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~isPartOf:"Applied economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~language:"eng"
~person:"Hammoudeh, Shawkat"
~person:"Tiwari, Aviral 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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Aktienmarkt
16
Stock market
16
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13
Share price
13
Welt
11
World
11
Estimation
9
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9
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Islamisches Finanzsystem
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Hammoudeh, Shawkat
Tiwari, Aviral Kumar
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
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Sloane, Peter J.
6
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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
Moosa, Imad A.
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.
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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
34
International review of economics & finance : IREF
10
Finance research letters
8
The North American journal of economics and finance : a journal of financial economics studies
8
Research in international business and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of financial analysis
3
Pacific-Basin finance journal
3
Energy policy
2
International journal of finance & economics : IJFE
2
The world economy : the leading journal on international economic relations
2
Brussels economic review
1
Computational economics
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
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
1
International journal of law and management
1
Istanbul business research
1
Journal of Asia Pacific business
1
Journal of banking & finance
1
Journal of behavioral and experimental finance
1
Journal of commodity markets
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Journal of economic behavior & organization : JEBO
1
Journal of economics and finance
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Journal of multinational financial management
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Journal of quantitative economics
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Journal of risk and financial management : JRFM
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OPEC energy review
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Technological forecasting & social change : an international journal
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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
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:
2
Connectedness and directional spillovers in energy sectors : international evidence
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Applied economics
54
(
2022
)
22
,
pp. 2554-2569
Persistent link: https://www.econbiz.de/10013171104
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
Value-at-risk and expected shortfall in cryptocurrencies' portfolio : a vine copula–based approach
Trucíos, Carlos
;
Tiwari, Aviral Kumar
;
Alqahtani, Faisal
- In:
Applied economics
52
(
2020
)
24
,
pp. 2580-2593
Persistent link: https://www.econbiz.de/10012210957
Saved in:
5
Modelling the dynamics of Bitcoin and Litecoin : GARCH versus stochastic volatility models
Tiwari, Aviral Kumar
;
Kumar, Satish
;
Pathak, Rajesh
- In:
Applied economics
51
(
2019
)
37
,
pp. 4073-4082
Persistent link: https://www.econbiz.de/10012196960
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
Are exchange rates interdependent? : evidence using wavelet analysis
Kumar, Satish
;
Pathak, Rajesh
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3231-3245
Persistent link: https://www.econbiz.de/10011774731
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
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:
10
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
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