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~isPartOf:"Applied economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international financial markets, institutions & money"
~language:"eng"
~person:"Hammoudeh, Shawkat"
~person:"Narayan, Paresh Kumar"
~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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Estimation
27
Schätzung
27
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26
Share price
26
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19
Kapitaleinkommen
19
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Hammoudeh, Shawkat
Narayan, Paresh Kumar
Ma, Feng
18
Bouri, Elie
16
Gupta, Rangan
10
Corbet, Shaen
9
Bahmani-Oskooee, Mohsen
8
Guesmi, Khaled
8
Lau, Chi Keung
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Li, Yan
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Liang, Chao
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McMillan, David G.
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Nguyen, Duc Khuong
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Roubaud, David
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Xuan Vinh Vo
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Zhu, Huiming
8
Floros, Christos
7
Jawadi, Fredj
7
Sensoy, Ahmet
7
Sosvilla-Rivero, Simón
7
Turner, Paul
7
Umar, Zaghum
7
Zhang, Yaojie
7
Brooks, Chris
6
Brooks, Robert
6
Brzeszczyński, Janusz
6
Caporale, Guglielmo Maria
6
Gil-Alaña, Luis A.
6
Kim, Suk-Joong
6
Leslie, Derek G.
6
Liu, Jia
6
Moosa, Imad A.
6
Sloane, Peter J.
6
Smales, Lee A.
6
Speight, Alan E. H.
6
Wei, Yu
6
Xiong, Xiong
6
Yarovaya, Larisa
6
Yoon, Seong-min
6
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5
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Applied economics
International review of financial analysis
Journal of international financial markets, institutions & money
Energy economics
19
The North American journal of economics and finance : a journal of financial economics studies
7
Emerging markets review
6
International review of economics & finance : IREF
5
Economic modelling
4
Pacific-Basin finance journal
4
Energy policy
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Health economics
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Research in international business and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The world economy : the leading journal on international economic relations
2
Applied economics letters
1
China economic review : an international journal
1
Economic systems
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International journal of business and economics
1
International journal of finance & economics : IJFE
1
Journal of Asian economics
1
Journal of banking & finance
1
Journal of commodity markets
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Journal of economic behavior & organization : JEBO
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Journal of health economics
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Journal of multinational financial management
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Review of Pacific Basin financial markets and policies
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Review of financial economics : RFE
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The American journal of economics and sociology
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The North American journal of economics and finance : a journal of theory and practice
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The economic record : er
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The energy journal
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ECONIS (ZBW)
20
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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
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:
3
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:
4
Intraday effects of the currency market
Khademalomoom, Siroos
;
Narayan, Paresh Kumar
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 65-77
Persistent link: https://www.econbiz.de/10012127824
Saved in:
5
An analysis of time-varying commodity market price discovery
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
- In:
International review of financial analysis
57
(
2018
),
pp. 122-133
Persistent link: https://www.econbiz.de/10012006333
Saved in:
6
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:
7
A new GARCH model with higher moments for stock return predictability
Narayan, Paresh Kumar
;
Liu, Ruipeng
- In:
Journal of international financial markets, …
56
(
2018
),
pp. 93-103
Persistent link: https://www.econbiz.de/10011984164
Saved in:
8
Dependence structure between sukuk (Islamic bonds) and stock market conditions : an empirical analysis with Archimedean copulas
Naifar, Nader
;
Hammoudeh, Shawkat
;
Al dohaiman, Mohamed S.
- In:
Journal of international financial markets, …
44
(
2016
),
pp. 148-165
Persistent link: https://www.econbiz.de/10011690405
Saved in:
9
Intraday volatility interaction between the crude oil and equity markets
Dinh Hoang Bach Phan
;
Sharma, Susan Sunila
;
Narayan, …
- In:
Journal of international financial markets, …
40
(
2016
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475821
Saved in:
10
Interactions between real economic and financial sides of the US economy in a regime-switching environment
Safarazi, Soodabeh
;
Hammoudeh, Shawkat
;
Balcilar, Mehmet
- In:
Applied economics
47
(
2015
)
58/60
,
pp. 6493-6518
Persistent link: https://www.econbiz.de/10011412036
Saved in:
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