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~accessRights:"restricted"
~person:"Degiannakis, Stavros"
~person:"Gupta, Rangan"
~person:"Hammoudeh, Shawkat"
~person:"Liang, Chao"
~person:"Lyócsa, Štefan"
~person:"Sensoy, Ahmet"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Behavioural finance"
~subject:"Efficient market hypothesis"
~subject:"Oil price"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Behavioural finance
Efficient market hypothesis
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Volatility
302
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125
Prognoseverfahren
125
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Degiannakis, Stavros
Gupta, Rangan
Hammoudeh, Shawkat
Liang, Chao
Lyócsa, Štefan
Sensoy, Ahmet
Yin, Libo
Yoon, Seong-min
Ma, Feng
85
Bouri, Elie
80
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54
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40
Mensi, Walid
39
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39
Kang, Sang Hoon
37
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37
Xuan Vinh Vo
36
Bahmani-Oskooee, Mohsen
34
Roubaud, David
34
Balcilar, Mehmet
33
Demirer, Rıza
33
Ji, Qiang
33
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33
Wei, Yu
33
Corbet, Shaen
31
Lucey, Brian M.
31
McAleer, Michael
27
Salisu, Afees A.
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Shahzad, Syed Jawad Hussain
27
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25
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23
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22
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22
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22
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22
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22
Bollerslev, Tim
21
Wu, Xinyu
21
Ryu, Doojin
20
Wang, Jiqian
20
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19
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
17
International review of financial analysis
16
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9
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ECONIS (ZBW)
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1
Which predictor is more predictive for Bitcoin volatility? : and why?
Liang, Chao
;
Zhang, Yaojie
;
Li, Xiafei
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
Saved in:
2
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
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 and volatility connectedness across global ESG stock indexes : evidence from the time-frequency domain analysis
Wan, Jieru
;
Yin, Libo
;
Wu, You
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 397-428
Persistent link: https://www.econbiz.de/10014446774
Saved in:
5
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
6
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
7
Exploring the impact of oil security attention on oil volatility : a new perspective
Wang, Lu
;
Li, Shan
;
Liang, Chao
- In:
International finance : the only journal bridging the …
27
(
2024
)
1
,
pp. 61-80
Persistent link: https://www.econbiz.de/10014532201
Saved in:
8
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:
9
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
10
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
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