https://www.econbiz.de/10011896437
Saved in:
94
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications
Mensi, Walid
;
Hammoudeh, Shawkat
;
Al-Jarrah, Idries …
- In:
Energy economics
67
(
2017
),
pp. 454-475
Persistent link: https://www.econbiz.de/10011897952
Saved in:
95
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Energy economics
67
(
2017
),
pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
Saved in:
96
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
97
Dynamic global linkages of the brics stock markets with the United States and Europe under external crisis shocks : implications for portfolio risk forecasting
Hammoudeh, Shawkat
;
Kang, Sang Hoon
;
Mensi, Walid
; …
- In:
The world economy : the leading journal on …
39
(
2016
)
11
,
pp. 1703-1727
Persistent link: https://www.econbiz.de/10011584204
Saved in:
98
Analyst recommendations and volatility in a rising, falling, and crisis equity market
Corbet, Shaen
;
Dowling, Michael
;
Cummins, Mark
- In:
Finance research letters
15
(
2015
),
pp. 187-194
Persistent link: https://www.econbiz.de/10011553187
Saved in:
99
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
48
(
2015
),
pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
Saved in:
100
Structural breaks and the time-varying levels of weak-form efficiency in crude oil markets : Evidence from the Hurst exponent and Shannon entropy methods
Mensi, Walid
;
Beljid, Makram
;
Managi, Shunsuke
- In:
International economics : a journal published by CEPII …
140
(
2014
),
pp. 89-106
Persistent link: https://www.econbiz.de/10011525285
Saved in:
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