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~isPartOf:"Applied economics letters"
~isPartOf:"Applied financial economics"
~isPartOf:"Finance research letters"
~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:"Fletcher, Jonathan"
~person:"Gil-Alaña, Luis A."
~person:"Kang, Sang Hoon"
~person:"Madura, Jeff"
~person:"Roubaud, David"
~person:"Zhang, Wei"
~person:"Zhang, Yaojie"
~subject:"ARCH model"
~subject:"Cryptocurrency"
~subject:"Kapitaleinkommen"
~subject:"Oil price"
~subject:"Risiko"
~subject:"Risk management"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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ARCH model
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Estimation
38
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38
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35
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Fletcher, Jonathan
Gil-Alaña, Luis A.
Kang, Sang Hoon
Madura, Jeff
Roubaud, David
Zhang, Wei
Zhang, Yaojie
Gupta, Rangan
54
Bouri, Elie
27
Wohar, Mark E.
25
Goodell, John W.
24
Mensi, Walid
22
Lucey, Brian M.
20
Pierdzioch, Christian
18
Tiwari, Aviral Kumar
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Xuan Vinh Vo
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Ji, Qiang
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Ryu, Doojin
16
Ma, Feng
15
Wang, Xingchun
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Corbet, Shaen
14
Zaremba, Adam
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Caporale, Guglielmo Maria
13
Cebula, Richard J.
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Hammoudeh, Shawkat
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Yoon, Seong-min
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Zhu, Huiming
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Al-Yahyaee, Khamis Hamed
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Grobys, Klaus
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Molnár, Peter
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Yin, Libo
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Lien, Da-hsiang Donald
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Shahzad, Syed Jawad Hussain
11
Ur Rehman, Mobeen
11
Wu, Xinyu
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10
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Applied economics letters
Applied financial economics
Finance research letters
Journal of empirical finance
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
33
International review of financial analysis
23
Applied economics
22
Economic modelling
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Research in international business and finance
14
International review of economics & finance : IREF
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Journal of financial services research : JFSR
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The financial review : the official publication of the Eastern Finance Association
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International journal of finance & economics : IJFE
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8
Pacific-Basin finance journal
8
Review of quantitative finance and accounting
8
Journal of economics & business
7
Journal of forecasting
7
Journal of international financial markets, institutions & money
7
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Global finance journal
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6
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4
International journal of forecasting
4
Journal of business finance & accounting : JBFA
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Advances in quantitative analysis of finance and accounting : a research annual
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International Journal of Financial Studies : open access journal
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International journal of economics and finance
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Journal of economics and finance : JEF
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Journal of international money and finance
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Journal of multinational financial management
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Korea and the world economy
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The European journal of finance
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ECONIS (ZBW)
85
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1
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85
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date (oldest first)
1
Geopolitical risk exposure and stock returns : evidence from China
Zhang, Yaojie
;
Zhang, Yuxuan
;
Ren, Xinrui
;
Jin, Meichen
- In:
Finance research letters
64
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531770
Saved in:
2
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
Saved in:
3
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
4
Forecasting stock market volatility : the sum of the parts is more than the whole
Gao, Shang
;
Zhang, Zhikai
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473040
Saved in:
5
Geopolitical risk and stock market volatility : a global perspective
Zhang, Yaojie
;
He, Jiaxin
;
He, Mengxi
;
Li, Shaofang
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472386
Saved in:
6
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:
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
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:
9
Out-of-sample prediction of Bitcoin realized volatility : do other cryptocurrencies help?
Yi, Yongsheng
;
He, Mengxi
;
Zhang, Yaojie
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013534118
Saved in:
10
Quantile connectedness and spillovers analysis between oil and international REIT markets
Mensi, Walid
;
Nekhili, Ramzi
;
Kang, Sang Hoon
- In:
Finance research letters
48
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013462887
Saved in:
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