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~isPartOf:"Applied financial economics"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Journal of applied economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~person:"Antonakakis, Nikolaos"
~person:"Chang, Tsangyao"
~person:"Dong, Chang-Rui"
~person:"Fountas, Stilianos"
~person:"Gil-Alaña, Luis A."
~person:"Lee, Chien-chiang"
~person:"Mazouz, Khelifa"
~person:"Nitsan, Shemuʾel"
~subject:"ARCH-Modell"
~subject:"Economic convergence"
~subject:"Estimation"
~subject:"Heteroscedasticity"
~subject:"Share price"
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ARCH-Modell
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Antonakakis, Nikolaos
Chang, Tsangyao
Dong, Chang-Rui
Fountas, Stilianos
Gil-Alaña, Luis A.
Lee, Chien-chiang
Mazouz, Khelifa
Nitsan, Shemuʾel
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34
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5
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Applied financial economics
EUI working paper / ECO
Journal of applied economics
The North American journal of economics and finance : a journal of financial economics studies
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of economics
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Iranian economic review : journal of University of Tehran
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Review of development finance
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Review of quantitative finance and accounting
4
Defence and peace economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of economic studies
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ECONIS (ZBW)
42
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1
How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach
Chang, Hao Wen
;
Chang, Tsangyao
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014247010
Saved in:
2
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
3
Systemic risk of Chinese financial institutions and asset price bubbles
Zhang, Xiaoming
;
Wei, Chunyan
;
Lee, Chien-chiang
;
Tian, …
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014247015
Saved in:
4
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
5
Another look at calendar anomalies
Chatzitzisi, Evanthia
;
Fountas, Stilianos
; …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 823-840
Persistent link: https://www.econbiz.de/10012655712
Saved in:
6
Global convergence of inflation rates
Liu, Tie-Ying
;
Lee, Chien-chiang
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013186607
Saved in:
7
The effects of U.S. unconventional monetary policy on Asian stock markets
Lee, Chien-chiang
;
Chen, Mei-Ping
;
Huang, Chun-Chie
- In:
The Singapore economic review : journal of the Economic …
65
(
2020
)
4
,
pp. 917-945
Persistent link: https://www.econbiz.de/10012509364
Saved in:
8
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
9
Happiness sentiments and the prediction of cross-border country exchange-traded fund returns
Lee, Chien-chiang
;
Chen, Mei-Ping
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012664672
Saved in:
10
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
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