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~isPartOf:"China economic review : an international journal"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"International review of financial analysis"
~isPartOf:"The Korean economic review"
~person:"Beverly, Josh"
~person:"Degiannakis, Stavros"
~person:"Malik, Farooq"
~person:"Spagnolo, Nicola"
~person:"Yoon, Seong-min"
~subject:"1990-2010"
~subject:"Capital income"
~subject:"Emerging economies"
~subject:"Equity fund flows"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"South Korea"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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1990-2010
Capital income
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Volatility
19
Volatilität
19
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12
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8
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8
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Beverly, Josh
Degiannakis, Stavros
Malik, Farooq
Spagnolo, Nicola
Yoon, Seong-min
McAleer, Michael
41
Chang, Chia-Lin
19
Ma, Feng
18
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11
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7
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7
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6
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6
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5
Brooks, Robert
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Lau, Chi Keung
5
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5
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5
Wei, Yu
5
Abakah, Emmanuel Joel Aikins
4
An, Haizhong
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Mensi, Walid
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Sun, Qingru
4
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4
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4
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4
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China economic review : an international journal
Econometric Institute research papers
Empirical economics : a quarterly journal of the Institute for Advanced Studies
International review of economics & finance : IREF
International review of financial analysis
The Korean economic review
Economics and finance working paper series
13
CESifo working papers
12
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12
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9
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5
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4
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3
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3
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3
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3
The North American journal of economics and finance : a journal of financial economics studies
3
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3
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2
Dae oe gyeong je yeon gu
2
Economics letters
2
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2
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2
Journal of international financial markets, institutions & money
2
Review of international economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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Economics and Business Letters : EBL
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Handbook of frontier markets : evidence from Mittle East North Africa and International Comparative Studies
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ECONIS (ZBW)
17
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1
The dynamics of labor force participation : is all quiet on the Appalachian front?
Beverly, Josh
;
Stewart, Shamar L.
;
Neill, Clinton L.
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2867-2898
Persistent link: https://www.econbiz.de/10014388998
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
Estimating downside risk in stock returns under structural breaks
Hood, Matthew
;
Malik, Farooq
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 102-112
Persistent link: https://www.econbiz.de/10012034196
Saved in:
4
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
5
Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam
;
Degiannakis, Stavros
;
Filis, George
- In:
International review of financial analysis
48
(
2016
),
pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
Saved in:
6
Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
International review of financial analysis
45
(
2016
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
Saved in:
7
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003989642
Saved in:
8
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
China economic review : an international journal
34
(
2015
),
pp. 311-321
Persistent link: https://www.econbiz.de/10011459802
Saved in:
9
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:
10
Volatility transmission between gold and oil futures under structural breaks
Ewing, Bradley T.
;
Malik, Farooq
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 113-121
Persistent link: https://www.econbiz.de/10009693332
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