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~isPartOf:"China economic review : an international journal"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The Korean economic review"
~person:"Degiannakis, Stavros"
~person:"Spagnolo, Nicola"
~person:"Yoon, Seong-min"
~subject:"Asien"
~subject:"Equity fund flows"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"South Korea"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
~type:"article"
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Search: subject_exact:"Volatility"
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Asien
Equity fund flows
Oil price
Prognoseverfahren
Risk
South Korea
Stock market
Time series analysis
Ölpreis
Volatility
8
Volatilität
8
ARCH model
5
ARCH-Modell
5
Aktienmarkt
3
Capital income
3
Estimation
3
Foreign portfolio investment
3
Kapitaleinkommen
3
Portfolio-Investition
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3
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2
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Emerging economies
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Equity flows
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Exchange rate
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Forecasting model
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Südkorea
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World
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1990-2010
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Aktienfonds
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China
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8
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Degiannakis, Stavros
Spagnolo, Nicola
Yoon, Seong-min
Caporale, Guglielmo Maria
5
Ali, Faek Menla
3
Kang, Sang Hoon
3
Choudhry, Taufiq
2
Gil-Alaña, Luis A.
2
Prokopczuk, Marcel
2
Serletis, Apostolos
2
Triantafyllou, Athanasios
2
Vlastakis, Nikolaos
2
Wohar, Mark E.
2
Xu, Libo
2
Abakah, Emmanuel Joel Aikins
1
Alagidede, Imhotep Paul
1
Aloui, Riadh
1
Altamimi, Sohale
1
Arezki, Rabah
1
Assaf, Ata
1
Atenga, Eric Martial Etoundi
1
Avellán, Guillermo
1
Ayala, Astrid
1
Aïssa, Ben
1
Babalos, Vassilios
1
Bai, Ye
1
Baillie, Richard
1
Bakas, Dimitrios
1
Bao, Qin
1
Bartsch, Zachary
1
Beaumont, Paul Michael
1
Ben Haddad, Hedi
1
Beverly, Josh
1
Biscarri, Javier Gómez
1
Blazsek, Szabolcs
1
Bodart, Vincent
1
Bodenstein, Martin
1
Bohl, Martin T.
1
Bonciani, Dario
1
Brzeszczyński, Janusz
1
Buncic, Daniel
1
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China economic review : an international journal
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of international money and finance
The Korean economic review
Energy economics
10
Applied economics
4
International review of financial analysis
4
The energy journal
4
Finance research letters
3
Global finance journal
3
Korea and the world economy
3
Applied financial economics
2
Australian economic papers
2
Dae oe gyeong je yeon gu
2
Economics letters
2
Journal of international financial markets, institutions & money
2
Research in international business and finance
2
Review of international economics
2
The journal of the Korean economy
2
Economic modelling
1
Economics and Business Letters : EBL
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Handbook of frontier markets : evidence from Mittle East North Africa and International Comparative Studies
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of forecasting
1
International money and finance
1
International review of economics & finance : IREF
1
Journal of economic integration
1
Journal of empirical finance
1
Journal of forecasting
1
Modern economy
1
Open economies review
1
Review of quantitative finance and accounting
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
8
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1
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:
2
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
Saved in:
3
Forecasting oil price realized volatility using information channels from other asset classes
Degiannakis, Stavros
;
Filis, George
- In:
Journal of international money and finance
76
(
2017
),
pp. 28-49
Persistent link: https://www.econbiz.de/10011788055
Saved in:
4
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:
5
Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
Journal of international money and finance
54
(
2015
),
pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
Saved in:
6
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
Saved in:
7
Value-at-risk analysis for Asian emerging markets : asymmetry and fat tails in returns innovation
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The Korean economic review
50
(
2009
)
2
,
pp. 387-411
Persistent link: https://www.econbiz.de/10003926834
Saved in:
8
Asymmetry and long memory features in volatility : evidence from Korean stock market
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The Korean economic review
24
(
2008
)
2
,
pp. 383-412
Persistent link: https://www.econbiz.de/10003795500
Saved in:
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