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~accessRights:"restricted"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"The Korean economic review"
~subject:"Equity fund flows"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"South Korea"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Equity fund flows
Oil price
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Volatility
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Volatilität
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Abakah, Emmanuel Joel Aikins
1
Alagidede, Imhotep Paul
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Assaf, Ata
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Atenga, Eric Martial Etoundi
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Ayala, Astrid
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
The Korean economic review
Energy economics
344
Finance research letters
254
The North American journal of economics and finance : a journal of financial economics studies
155
International review of financial analysis
142
International review of economics & finance : IREF
134
Applied economics
118
Economic modelling
116
Research in international business and finance
104
International journal of forecasting
94
Journal of econometrics
94
Journal of empirical finance
69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
61
Journal of international financial markets, institutions & money
60
Pacific-Basin finance journal
60
Journal of banking & finance
58
Applied economics letters
55
Emerging markets, finance and trade : EMFT
55
Journal of forecasting
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Quantitative finance
48
Economics letters
47
International journal of finance & economics : IJFE
43
Journal of financial econometrics
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Discussion paper / Centre for Economic Policy Research
37
Computational economics
28
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
28
Global finance journal
27
Journal of international money and finance
27
The journal of futures markets
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Journal of financial markets
26
Theoretical economics letters
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Econometric reviews
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of emerging markets
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Investment management and financial innovations
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The European journal of finance
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International journal of economics and finance
21
Journal of financial economics
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1
Research on the effectiveness of the volatility-tail risk-managed portfolios in China's market
Guo, Zirui
;
Li, Yihan
;
Jia, Guangyan
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
3
,
pp. 1191-1222
Persistent link: https://www.econbiz.de/10014519767
Saved in:
2
Nonlinear responses of crude oil prices to the US dollar exchange rates : the role of inventories
Hu, Zhepeng
;
Yan, Lei
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1491-1510
Persistent link: https://www.econbiz.de/10014519860
Saved in:
3
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
4
Approximating long-memory processes with low-order autoregressions : implications for modeling realized volatility
Baillie, Richard
;
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2911-2937
Persistent link: https://www.econbiz.de/10014329017
Saved in:
5
Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets : a pre- and post-financial crisis analysis
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
3
,
pp. 1027-1103
Persistent link: https://www.econbiz.de/10014330173
Saved in:
6
Using causal graphs to test for the direction of instantaneous causality between economic policy uncertainty and stock market volatility
Raunig, Burkhard
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
4
,
pp. 1579-1598
Persistent link: https://www.econbiz.de/10014388833
Saved in:
7
The impact of pandemic on dynamic volatility spillover network of international stock markets
Lan, Tingting
;
Shao, Liuguo
;
Zhang, Hua
;
Yuan, Caijun
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
5
,
pp. 2115-2144
Persistent link: https://www.econbiz.de/10014388918
Saved in:
8
The oil price-macroeconomy dependence
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2501-2520
Persistent link: https://www.econbiz.de/10014388954
Saved in:
9
Is unemployment hysteretic or structural? : a Bayesian model selection approach
Clavijo-Cortes, Pedro
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2837-2866
Persistent link: https://www.econbiz.de/10014388985
Saved in:
10
Liquidity and realized covariance forecasting : a hybrid method with model uncertainty
Qiao, Gaoxiu
;
Cao, Yangli
;
Ma, Feng
;
Li, Weiping
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 437-463
Persistent link: https://www.econbiz.de/10014226295
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