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subject:"Volatility"
subject:"Yield curve"
~person:"Apergēs, Nikolaos"
~person:"Härdle, Wolfgang"
~person:"Tiwari, Aviral Kumar"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel"
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Volatility
Yield curve
Nichtparametrisches Verfahren
Panel
Estimation
257
Schätzung
257
Theorie
72
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72
Volatilität
59
Börsenkurs
56
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111
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Apergēs, Nikolaos
Härdle, Wolfgang
Tiwari, Aviral Kumar
Gupta, Rangan
114
McAleer, Michael
94
Caporale, Guglielmo Maria
93
Gao, Jiti
54
Linton, Oliver
53
Pierdzioch, Christian
51
Pesaran, M. Hashem
49
Baltagi, Badi H.
48
Herwartz, Helmut
46
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45
Bollerslev, Tim
44
Narayan, Paresh Kumar
44
Bahmani-Oskooee, Mohsen
42
Gil-Alaña, Luis A.
39
Hautsch, Nikolaus
39
Koopman, Siem Jan
39
Belke, Ansgar
38
Todorov, Viktor
35
Phillips, Peter C. B.
33
Wohar, Mark E.
33
Bouri, Elie
32
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31
Chang, Chia-Lin
30
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29
Asai, Manabu
29
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29
Lee, Chien-chiang
29
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28
Kim, Don H.
28
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28
Su, Liangjun
28
Westerlund, Joakim
28
Diebold, Francis X.
27
Panagiōtidēs, Theodōros
27
Ma, Feng
26
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25
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24
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ECONIS (ZBW)
111
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Pandemic, sentiments over COVID-19, and EU convergence
Anastasiou, Athanasios
;
Apergēs, Nikolaos
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1683-1707
Persistent link: https://www.econbiz.de/10014519962
Saved in:
3
Asymmetric and frequency-domain spillover effects among industrial metals, precious metals, and energy futures markets
Nasreen, Samia
;
Tiwari, Aviral Kumar
;
Goodell, John W.
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1556-1592
Persistent link: https://www.econbiz.de/10014535491
Saved in:
4
Extreme downside risk connectedness and portfolio hedging among the G10 currencies
Abakah, Emmanuel Joel Aikins
;
Brahim, Mariem
;
Carlotti, …
- In:
International economics : the quarterly journal in …
178
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014578289
Saved in:
5
The impact of cryptocurrencies on the gold, WTI, VIX index, G7 and BRICS index before and during COVID-19 : a quantile regression and NARDL analysis
Aloui, Mouna
;
Hamdi, Besma
;
Tiwari, Aviral Kumar
; …
- In:
International journal of law and management
65
(
2023
)
6
,
pp. 485-510
Persistent link: https://www.econbiz.de/10014432902
Saved in:
6
Foreign direct investment, institutional quality and sustainability : cross-country analysis using different estimators
Krishnankutty, Raveesh
;
Minimol M. C.
;
Tiwari, Aviral Kumar
- In:
The Indian economic journal
71
(
2023
)
2
,
pp. 285-299
Persistent link: https://www.econbiz.de/10014230814
Saved in:
7
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
8
Examining the asymmetric effects of third-country exchange rate volatility on Pakistan-China commodity trade
Usman, Ahmed
;
Apergēs, Nikolaos
;
Anwar, Sofia
- In:
Journal of international commerce, economics and policy
12
(
2021
)
2
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012650950
Saved in:
9
Inflation expectations, volatility and Covid-19 : evidence from the US inflation swap rates
Apergis, Emmanuel
;
Apergēs, Nikolaos
- In:
Applied economics letters
28
(
2021
)
15
,
pp. 1327-1331
Persistent link: https://www.econbiz.de/10012609663
Saved in:
10
The impact of COVID-19 on economic growth : evidence from a Bayesian Panel Vector Autoregressive (BPVAR) model
Apergis, Emmanuel
;
Apergēs, Nikolaos
- In:
Applied economics
53
(
2021
)
58
,
pp. 6739-6751
Persistent link: https://www.econbiz.de/10012697965
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