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type_genre:"Article in journal"
~person:"Malik, Farooq"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
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Volatility
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Malik, Farooq
Gupta, Rangan
61
Bahmani-Oskooee, Mohsen
33
Ma, Feng
26
Bouri, Elie
24
Todorov, Viktor
24
McAleer, Michael
23
Pierdzioch, Christian
23
Bollerslev, Tim
22
Xuan Vinh Vo
21
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20
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19
Mensi, Walid
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16
Asai, Manabu
15
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Rashid, Abdul
15
Brooks, Robert
14
Li, Jia
14
Wei, Yu
14
Yoon, Seong-min
14
Andersen, Torben
13
Caporin, Massimiliano
13
Chiang, Thomas C.
13
Tauchen, George Eugene
13
Wang, Yudong
13
Wu, Xinyu
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12
Hegerty, Scott W.
12
Lee, Chien-chiang
12
McMillan, David G.
12
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11
Nonejad, Nima
11
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10
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2
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Review of financial economics : RFE
1
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ECONIS (ZBW)
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1
Volatility spillover among sector equity returns under structural breaks
Malik, Farooq
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
Saved in:
2
Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
Saved in:
3
Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
Saved in:
4
Do structural breaks in volatility cause spurious volatility transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
Saved in:
5
Estimating downside risk in stock returns under structural breaks
Hood, Matthew
;
Malik, Farooq
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 102-112
Persistent link: https://www.econbiz.de/10012034196
Saved in:
6
Modelling asymmetric volatility in oil prices under structural breaks
Ewing, Bradley T.
;
Malik, Farooq
- In:
Energy economics
63
(
2017
),
pp. 227-233
Persistent link: https://www.econbiz.de/10011757936
Saved in:
7
Volatility spillovers between oil prices and the stock market under structural breaks
Ewing, Bradley T.
;
Malik, Farooq
- In:
Global finance journal
29
(
2016
),
pp. 12-23
Persistent link: https://www.econbiz.de/10011714558
Saved in:
8
Revisiting the relationship between risk and return
Malik, Farooq
- In:
Review of quantitative finance and accounting
44
(
2015
)
1
,
pp. 25-40
Persistent link: https://www.econbiz.de/10011327668
Saved in:
9
Volatility transmission between gold and oil futures under structural breaks
Ewing, Bradley T.
;
Malik, Farooq
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 113-121
Persistent link: https://www.econbiz.de/10009693332
Saved in:
10
Is gold the best hedge and a safe haven under changing stock market volatility?
Hood, Matthew
;
Malik, Farooq
- In:
Review of financial economics : RFE
22
(
2013
)
2
,
pp. 47-52
Persistent link: https://www.econbiz.de/10009737235
Saved in:
1
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