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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:"Ur Rehman, Mobeen"
~person:"Zhang, Wei"
~subject:"COVID-19"
~subject:"Capital income"
~subject:"Kapitaleinkommen"
~subject:"Risk management"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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COVID-19
Capital income
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75
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75
Volatility
63
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Apergēs, Nikolaos
Fletcher, Jonathan
Gil-Alaña, Luis A.
Kang, Sang Hoon
McMillan, David G.
Pierdzioch, Christian
Roubaud, David
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
Chang, Tsangyao
13
Faff, Robert W.
12
Narayan, Paresh Kumar
12
Xuan Vinh Vo
12
Shahzad, Syed Jawad Hussain
11
Boubaker, Sabri
10
Schaub, Mark
10
Shen, Dehua
10
Zhang, Yaojie
10
Brooks, Robert
9
Chiang, Thomas C.
9
Corbet, Shaen
9
Kim, Jong-Min
9
Ko, Kuan-Cheng
9
Morana, Claudio
9
Ryu, Doojin
9
Al-Yahyaee, Khamis Hamed
8
Brooks, Chris
8
Cakici, Nusret
8
Caporin, Massimiliano
8
Christiansen, Charlotte
8
Grobys, Klaus
8
Hassan, M. Kabir
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
Applied economics
28
International review of financial analysis
20
Energy economics
14
Research in international business and finance
14
International review of economics & finance : IREF
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
International journal of finance & economics : IJFE
10
The European journal of finance
10
Journal of forecasting
9
Tourism economics : the business and finance of tourism and recreation
9
Journal of international financial markets, institutions & money
8
Journal of economics and finance
6
Review of quantitative finance and accounting
6
Pacific-Basin finance journal
5
The journal of asset management
5
Economics letters
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International Journal of Financial Studies : open access journal
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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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 economics and finance : JEF
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Oxford bulletin of economics and statistics
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3
Computational economics
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Empirica : journal of european economics
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
European review of economics and finance
3
Financial innovation : FIN
3
International journal of economics and finance
3
International journal of theoretical and applied finance
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ECONIS (ZBW)
98
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98
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1
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
2
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
Saved in:
3
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
4
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
5
Behavioural heterogeneity and equity premium volatility in China
Zhou, Zhong-Qiang
;
Huang, Ping
;
Fu, Desheng
;
Zhang, Wei
- In:
Applied economics letters
29
(
2022
)
15
,
pp. 1399-1404
Persistent link: https://www.econbiz.de/10013412190
Saved in:
6
COVID-19 and cryptocurrency volatility : evidence from asymmetric modelling
Apergēs, Nikolaos
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013459882
Saved in:
7
Do cryptocurrencies provide better hedging? : Evidence from major equity markets during COVID-19 pandemic
Maitra, Debasish
;
Ur Rehman, Mobeen
;
Dash, Saumya Ranjan
; …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013539022
Saved in:
8
Infectious diseases tracking and sectoral stock market returns : a quantile regression analysis
Alomari, Mohammad
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013413448
Saved in:
9
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
10
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
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