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~accessRights:"restricted"
~person:"Gil-Alaña, Luis A."
~person:"Spagnolo, Nicola"
~subject:"ARCH model"
~subject:"Anlageverhalten"
~subject:"China"
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Gil-Alaña, Luis A.
Spagnolo, Nicola
Ma, Feng
30
Gupta, Rangan
26
Xiong, Xiong
21
Ryu, Doojin
19
Zhang, Wei
19
Zhang, Yaojie
18
Yin, Libo
17
Bouri, Elie
14
Goodell, John W.
14
Shen, Dehua
13
Yang, Chunpeng
13
He, Feng
12
Li, Yan
12
Liang, Chao
12
Wen, Fenghua
12
Zaremba, Adam
12
Corbet, Shaen
11
Li, Youwei
11
Tiwari, Aviral Kumar
11
Wang, Jiqian
11
Chan, Kam C.
10
Huang, Wei
10
Li, Xiao
10
Molnár, Peter
10
Zhou, Liyun
10
Demirer, Rıza
9
Feng, Xu
9
Ko, Kuan-Cheng
9
Narayan, Paresh Kumar
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Wang, Yudong
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Xuan Vinh Vo
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Zhang, Bing
9
Brooks, Robert
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Hao, Jing
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Jawadi, Fredj
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Lien, Da-hsiang Donald
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Lucey, Brian M.
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Plastun, Alex
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Finance research letters
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China economic review : an international journal
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Journal of economic studies
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Journal of economics and finance
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Review of development finance
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ECONIS (ZBW)
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1
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
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2
Modelling stock market data in China : cisis and Coronavirus
Cristofaro, Lorenzo
;
Gil-Alaña, Luis A.
;
Chen, Zhongfei
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013336246
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3
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 657-680
Persistent link: https://www.econbiz.de/10012385147
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4
The weekend effect : an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economic studies
43
(
2016
)
6
,
pp. 954-965
Persistent link: https://www.econbiz.de/10011694413
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5
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
China economic review : an international journal
34
(
2015
),
pp. 311-321
Persistent link: https://www.econbiz.de/10011459802
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6
Modelling time-varying volatility in the Indian stock returns : some empirical evidence
Tripathy, Trilochan
;
Gil-Alaña, Luis A.
- In:
Review of development finance
5
(
2015
)
2
,
pp. 91-97
Persistent link: https://www.econbiz.de/10011447272
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