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~accessRights:"restricted"
~person:"Buch, Claudia M."
~person:"Kang, Sang Hoon"
~person:"Salisu, Afees A."
~subject:"Estimation"
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Estimation
Volatility
42
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42
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39
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39
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36
Welt
33
World
33
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Buch, Claudia M.
Kang, Sang Hoon
Salisu, Afees A.
Gupta, Rangan
75
Bahmani-Oskooee, Mohsen
45
Gil-Alaña, Luis A.
40
Tiwari, Aviral Kumar
28
Balcilar, Mehmet
27
Apergēs, Nikolaos
23
Massa, Massimo
22
Ours, Jan C. van
22
Shahbaz, Muhammad
21
Wohar, Mark E.
21
Hammoudeh, Shawkat
20
Rodríguez-Pose, Andrés
20
Zhu, Huiming
20
Egger, Peter
19
Lee, Chien-chiang
19
Ma, Feng
19
Lechner, Michael
18
Pierdzioch, Christian
18
Wagner, Joachim
17
Zaremba, Adam
17
Caporale, Guglielmo Maria
16
Forni, Mario
16
Xuan Vinh Vo
16
Yoon, Seong-min
16
Chang, Tsangyao
15
Gambetti, Luca
15
Mensi, Walid
15
Wang, Yudong
15
Marcellino, Massimiliano
14
Peydró, José-Luis
14
Bouri, Elie
13
Sala, Luca
13
Afonso, António
12
Polemis, Michael
12
Van Reenen, John
12
Yin, Libo
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Gozgor, Giray
11
Hamori, Shigeyuki
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The North American journal of economics and finance : a journal of financial economics studies
11
International review of economics & finance : IREF
8
Energy economics
5
The quarterly review of economics and finance
3
International journal of finance & economics : IJFE
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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ECONIS (ZBW)
36
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1
Spillover and connectedness among G7 real estate investment trusts : the effects of investor sentiment and global factors
Mensi, Walid
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483749
Saved in:
2
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
3
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
4
Does inter-region portfolio diversification pay more than the international diversification?
Ahmad, Nasir
;
Ur Rehman, Mobeen
;
Xuan Vinh Vo
;
Kang, …
- In:
The quarterly review of economics and finance : journal …
83
(
2022
),
pp. 26-35
Persistent link: https://www.econbiz.de/10013258505
Saved in:
5
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
6
A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
Salisu, Afees A.
;
Isah, Kazeem
;
Ogbonnaya-Orji, Nnenna
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1220-1239
Persistent link: https://www.econbiz.de/10012815021
Saved in:
7
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
8
Do cryptocurrencies provide better hedging? : Evidence from major equity markets during COVID-19 pandemic
Maitra, Debasish
;
Ur Rehman, Mobeen
;
Dash, Saumya Ranjan
; …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013539022
Saved in:
9
Oil, gold and international stock markets : extreme spillovers, connectedness and its determinants
Mensi, Walid
;
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014631290
Saved in:
10
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
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