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~isPartOf:"China economic review : an international journal"
~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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Search: subject_exact:"Volatility"
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1990-2010
Capital income
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Equity fund flows
Oil price
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Time series analysis
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Volatility
17
Volatilität
17
ARCH model
11
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11
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8
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8
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16
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Beverly, Josh
Degiannakis, Stavros
Malik, Farooq
Spagnolo, Nicola
Yoon, Seong-min
Ma, Feng
18
Hammoudeh, Shawkat
9
Gupta, Rangan
7
Liang, Chao
7
Huang, Dengshi
6
Kang, Sang Hoon
6
Lu, Xinjie
6
Yarovaya, Larisa
6
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6
Bouri, Elie
5
Brooks, Robert
5
Lau, Chi Keung
5
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5
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5
Uddin, Mohammed Gazi Salah
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Wang, Jiqian
5
Wei, Yu
5
Abakah, Emmanuel Joel Aikins
4
An, Haizhong
4
Caporale, Guglielmo Maria
4
Do, Hung Xuan
4
Filis, George
4
Floros, Christos
4
Gil-Alaña, Luis A.
4
Han, Liyan
4
Kumar, Dilip
4
Lin, Boqiang
4
Liu, Jing
4
Mensi, Walid
4
Sun, Qingru
4
Tiwari, Aviral Kumar
4
Wang, Yudong
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Wu, Eliza
4
Xiong, Xiong
4
Xuan Vinh Vo
4
Zhang, Yue-jun
4
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China economic review : an international journal
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
Energy economics
12
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
CESifo Working Paper Series
6
DIW Berlin Discussion Paper
5
Applied economics
4
Global finance journal
4
The energy journal
4
Bank of Greece Working Paper
3
Journal of international money and finance
3
Korea and the world economy
3
Research in international business and finance
3
Review of quantitative finance and accounting
3
The North American journal of economics and finance : a journal of financial economics studies
3
Working Paper / Bank of Greece
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
Australian economic papers
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Econometric Institute research papers
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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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Emerging markets review
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Handbook of frontier markets : evidence from Mittle East North Africa and International Comparative Studies
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16
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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
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:
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
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
Saved in:
10
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
Saved in:
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