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~isPartOf:"Applied economics letters"
~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~isPartOf:"Finance research letters"
~isPartOf:"Global finance journal"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~language:"nor"
~person:"Apergēs, Nikolaos"
~person:"Fletcher, Jonathan"
~person:"Gil-Alaña, Luis A."
~person:"Kang, Sang Hoon"
~person:"McMillan, David G."
~person:"Pierdzioch, Christian"
~person:"Roubaud, David"
~person:"Schaub, Mark"
~person:"Ur Rehman, Mobeen"
~person:"Zhang, Wei"
~subject:"COVID-19"
~subject:"Capital income"
~subject:"Kapitaleinkommen"
~subject:"Risk management"
~subject:"Time series analysis"
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Apergēs, Nikolaos
Fletcher, Jonathan
Gil-Alaña, Luis A.
Kang, Sang Hoon
McMillan, David G.
Pierdzioch, Christian
Roubaud, David
Schaub, Mark
Ur Rehman, Mobeen
Zhang, Wei
Gupta, Rangan
38
Zaremba, Adam
23
Wohar, Mark E.
21
Tiwari, Aviral Kumar
20
Bouri, Elie
17
Goodell, John W.
17
Caporale, Guglielmo Maria
15
Mensi, Walid
15
Lucey, Brian M.
14
Ma, Feng
14
Wang, Yudong
14
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13
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Narayan, Paresh Kumar
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Xuan Vinh Vo
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Boubaker, Sabri
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Shen, Dehua
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10
Brooks, Robert
9
Chiang, Thomas C.
9
Corbet, Shaen
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Kim, Jong-Min
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Ko, Kuan-Cheng
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Morana, Claudio
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Ryu, Doojin
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8
Cakici, Nusret
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8
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8
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Applied economics letters
Applied financial economics
Economic modelling
Finance research letters
Global finance journal
Journal of banking & finance
Journal of empirical finance
The North American journal of economics and finance : a journal of financial economics studies
CESifo working papers
52
Economics and finance working paper series
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24
International review of financial analysis
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
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10
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10
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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41
High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets
Mensi, Walid
;
Sensoy, Ahmet
;
Aslan, Aylin
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012203700
Saved in:
42
Holding period returns from NASDAQ traded ADRs
Schaub, Mark
- In:
Applied economics letters
26
(
2019
)
20
,
pp. 1689-1693
Persistent link: https://www.econbiz.de/10012204883
Saved in:
43
Model comparison tests of linear factor models in U.K. stock returns
Fletcher, Jonathan
- In:
Finance research letters
28
(
2019
),
pp. 281-291
Persistent link: https://www.econbiz.de/10012388326
Saved in:
44
On REIT returns and (un-)expected inflation : empirical evidence based on Bayesian additive regression trees
Pierdzioch, Christian
;
Risse, Marian
;
Gupta, Rangan
; …
- In:
Finance research letters
30
(
2019
),
pp. 160-169
Persistent link: https://www.econbiz.de/10012420355
Saved in:
45
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan
;
Pierdzioch, Christian
;
Vivian, Andrew J.
; …
- In:
Finance research letters
29
(
2019
),
pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
Saved in:
46
Structural breaks and double long memory of cryptocurrency prices : a comparative analysis from Bitcoin and Ethereum
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Kang, Sang Hoon
- In:
Finance research letters
29
(
2019
),
pp. 222-230
Persistent link: https://www.econbiz.de/10012418764
Saved in:
47
Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies : portfolio risk management implications
Mensi, Walid
;
Ur Rehman, Mobeen
;
Al-Yahyaee, Khamis Hamed
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 283-294
Persistent link: https://www.econbiz.de/10012120250
Saved in:
48
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
49
Trading volume and the predictability of return and volatility in the cryptocurrency market
Bouri, Elie
;
Lau, Chi Keung
;
Lucey, Brian M.
;
Roubaud, David
- In:
Finance research letters
29
(
2019
),
pp. 340-346
Persistent link: https://www.econbiz.de/10012419202
Saved in:
50
US Presidential election effects on Mexican ADRs : a two-year analysis
Schaub, Mark
- In:
Applied economics letters
26
(
2019
)
20
,
pp. 1709-1712
Persistent link: https://www.econbiz.de/10012204889
Saved in:
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