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~isPartOf:"Applied economics quarterly"
~isPartOf:"International review of economics & finance : IREF"
~language:"ces"
~language:"eng"
~language:"hin"
~language:"nor"
~language:"por"
~language:"rus"
~language:"und"
~person:"Kang, Sang Hoon"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~subject:"Aktienmarkt"
~subject:"Foreign investment"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"United States"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
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Aktienmarkt
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10
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7
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Kang, Sang Hoon
McAleer, Michael
Pierdzioch, Christian
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13
Gupta, Rangan
12
Wohar, Mark E.
12
Hammoudeh, Shawkat
11
Lien, Da-hsiang Donald
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9
Xuan Vinh Vo
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Kutan, Ali Mustafa
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Ma, Feng
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Salisu, Afees A.
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Tse, Yiuman
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Chang, Tsangyao
5
Chiang, Thomas C.
5
Gil-Alaña, Luis A.
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Yin, Libo
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Applied economics quarterly
International review of economics & finance : IREF
The North American journal of economics and finance : a journal of financial economics studies
19
Energy economics
14
Applied economics
11
Finance research letters
9
Journal of risk and financial management : JRFM
9
Applied economics letters
6
Econometric reviews
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Pacific-Basin finance journal
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Applied financial economics
5
Journal of econometrics
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Journal of international financial markets, institutions & money
4
The European journal of finance
4
The Korean economic review
4
Annals of financial economics
3
Global finance journal
3
International review of financial analysis
3
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3
Journal of macroeconomics
3
Korea and the world economy
3
Research in international business and finance
3
Risks : open access journal
3
Applied financial economics letters
2
Borsa Istanbul Review
2
Economic modelling
2
Economics letters
2
Financial innovation : FIN
2
German economic review
2
International economics and economic policy : IEEP
2
International journal of emerging markets
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economic surveys
2
Journal of economics & business
2
Journal of financial markets
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Swiss journal of economics and statistics
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The econometrics journal
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ECONIS (ZBW)
12
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12
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1
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
2
Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? : a portfolio risk analysis
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 96-113
Persistent link: https://www.econbiz.de/10013175750
Saved in:
3
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
4
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
5
Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
Saved in:
6
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
7
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
8
Special section: advances in financial risk management and economic policy uncertainty
Hammoudeh, Shawkat
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011571814
Saved in:
9
Survey forecasts and money demand functions : some international evidence
Pierdzioch, Christian
;
Ruelke, Jan-Christoph
; …
- In:
Applied economics quarterly
57
(
2011
)
1
,
pp. 5-14
Persistent link: https://www.econbiz.de/10009541585
Saved in:
10
The business cycle and the equity risk premium in real time
Kizys, Renatas
;
Pierdzioch, Christian
- In:
International review of economics & finance : IREF
19
(
2010
)
4
,
pp. 711-722
Persistent link: https://www.econbiz.de/10009006978
Saved in:
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