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~isPartOf:"Applied economics letters"
~isPartOf:"Applied financial economics"
~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:"Roubaud, David"
~person:"Zhang, Wei"
~person:"Zhang, Yaojie"
~subject:"Cryptocurrency"
~subject:"Kapitaleinkommen"
~subject:"Oil price"
~subject:"Risiko"
~subject:"Risk management"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Cryptocurrency
Kapitaleinkommen
Oil price
Risiko
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USA
Estimation
24
Schätzung
24
Time series analysis
19
Zeitreihenanalyse
19
Volatility
16
Volatilität
16
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12
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12
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12
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34
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Article in journal
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Norwegian
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Fletcher, Jonathan
Gil-Alaña, Luis A.
Kang, Sang Hoon
Roubaud, David
Zhang, Wei
Zhang, Yaojie
Gupta, Rangan
30
Wohar, Mark E.
16
Mensi, Walid
14
Madura, Jeff
13
Cebula, Richard J.
12
Hammoudeh, Shawkat
11
Schaub, Mark
11
Xuan Vinh Vo
10
Yin, Libo
10
Faff, Robert W.
9
Pierdzioch, Christian
9
Ur Rehman, Mobeen
9
Al-Yahyaee, Khamis Hamed
8
Caporale, Guglielmo Maria
8
Caporin, Massimiliano
8
Goel, Rajeev K.
8
Hamori, Shigeyuki
8
McMillan, David G.
8
Morana, Claudio
8
Payne, James E.
8
Yoon, Seong-min
8
Fabozzi, Frank J.
7
Hassan, M. Kabir
7
Jung, Hojin
7
Shaffer, Sherrill
7
Wang, Yudong
7
Brooks, Robert
6
Chang, Kuang-Liang
6
Dai, Zhifeng
6
Grobys, Klaus
6
Huang, Ho-chuan
6
Jawadi, Fredj
6
Kim, Jong-Min
6
Kryzanowski, Lawrence
6
Lien, Da-hsiang Donald
6
Ma, Feng
6
Mazouz, Khelifa
6
McAleer, Michael
6
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Applied economics letters
Applied financial economics
Journal of empirical finance
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
29
Finance research letters
27
International review of financial analysis
19
Economic modelling
17
Applied economics
14
Research in international business and finance
11
International review of economics & finance : IREF
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
International journal of finance & economics : IJFE
7
Pacific-Basin finance journal
7
Review of quantitative finance and accounting
7
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Financial innovation : FIN
6
Journal of banking & finance
5
Journal of forecasting
5
International journal of forecasting
4
Journal of business finance & accounting : JBFA
4
Journal of financial services research : JFSR
4
Journal of international financial markets, institutions & money
4
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3
International Journal of Financial Studies : open access journal
3
International journal of economics and finance
3
Journal of economics & business
3
Journal of economics and finance
3
Korea and the world economy
3
The financial review : the official publication of the Eastern Finance Association
3
Advances in quantitative analysis of finance and accounting : a research annual
2
Asia Pacific financial markets
2
Empirica : journal of european economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International journal of theoretical and applied finance
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Journal of economics and finance : JEF
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Oxford bulletin of economics and statistics
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Review of financial economics : RFE
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ECONIS (ZBW)
34
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Asymmetric volatility connectedness among US stock sectors
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Suleman, Tahir
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012822000
Saved in:
7
Dynamic spillover and connectedness between oil futures and European bonds
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Xuan Vinh Vo
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012822033
Saved in:
8
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
9
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
10
The equity premium in China
Huang, Ping
;
Zhou, Zhong-Qiang
;
Zhang, Wei
- In:
Applied economics letters
27
(
2020
)
13
,
pp. 1112-1118
Persistent link: https://www.econbiz.de/10012267068
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