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~isPartOf:"Applied economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"bul"
~language:"eng"
~person:"Bouri, Elie"
~person:"Yang, Lu"
~subject:"GARCH-MIDAS"
~subject:"Germany"
~subject:"Impact assessment"
~subject:"Volatilität"
~subject:"Wechselkurs"
~subject:"World"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschriften"
~type_genre:"Rezension"
~type_genre:"Sammelwerk"
~type_genre:"Systematic review"
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GARCH-MIDAS
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5
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5
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5
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Bouri, Elie
Yang, Lu
Gupta, Rangan
22
Bahmani-Oskooee, Mohsen
19
Zhu, Huiming
15
Kang, Sang Hoon
14
Lee, Chien-chiang
14
Hammoudeh, Shawkat
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Umar, Zaghum
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Yoon, Seong-min
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Xuan Vinh Vo
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9
Gil-Alaña, Luis A.
9
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9
Zhang, Yaojie
9
Dong, Kangyin
8
Gubareva, Mariya
8
Jawadi, Fredj
8
Kim, Jong-Min
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Ma, Feng
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Abakah, Emmanuel Joel Aikins
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Lien, Da-hsiang Donald
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Qiao, Gaoxiu
6
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6
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6
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Applied economics
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
21
International review of financial analysis
16
Energy economics
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Journal of international financial markets, institutions & money
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Economic modelling
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International review of economics & finance : IREF
5
Financial innovation : FIN
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Research in international business and finance
4
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3
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2
Emerging markets review
2
International journal of finance & economics : IJFE
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2
Pacific-Basin finance journal
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Borsa Istanbul Review
1
China finance review international
1
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Economia politica : journal of analytical and institutional economics
1
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Economics / Journal articles : the open-access, open-assessment journal
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Eurasian economic review : a journal in applied macroeconomics and finance
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of behavioral and experimental finance
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Journal of commodity markets
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Journal of economic structures : JES; the official journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
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Journal of emerging market finance
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Journal of financial markets
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Journal of international trade & economic development : an international and comparative review
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Journal of multinational financial management
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Journal of risk
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OPEC energy review
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ECONIS (ZBW)
9
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1
Liquidity spillovers between cryptocurrency and foreign exchange markets
Nekhili, Ramzi
;
Sultan, Jahangir
;
Bouri, Elie
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014485287
Saved in:
2
Price effects after one-day abnormal returns in developed and emerging markets : ESG versus traditional indices
Plastun, Alex
;
Bouri, Elie
;
Gupta, Rangan
;
Ji, Qiang
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013413403
Saved in:
3
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:
4
Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach
Zhang, Yue-jun
;
Bouri, Elie
;
Gupta, Rangan
;
Ma, Shu-Jiao
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667384
Saved in:
5
Can crude oil drive the co-movement in the international stock market? : evidence from partial wavelet coherence analysis
Wu, Kai
;
Zhu, Jingran
;
Xu, Mingli
;
Yang, Lu
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012632221
Saved in:
6
Spillovers between Bitcoin and other assets during bear and bull markets
Bouri, Elie
;
Das, Mahamitra
;
Gupta, Rangan
;
Roubaud, David
- In:
Applied economics
50
(
2018
)
55
,
pp. 5935-5949
Persistent link: https://www.econbiz.de/10012062940
Saved in:
7
What determines the long-term correlation between oil prices and exchange rates?
Yang, Lu
;
Cai, Xiao Jing
;
Hamori, Shigeyuki
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 140-152
Persistent link: https://www.econbiz.de/10012036525
Saved in:
8
Bitcoin for energy commodities before and after the December 2013 crash : diversifier, hedge or safe haven?
Bouri, Elie
;
Jalkh, Naji
;
Molnár, Peter
;
Roubaud, David
- In:
Applied economics
49
(
2017
)
50
,
pp. 5063-5073
Persistent link: https://www.econbiz.de/10011844889
Saved in:
9
Interdependence between the bond markets of CEEC-3 and Germany : a wavelet coherence analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
The North American journal of economics and finance : a …
32
(
2015
),
pp. 124-138
Persistent link: https://www.econbiz.de/10011514450
Saved in:
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