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~isPartOf:"Applied financial economics"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of applied economics"
~isPartOf:"The South African journal of economics"
~language:"eng"
~person:"Akhigbe, Aigbe O."
~person:"Cuñado Eizaguirre, Juncal"
~person:"Dong, Chang-Rui"
~person:"Gil-Alaña, Luis A."
~person:"Hamori, Shigeyuki"
~person:"Lee, Chien-chiang"
~person:"Ma, Feng"
~person:"Nitsan, Shemuʾel"
~type_genre:"Article in journal"
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Estimation
26
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26
Volatility
16
Volatilität
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Time series analysis
15
USA
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United States
15
Welt
15
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Akhigbe, Aigbe O.
Cuñado Eizaguirre, Juncal
Dong, Chang-Rui
Gil-Alaña, Luis A.
Hamori, Shigeyuki
Lee, Chien-chiang
Ma, Feng
Nitsan, Shemuʾel
Goodell, John W.
33
Faff, Robert W.
29
Brooks, Robert
27
Lucey, Brian M.
24
Gupta, Rangan
23
Madura, Jeff
21
McMillan, David G.
20
Xuan Vinh Vo
19
Narayan, Paresh Kumar
18
Batten, Jonathan A.
17
Bouri, Elie
17
Caporale, Guglielmo Maria
17
Fourie, Frederick C. v. N.
17
Lien, Da-hsiang Donald
17
Liu, Jia
16
Brooks, Chris
15
Guesmi, Khaled
15
Hudson, Robert
15
Urquhart, Andrew
15
Black, Philip A.
14
Fedderke, Johannes W.
14
Fernández, Viviana
14
Xiong, Xiong
14
Chelley-Steeley, Patricia L.
13
Coakley, Jerry
13
Corbet, Shaen
13
Fabozzi, Frank J.
13
Poshakwale, Sunil S.
13
Yarovaya, Larisa
13
Hasan, Iftekhar
12
Hearn, Bruce
12
Kong, Dongmin
12
Kumar, Satish
12
Li, Youwei
12
Moosa, Imad A.
12
Smith, Graham
12
Ap Gwilym, Owain
11
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Applied financial economics
EUI working paper / ECO
International review of financial analysis
Journal of applied economics
The South African journal of economics
Energy economics
76
Applied economics
72
Applied economics letters
43
Economic modelling
40
International review of economics & finance : IREF
35
The North American journal of economics and finance : a journal of financial economics studies
29
Economics letters
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Social choice and welfare
21
International journal of finance & economics : IJFE
18
Emerging markets, finance and trade : EMFT
17
Research in international business and finance
17
Finance research letters
16
Journal of banking & finance
16
Journal of economics and finance
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
16
Tourism economics : the business and finance of tourism and recreation
16
Journal of risk and financial management : JRFM
13
Public choice
13
Japan and the world economy : international journal of theory and policy
12
Pacific-Basin finance journal
12
Defence and peace economics
11
Journal of forecasting
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Journal of Asian economics
10
Review of quantitative finance and accounting
10
Journal of international financial markets, institutions & money
9
Journal of international money and finance
9
Empirica : journal of european economics
8
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
8
Theory and decision : an international journal for multidisciplinary advances in decision science
8
European journal of political economy
7
Journal of policy modeling : JPMOD ; a social science forum of world issues
7
Economic systems
6
Energy policy
6
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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ECONIS (ZBW)
72
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72
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1
Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Liao, Yin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
Saved in:
2
Environmental policy stringency and bank risks : does green economy matter?
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Hong, Pei-Hsuan
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014447040
Saved in:
3
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
4
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
Saved in:
5
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
6
The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets : evidence from lower and higher order moments
Zhang, Wenting
;
He, Xie
;
Hamori, Shigeyuki
- In:
International review of financial analysis
89
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014465559
Saved in:
7
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
8
Modeling the global sovereign credit network under climate change
Yang, Lu
;
Hamori, Shigeyuki
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014457729
Saved in:
9
U.S. leveraged loan and debt markets : implications for optimal portfolio and hedging
Abakah, Emmanuel Joel Aikins
;
Nasreen, Samia
;
Tiwari, …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014457479
Saved in:
10
Climate risk and bank liquidity creation : international evidence
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Thinh, Bui Tien
;
Xu, …
- In:
International review of financial analysis
82
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013431237
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