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type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Epstein, Larry G."
~person:"Gollier, Christian"
~person:"Hammoudeh, Shawkat"
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ARCH model
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Epstein, Larry G.
Gollier, Christian
Hammoudeh, Shawkat
Balcilar, Mehmet
3
Lee, Chien-chiang
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Mensi, Walid
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The North American journal of economics and finance : a journal of financial economics studies
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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:
2
Volatility transmission across currencies and commodities with US uncertainty measures
Khalifa, Ahmed A. A.
;
Otranto, Edoardo
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 63-83
Persistent link: https://www.econbiz.de/10011672897
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