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~isPartOf:"CESifo Working Paper Series"
~isPartOf:"DIW Berlin Discussion Paper"
~isPartOf:"Emerging markets review"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economics and finance"
~isPartOf:"Modern economy"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Ahmed, Walid M. A."
~person:"Balcilar, Mehmet"
~person:"Spagnolo, Nicola"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~source:"econis"
~subject:"ARFIMA-FIGARCH model"
~subject:"Financial market"
~subject:"Forecasting model"
~subject:"Oil price"
~subject:"Stock index"
~subject:"Stock market"
~subject:"USA"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Ahmed, Walid M. A.
Balcilar, Mehmet
Spagnolo, Nicola
Yin, Libo
Yoon, Seong-min
Gupta, Rangan
17
Bouri, Elie
9
Hammoudeh, Shawkat
9
Ma, Feng
9
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6
Mensi, Walid
6
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5
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Salisu, Afees A.
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CESifo Working Paper Series
DIW Berlin Discussion Paper
Emerging markets review
Empirical economics : a quarterly journal of the Institute for Advanced Studies
International review of economics & finance : IREF
Journal of economics and finance
Modern economy
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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15
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6
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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1
Return and volatility connectedness across global ESG stock indexes : evidence from the time-frequency domain analysis
Wan, Jieru
;
Yin, Libo
;
Wu, You
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 397-428
Persistent link: https://www.econbiz.de/10014446774
Saved in:
2
Equity fund flows and stock market returns in the USA before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
2
,
pp. 539-555
Persistent link: https://www.econbiz.de/10012490280
Saved in:
3
On the higher-order moment interdependence of stock and commodity markets : a wavelet coherence analysis
Ahmed, Walid M. A.
- In:
The quarterly review of economics and finance : journal …
83
(
2022
),
pp. 135-151
Persistent link: https://www.econbiz.de/10013258545
Saved in:
4
Systemic risk in international stock markets : role of the oil market
Yin, Libo
;
Feng, Jiabao
;
Han, Liyan
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 592-619
Persistent link: https://www.econbiz.de/10012627999
Saved in:
5
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
6
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
7
Understanding cryptocurrency volatility : the role of oil market shocks
Yin, Libo
;
Nie, Jing
;
Han, Liyan
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 233-253
Persistent link: https://www.econbiz.de/10012671902
Saved in:
8
Do higher-order realized moments matter for cryptocurrency returns?
Ahmed, Walid M. A.
;
Al Mafrachi, Mustafa
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 483-499
Persistent link: https://www.econbiz.de/10012671985
Saved in:
9
Fed's unconventional monetary policy and risk spillover in the US financial markets
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
;
Ozdemir, Huseyin
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 42-52
Persistent link: https://www.econbiz.de/10012431140
Saved in:
10
Islamic and conventional equity markets : Two sides of the same coin, or not?
Ahmed, Walid M. A.
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 191-205
Persistent link: https://www.econbiz.de/10012176223
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