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~isPartOf:"Applied economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~language:"eng"
~person:"Hammoudeh, Shawkat"
~person:"Moosa, Imad A."
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Großbritannien
Volatility
Volatilität
Estimation
21
Schätzung
21
Aktienmarkt
16
Stock market
16
Time series analysis
15
Zeitreihenanalyse
15
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14
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Hammoudeh, Shawkat
Moosa, Imad A.
Bahmani-Oskooee, Mohsen
8
Gupta, Rangan
8
Ma, Feng
8
Jawadi, Fredj
7
Narayan, Paresh Kumar
7
Sosvilla-Rivero, Simón
7
Turner, Paul
7
Leslie, Derek G.
6
McMillan, David G.
6
Nguyen, Duc Khuong
6
Sloane, Peter J.
6
Speight, Alan E. H.
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Zhang, Yaojie
6
Bouri, Elie
5
Brown, Sarah
5
Fung, Hung-gay
5
Gil-Alaña, Luis A.
5
Goutte, Stéphane
5
Liang, Chao
5
Mills, Terence C.
5
Tiwari, Aviral Kumar
5
Umar, Zaghum
5
Weir, Charlie
5
Willis, Kenneth G.
5
Yoon, Seong-min
5
Zhu, Huiming
5
Abbott, Andrew J.
4
Allen, David E.
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Balcilar, Mehmet
4
Bishop, Paul
4
Borooah, Vani K.
4
Caporale, Guglielmo Maria
4
Chelley-Steeley, Patricia L.
4
Cook, Steven
4
Driver, Ciaran F.
4
Green, Francis
4
Gubareva, Mariya
4
Harris, Richard I. D.
4
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Applied economics
Journal of international financial markets, institutions & money
Energy economics
18
The North American journal of economics and finance : a journal of financial economics studies
7
International review of economics & finance : IREF
5
International review of financial analysis
4
Economia internazionale
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Pacific-Basin finance journal
3
Energy policy
2
Journal of economic behavior & organization : JEBO
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
American journal of agricultural economics
1
Applied financial economics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Global finance journal
1
International economic journal
1
International journal of finance & economics : IJFE
1
International review of finance
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of commodity markets
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Journal of international economic studies
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Journal of multinational financial management
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Journal of post-Keynesian economics : JPKE
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Managerial auditing journal
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New Zealand economic papers
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Research in international business and finance
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Southern economic journal
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The Asia Pacific journal of economics and business : APJEB
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The Japanese economic review : the journal of the Japanese Economic Association
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The North American journal of economics and finance : a journal of theory and practice
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The energy journal
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ECONIS (ZBW)
13
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1
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:
2
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:
3
Monetary policy, corporate profit and house prices
Razzak, Weshah A.
;
Moosa, Imad A.
- In:
Applied economics
50
(
2018
)
28
,
pp. 3106-3114
Persistent link: https://www.econbiz.de/10012037544
Saved in:
4
The sectoral effects of Brexit on the British economy : early evidence from the reaction of the stock market
Ramiah, Vikash
;
Anh Pham Huy Nguyen
;
Moosa, Imad A.
- In:
Applied economics
49
(
2017
)
26
,
pp. 2508-2514
Persistent link: https://www.econbiz.de/10011819564
Saved in:
5
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:
6
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:
7
Volatility transmission between Islamic and conventional equity markets : evidence from causality-in-variance test
Nazlıoğlu, Şaban
;
Hammoudeh, Shawkat
;
Gupta, Rangan
- In:
Applied economics
47
(
2015
)
46/48
,
pp. 4996-5011
Persistent link: https://www.econbiz.de/10011318417
Saved in:
8
Downside risk, portfolio diversification and the financial crisis in the euro-zone
Sarafrazi, Soodabeh
;
Hammoudeh, Shawkat
;
Santos, Paulo …
- In:
Journal of international financial markets, …
32
(
2014
),
pp. 368-396
Persistent link: https://www.econbiz.de/10011299784
Saved in:
9
Oil prices and MENA stock markets : new evidence from nonlinear and asymmetric causalities during and after the crisis period
Ajmi, Ahdi Noomen
;
El Montasser, Ghassen
;
Hammoudeh, Shawkat
- In:
Applied economics
46
(
2014
)
16/18
,
pp. 2167-2177
Persistent link: https://www.econbiz.de/10010413309
Saved in:
10
An operational risk profile : the experience of British firms
Moosa, Imad A.
;
Li, Larry
- In:
Applied economics
45
(
2013
)
16/18
,
pp. 2491-2500
Persistent link: https://www.econbiz.de/10009772253
Saved in:
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