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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:"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
13
Volatilität
13
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7
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6
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VAR-GARCH-in-mean model
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Beverly, Josh
Degiannakis, Stavros
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
Yin, Libo
6
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5
Brooks, Robert
5
Lau, Chi Keung
5
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5
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5
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5
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
Malik, Farooq
4
Mensi, Walid
4
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4
Tiwari, Aviral Kumar
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Wang, Yudong
4
Wu, Eliza
4
Xiong, Xiong
4
Xuan Vinh Vo
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4
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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
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
CESifo Working Paper Series
6
DIW Berlin Discussion Paper
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4
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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
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3
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3
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2
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2
Economics letters
2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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
1
IMF working paper
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IMF working papers
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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ECONIS (ZBW)
12
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Dynamic correlation between stock market and oil prices : the case of oil-importing and oil-exporting countries
Filis, George
;
Degiannakis, Stavros
;
Floros, Christos
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 152-164
Persistent link: https://www.econbiz.de/10009295790
Saved in:
10
Sudden changes and persistence in volatility of Korean equity sector returns
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The Korean economic review
26
(
2010
)
2
,
pp. 431-451
Persistent link: https://www.econbiz.de/10009152033
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