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~isPartOf:"Atlantic economic journal : AEJ"
~isPartOf:"International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of forecasting"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Cebula, Richard J."
~person:"Gil-Alaña, Luis A."
~person:"Lau, Chi Keung"
~person:"Ramírez, Miguel D."
~subject:"1999-2003"
~subject:"Asia"
~subject:"Deutschland"
~subject:"Developing countries"
~subject:"Fractional integration"
~subject:"Großbritannien"
~subject:"Time series analysis"
~subject:"Volatility"
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Cebula, Richard J.
Gil-Alaña, Luis A.
Lau, Chi Keung
Ramírez, Miguel D.
Ma, Feng
14
Bouri, Elie
12
Gupta, Rangan
11
Brooks, Chris
8
Franses, Philip Hans
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Caporale, Guglielmo Maria
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Floros, Christos
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Guesmi, Khaled
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Hammoudeh, Shawkat
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Li, Youwei
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McMillan, David G.
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Atlantic economic journal : AEJ
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
International review of financial analysis
Journal of forecasting
CESifo working papers
54
Economics and finance working paper series
50
Discussion papers / Deutsches Institut für Wirtschaftsforschung
23
Applied economics
21
Discussion papers of interdisciplinary research project 373
14
Applied economics letters
13
Research in international business and finance
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Energy economics
9
Finance research letters
9
International journal of finance & economics : IJFE
7
EUI working paper / ECO
6
Tourism economics : the business and finance of tourism and recreation
6
Business and Economic Research : BER
5
Discussion paper / Centre for Economic Forecasting
5
Economic modelling
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International review of economics & finance : IREF
5
Journal of economics and finance
5
SFB 373 Discussion Paper
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied financial economics
4
Economics letters
4
Empirica : journal of european economics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Journal of economics and finance : JEF
4
Review of development finance
4
Applied econometrics and international development
3
Economia internazionale
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
European review of economics and finance
3
International journal of theoretical and applied finance
3
Oxford bulletin of economics and statistics
3
Research memorandum / METEOR
3
African journal of economic and sustainable development
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ECONIS (ZBW)
30
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30
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1
On the intraday return curves of Bitcoin : predictability and trading opportunities
Bouri, Elie
;
Lau, Chi Keung
;
Saeed, Tareq
;
Wang, Shixuan
; …
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804738
Saved in:
2
Re-examination of international bond market dependence : evidence from a pair copula approach
Abakah, Emmanuel Joel Aikins
;
Addo, Emmanuel
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-35
Persistent link: https://www.econbiz.de/10012803932
Saved in:
3
Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets
Corbet, Shaen
;
Katsiampa, Paraskevi
;
Lau, Chi Keung
- In:
International review of financial analysis
71
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012437167
Saved in:
4
Modelling long-range dependence and non-linearity in the infant mortality rates of African countries
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
- In:
International advances in economic research : IAER ; an …
26
(
2020
)
3
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012415228
Saved in:
5
Dynamic connectedness and integration in cryptocurrency markets
Ji, Qiang
;
Bouri, Elie
;
Lau, Chi Keung
;
Roubaud, David
- In:
International review of financial analysis
63
(
2019
),
pp. 257-272
Persistent link: https://www.econbiz.de/10012207461
Saved in:
6
The effects of uncertainty measures on the price of gold
Bilgin, Mehmet Huseyin
;
Gozgor, Giray
;
Lau, Chi Keung
; …
- In:
International review of financial analysis
58
(
2018
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012006362
Saved in:
7
Asymmetry in spillover effects : evidence for international stock index futures markets
Yarovaya, Larisa
;
Brzeszczyński, Janusz
;
Lau, Chi Keung
- In:
International review of financial analysis
53
(
2017
),
pp. 94-111
Persistent link: https://www.econbiz.de/10011877850
Saved in:
8
Persistence and cycles in the us federal funds rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
52
(
2017
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011868684
Saved in:
9
Return spillovers between white precious metal ETFs : the role of oil, gold, and global equity
Lau, Chi Keung
;
Vigne, Samuel A.
;
Wang, Shixuan
; …
- In:
International review of financial analysis
52
(
2017
),
pp. 316-332
Persistent link: https://www.econbiz.de/10011868764
Saved in:
10
Intra- and inter-regional return and volatility spillovers across emerging and developed markets : evidence from stock indices and stock index futures
Yarovaya, Larisa
;
Brzeszczyński, Janusz
;
Lau, Chi Keung
- In:
International review of financial analysis
43
(
2016
),
pp. 96-114
Persistent link: https://www.econbiz.de/10011623719
Saved in:
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