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subject:"Volatility"
~person:"Hammoudeh, Shawkat"
~person:"Ludvigson, Sydney C."
~person:"Sarno, Lucio"
~subject:"United States"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Volatility
United States
Estimation
71
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71
Welt
23
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21
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13
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11
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11
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Hammoudeh, Shawkat
Ludvigson, Sydney C.
Sarno, Lucio
Gupta, Rangan
91
Bahmani-Oskooee, Mohsen
52
Gil-Alaña, Luis A.
43
Caporale, Guglielmo Maria
37
Wohar, Mark E.
37
Bollerslev, Tim
28
Ma, Feng
27
Balcilar, Mehmet
26
McAleer, Michael
25
Pierdzioch, Christian
25
Todorov, Viktor
25
Bouri, Elie
24
Xuan Vinh Vo
24
Apergēs, Nikolaos
23
Tiwari, Aviral Kumar
22
Kumar, Dilip
20
Hsing, Yu
18
Kang, Sang Hoon
18
Brooks, Robert
17
Hegerty, Scott W.
16
McMillan, David G.
16
Mensi, Walid
16
Serletis, Apostolos
16
Tauchen, George Eugene
16
Yoon, Seong-min
16
Asai, Manabu
15
Belke, Ansgar
15
Payne, James E.
15
Rashid, Abdul
15
Andersen, Torben
14
Heckman, James J.
14
Jawadi, Fredj
14
Lee, Chien-chiang
14
Li, Jia
14
Wang, Yudong
14
Wei, Yu
14
Caporin, Massimiliano
13
Chiang, Thomas C.
13
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The journal of futures markets
3
Applied economics
2
Energy economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of money, credit and banking : JMCB
2
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1
Economic inquiry : journal of the Western Economic Association International
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
IMF staff papers
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International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
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1
Journal of financial economics
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Review / Federal Reserve Bank of St. Louis
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
The world economy : the leading journal on international economic relations
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
32
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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
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
3
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
4
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
5
How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Mensi, Walid
;
Ur Rehman, Mobeen
;
Hammoudeh, Shawkat
; …
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 212-232
Persistent link: https://www.econbiz.de/10014373763
Saved in:
6
What drives most jumps in global crude oil prices? : fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants
Selmi, Refk
;
Hammoudeh, Shawkat
;
Wohar, Mark E.
- In:
The world economy : the leading journal on …
46
(
2023
)
3
,
pp. 598-618
Persistent link: https://www.econbiz.de/10014303343
Saved in:
7
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
The journal of finance : the journal of the American …
77
(
2022
)
2
,
pp. 967-1017
Persistent link: https://www.econbiz.de/10013190467
Saved in:
8
The technical decomposition of carbon emissions and the concerns about FDI and trade openness effects in the United States
Shahbaz, Muhammad
;
Gozgor, Giray
;
Adom, Philip Kofi
; …
- In:
International economics : a journal published by CEPII …
159
(
2019
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012318817
Saved in:
9
Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 114-133
Persistent link: https://www.econbiz.de/10011986230
Saved in:
10
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
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