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~isPartOf:"Applied economics letters"
~isPartOf:"Applied economics"
~isPartOf:"Economics / Discussion papers : the open-access, open-assessment e-journal"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~person:"Degiannakis, Stavros"
~person:"Donadelli, Michael"
~person:"Spagnolo, Nicola"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~source:"econis"
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Search: subject_exact:"Volatility"
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3
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Degiannakis, Stavros
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Ma, Feng
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9
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7
Sosvilla-Rivero, Simón
7
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Applied economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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1
Global risks, the macroeconomy, and asset prices
Costola, Michele
;
Donadelli, Michael
;
Gerotto, Luca
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2357-2388
Persistent link: https://www.econbiz.de/10013440484
Saved in:
2
Equity fund flows and stock market returns in the USA before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
2
,
pp. 539-555
Persistent link: https://www.econbiz.de/10012490280
Saved in:
3
The influence of oil, gold and stock market index on US equity sectors
BenSaïda, Ahmed
;
Hernandez, Jose Arreola
;
Litimi, Houda
; …
- In:
Applied economics
54
(
2022
)
6
,
pp. 719-732
Persistent link: https://www.econbiz.de/10012874447
Saved in:
4
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
54
(
2022
)
20
,
pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
Saved in:
5
Impact of food price volatility on the US restaurant sector
Uddin, Mohammed Gazi Salah
;
Hernandez, Jose Arreola
; …
- In:
Applied economics
52
(
2020
)
39
,
pp. 4250-4262
Persistent link: https://www.econbiz.de/10012259027
Saved in:
6
Exogenous shocks, dynamic correlations, and portfolio risk management for the Asian emerging and other global developed and emerging stock markets
Dong, Xiyong
;
Li, Changhong
;
Yoon, Seong-min
- In:
Applied economics
52
(
2020
)
43
,
pp. 4745-4764
Persistent link: https://www.econbiz.de/10012298738
Saved in:
7
Oil shocks and stock volatility : new evidence via a Bayesian, graph-based VAR approach
Yin, Libo
;
Ma, Xiyuan
- In:
Applied economics
52
(
2020
)
11
,
pp. 1163-1180
Persistent link: https://www.econbiz.de/10012197521
Saved in:
8
Modeling time-varying correlations in volatility between BRICS and commodity markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
7/9
,
pp. 1698-1723
Persistent link: https://www.econbiz.de/10011594437
Saved in:
9
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:
10
Macroeconomic uncertainty : does it matter for commodity prices?
Yin, Libo
;
Han, Liyan
- In:
Applied economics letters
21
(
2014
)
10/12
,
pp. 711-716
Persistent link: https://www.econbiz.de/10010416340
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