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~isPartOf:"CESifo Working Paper Series"
~isPartOf:"DIW Berlin Discussion Paper"
~isPartOf:"Emerging markets review"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Modern economy"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Balcilar, Mehmet"
~person:"Spagnolo, Nicola"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~source:"econis"
~subject:"Forecasting model"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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6
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6
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6
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Balcilar, Mehmet
Spagnolo, Nicola
Yin, Libo
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Gupta, Rangan
12
Bouri, Elie
8
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7
Ma, Feng
7
Mensi, Walid
6
Ahmed, Walid M. A.
4
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CESifo Working Paper Series
DIW Berlin Discussion Paper
Emerging markets review
International review of economics & finance : IREF
Modern economy
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
15
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5
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4
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1
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:
2
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:
3
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:
4
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:
5
It's not that important : the negligible effect of oil market uncertainty
Yin, Libo
;
Feng, Jiabao
;
Liu, Li
;
Wang, Yudong
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 62-84
Persistent link: https://www.econbiz.de/10012203810
Saved in:
6
The effect of money supply on the volatility of Korean stock market
Choi, Ki-hong
;
Yoon, Seong-min
- In:
Modern economy
6
(
2015
)
5
,
pp. 535-543
Persistent link: https://www.econbiz.de/10011384465
Saved in:
7
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
Saved in:
8
Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
International review of economics & finance : IREF
30
(
2014
),
pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
Saved in:
9
Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis
Beirne, John
;
Caporale, Guglielmo Maria
; …
- In:
Emerging markets review
11
(
2010
)
3
,
pp. 250-260
Persistent link: https://www.econbiz.de/10009301650
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