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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"
~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
Emerging economies
Equity fund flows
Oil price
Prognoseverfahren
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South Korea
Stock market
Time series analysis
Ölpreis
Volatility
8
Volatilität
8
ARCH model
4
ARCH-Modell
4
Börsenkurs
4
Estimation
4
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4
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Basel II
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Basel III
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Bayes-Statistik
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Beverly, Josh
Degiannakis, Stavros
Spagnolo, Nicola
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
Bouri, Elie
5
Brooks, Robert
5
Lau, Chi Keung
5
Li, Yan
5
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5
Uddin, Mohammed Gazi Salah
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
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Liu, Jing
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Malik, Farooq
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Mensi, Walid
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Sun, Qingru
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Tiwari, Aviral Kumar
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Wang, Yudong
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Wu, Eliza
4
Xiong, Xiong
4
Xuan Vinh Vo
4
Yoon, Seong-min
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
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
CESifo Working Paper Series
6
DIW Berlin Discussion Paper
5
The energy journal
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Bank of Greece Working Paper
3
Global finance journal
3
Journal of international money and finance
3
Research in international business and finance
3
Working Paper / Bank of Greece
3
Applied financial economics
2
Economics letters
2
Energy economics
2
Journal of international financial markets, institutions & money
2
Review of international economics
2
CESifo Working Paper
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 review
1
Handbook of frontier markets : evidence from Mittle East North Africa and International Comparative Studies
1
IMF working paper
1
IMF working papers
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of forecasting
1
Journal of economic integration
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Journal of empirical finance
1
Journal of forecasting
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Open economies review
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Review of economics
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Review of quantitative finance and accounting
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The European journal of finance
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ECONIS (ZBW)
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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
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:
8
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:
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