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~isPartOf:"Applied economics letters"
~isPartOf:"Japan and the world economy : international journal of theory and policy"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~language:"ron"
~person:"Dai, Zhifeng"
~person:"Hamori, Shigeyuki"
~person:"Mensi, Walid"
~person:"Narayan, Paresh Kumar"
~person:"Pierdzioch, Christian"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
~type_genre:"Handbuch"
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Schätzung
Estimation
31
Volatility
26
Volatilität
26
Forecasting model
23
Prognoseverfahren
23
Aktienmarkt
16
Börsenkurs
16
Japan
16
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16
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Spillover effect
15
Spillover-Effekt
15
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Dai, Zhifeng
Hamori, Shigeyuki
Mensi, Walid
Narayan, Paresh Kumar
Pierdzioch, Christian
Chang, Tsangyao
37
Gupta, Rangan
18
Su, Chi-Wei
15
Gil-Alaña, Luis A.
12
Bahmani-Oskooee, Mohsen
11
Lee, Chia-hao
9
Afonso, António
8
Bhaskara Rao, Buddhavarapu
8
Chang, Hsu-Ling
8
Lee, Chien-chiang
8
Caporale, Guglielmo Maria
7
Huang, Ho-chuan
7
Kang, Sang Hoon
7
Liu, Wen-chi
7
Sosvilla-Rivero, Simón
7
Zhu, Huiming
7
Hau, Liya
6
Lu, Yang-cheng
6
Tiwari, Aviral Kumar
6
Wagner, Joachim
6
Wohar, Mark E.
6
Apergēs, Nikolaos
5
Chong, Terence Tai-Leung
5
Ji, Qiang
5
Lien, Da-hsiang Donald
5
Liu, Yu-Shao
5
Zhu, Meng-Nan
5
Cebula, Richard J.
4
Chen, Mei-Ping
4
Fullerton, Thomas M.
4
Hegerty, Scott W.
4
Herzer, Dierk
4
Holmes, Mark J.
4
Hsing, Yu
4
Huang, Chia-Hsing
4
Jawadi, Fredj
4
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Applied economics letters
Japan and the world economy : international journal of theory and policy
The North American journal of economics and finance : a journal of financial economics studies
Journal of international financial markets, institutions & money
12
Applied economics
11
International review of financial analysis
9
Economic modelling
8
Emerging markets review
7
Finance research letters
7
International review of economics & finance : IREF
6
Pacific-Basin finance journal
6
Applied financial economics
5
Energy economics
5
Research in international business and finance
4
The European journal of finance
4
Australian economic papers
3
Journal of Asian economics
3
Journal of banking & finance
3
Annals of financial economics
2
Applied financial economics letters
2
Borsa Istanbul Review
2
Econometric reviews
2
International economics and economic policy : IEEP
2
International journal of financial research
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Kobe University economic review
2
Swiss journal of economics and statistics
2
The Indian economic journal
2
The journal of futures markets
2
The quarterly review of economics and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics quarterly
1
Asian economic journal : journal of the East Asian Economic Association
1
China economic review : an international journal
1
Economic analysis and policy
1
Economic issues
1
Economic systems
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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ECONIS (ZBW)
31
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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
Spillover and connectedness among G7 real estate investment trusts : the effects of investor sentiment and global factors
Mensi, Walid
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483749
Saved in:
3
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany
Foltas, Alexander
;
Pierdzioch, Christian
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 867-872
Persistent link: https://www.econbiz.de/10013411808
Saved in:
4
Is there a pattern in how COVID-19 has affected Australia’s stock returns?
Narayan, Paresh Kumar
;
Gong, Qiang
;
Ali Ahmed, Huson Joher
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 179-182
Persistent link: https://www.econbiz.de/10012803472
Saved in:
5
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
6
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:
7
Forecasting stock market volatility : can the risk aversion measure exert an important role?
Dai, Zhifeng
;
Chang, Xiaoming
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013188175
Saved in:
8
Indicator selection and stock return predictability
Dai, Zhifeng
;
Zhu, Huan
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012822124
Saved in:
9
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
10
Dynamic effects of financial spillovers on bank lending : evidence from local projection-based impulse response analysis
Chen, Wang
;
Hamori, Shigeyuki
;
Kinkyō, Takuji
- In:
Applied economics letters
27
(
2020
)
5
,
pp. 400-405
Persistent link: https://www.econbiz.de/10012205499
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