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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:"Hamori, Shigeyuki"
~person:"Mensi, Walid"
~person:"Narayan, Paresh Kumar"
~person:"Pierdzioch, Christian"
~subject:"Schätzung"
~subject:"Share price"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
~type_genre:"Handbuch"
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Schätzung
Share price
Estimation
27
Volatility
22
Volatilität
22
Forecasting model
18
Prognoseverfahren
18
Japan
16
Spillover effect
14
Spillover-Effekt
14
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Hamori, Shigeyuki
Mensi, Walid
Narayan, Paresh Kumar
Pierdzioch, Christian
Chang, Tsangyao
38
Gupta, Rangan
24
Su, Chi-Wei
16
Gil-Alaña, Luis A.
13
Ryu, Doojin
13
Bahmani-Oskooee, Mohsen
11
Lee, Chien-chiang
11
Kang, Sang Hoon
9
Lee, Chia-hao
9
Sosvilla-Rivero, Simón
9
Wohar, Mark E.
9
Afonso, António
8
Bhaskara Rao, Buddhavarapu
8
Chang, Hsu-Ling
8
Huang, Ho-chuan
8
Caporale, Guglielmo Maria
7
Lien, Da-hsiang Donald
7
Lim, Kian-Ping
7
Liu, Wen-chi
7
Lu, Yang-cheng
7
Xuan Vinh Vo
7
Zhou, Liyun
7
Zhu, Huiming
7
Chong, Terence Tai-Leung
6
Dai, Zhifeng
6
Hau, Liya
6
Ji, Qiang
6
Salisu, Afees A.
6
Schaub, Mark
6
Tiwari, Aviral Kumar
6
Wagner, Joachim
6
Yin, Libo
6
Yoon, Seong-min
6
Apergēs, Nikolaos
5
Cho, Hoon
5
Chung, Chune Young
5
Hsing, Yu
5
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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
19
Pacific-Basin finance journal
18
Emerging markets review
14
International review of financial analysis
13
Applied economics
12
Economic modelling
11
Energy economics
9
Finance research letters
9
Applied financial economics
8
Journal of banking & finance
6
International review of economics & finance : IREF
5
Research in international business and finance
5
The European journal of finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Journal of Asian economics
4
Annals of financial economics
3
Australian economic papers
3
Economic systems
3
Economics letters
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Applied financial economics letters
2
Borsa Istanbul Review
2
Econometric reviews
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Financial innovation : FIN
2
Global finance journal
2
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
2
International economics and economic policy : IEEP
2
International journal of emerging markets
2
International journal of financial research
2
Journal of behavioral and experimental finance
2
Journal of economics and finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial markets
2
Journal of forecasting
2
Journal of risk and financial management : JRFM
2
Kobe University economic review
2
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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
Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis
Mensi, Walid
;
Sensoy, Ahmet
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013539024
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
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:
9
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
Saved in:
10
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
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