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~isPartOf:"Applied economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international financial markets, institutions & money"
~language:"eng"
~person:"Gupta, Rangan"
~person:"Hammoudeh, Shawkat"
~person:"Roubaud, David"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Großbritannien
Volatility
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22
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21
Prognoseverfahren
21
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forecasting
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Gupta, Rangan
Hammoudeh, Shawkat
Roubaud, David
Ma, Feng
18
Bouri, Elie
16
Corbet, Shaen
9
Narayan, Paresh Kumar
9
Bahmani-Oskooee, Mohsen
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Guesmi, Khaled
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Lau, Chi Keung
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Liang, Chao
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Xuan Vinh Vo
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Jawadi, Fredj
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Sosvilla-Rivero, Simón
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Turner, Paul
7
Umar, Zaghum
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Zhang, Yaojie
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Brooks, Chris
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Brooks, Robert
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Brzeszczyński, Janusz
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Caporale, Guglielmo Maria
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Gil-Alaña, Luis A.
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Kim, Suk-Joong
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Leslie, Derek G.
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Liu, Jia
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Moosa, Imad A.
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Wei, Yu
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Xiong, Xiong
6
Yarovaya, Larisa
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6
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Applied economics
International review of financial analysis
Journal of international financial markets, institutions & money
Energy economics
34
Finance research letters
20
The North American journal of economics and finance : a journal of financial economics studies
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
International review of economics & finance : IREF
12
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
Journal of multinational financial management
6
Research in international business and finance
6
Applied economics letters
5
Economic modelling
5
Economics letters
5
International journal of finance & economics : IJFE
5
Journal of forecasting
5
Financial innovation : FIN
4
The European journal of finance
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of economics and finance
3
Pacific-Basin finance journal
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
The world economy : the leading journal on international economic relations
3
Economics and Business Letters : EBL
2
Emerging markets review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy policy
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Global finance journal
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International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of economic studies
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Journal of financial markets
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Journal of macroeconomics
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Journal of risk and financial management : JRFM
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OPEC energy review
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Review of quantitative finance and accounting
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ECONIS (ZBW)
25
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1
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:
2
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
3
Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Applied economics
55
(
2023
)
12
,
pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
Saved in:
4
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:
5
Rare earth and allied sectors in stock markets : extreme dependence of return and volatility
Bouri, Elie
;
Kanjilal, Kakali
;
Ghosh, Sajal
;
Roubaud, David
- In:
Applied economics
53
(
2021
)
49
,
pp. 5710-5730
Persistent link: https://www.econbiz.de/10012626945
Saved in:
6
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Xuan Vinh Vo
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
7
Does real U.K. GDP have a unit root? : evidence from a multi-century perspective
Canarella, Giorgio
;
Gupta, Rangan
;
Miller, Stephen M.
; …
- In:
Applied economics
52
(
2020
)
10
,
pp. 1070-1087
Persistent link: https://www.econbiz.de/10012197516
Saved in:
8
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?
Fang, Libing
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
- In:
International review of financial analysis
61
(
2019
),
pp. 29-36
Persistent link: https://www.econbiz.de/10012206699
Saved in:
9
Dynamic connectedness and integration in cryptocurrency markets
Ji, Qiang
;
Bouri, Elie
;
Lau, Chi Keung
;
Roubaud, David
- In:
International review of financial analysis
63
(
2019
),
pp. 257-272
Persistent link: https://www.econbiz.de/10012207461
Saved in:
10
Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 114-133
Persistent link: https://www.econbiz.de/10011986230
Saved in:
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