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~isPartOf:"Applied financial economics"
~isPartOf:"Finance research letters"
~isPartOf:"Global finance journal"
~isPartOf:"International journal of forecasting"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Arouri, Mohamed"
~person:"Ben Omrane, Walid"
~person:"Choi, Sun-Yong"
~person:"Degiannakis, Stavros"
~person:"Dogo, Mela"
~person:"Wei, Yu"
~person:"Yoon, Seong-min"
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Search: subject_exact:"Volatility"
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Volatility
33
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33
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15
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13
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8
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Arouri, Mohamed
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Dogo, Mela
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Gupta, Rangan
25
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12
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Xuan Vinh Vo
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5
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Applied financial economics
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The North American journal of economics and finance : a journal of financial economics studies
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10
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ECONIS (ZBW)
33
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1
International stock market risk contagion during the COVID-19 pandemic
Liu, Yuntong
;
Wei, Yu
;
Wang, Qian
;
Liu, Yi
- In:
Finance research letters
45
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014576472
Saved in:
2
Cryptocurrency policy uncertainty and gold return forecasting : a dynamic Occam's window approach
Shang, Yue
;
Wei, Yu
;
Chen, Yongfei
- In:
Finance research letters
50
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014239966
Saved in:
3
Volatility spillovers between stock and energy markets during crises : a comparative assessment between the 2008 global financial crisis and the Covid-19 pandemic crisis
Jebabli, Ikram
;
Kouaissah, Noureddine
;
Arouri, Mohamed
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10013341502
Saved in:
4
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
Saved in:
5
Dynamic volatility spillovers between industries in the US stock market : evidence from the COVID-19 pandemic and Black Monday
Choi, Sun-Yong
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013413560
Saved in:
6
Can infectious disease pandemic impact the long-term volatility and correlation of gold and crude oil markets?
Wei, Yu
;
Wang, Zhuo
;
Li, Dongxin
;
Chen, Xiaodan
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013459840
Saved in:
7
Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries
Choi, Sun-Yong
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013342679
Saved in:
8
Infectious disease pandemic and permanent volatility of international stock markets : A long-term perspective
Bai, Lan
;
Wei, Yu
;
Wei, Guiwu
;
Li, Xiafei
;
Zhang, Songyun
- In:
Finance research letters
40
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012819378
Saved in:
9
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Mensi, Walid
;
Lee, Yun-Jung
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012822250
Saved in:
10
The effect of US macroeconomic news announcements on the Canadian stock market : evidence using high-frequency data
Hussain, Syed Mujahid
;
Ben Omrane, Walid
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012486063
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