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~isPartOf:"Discussion papers / Deutsches Institut für Wirtschaftsforschung"
~isPartOf:"Economics / Journal articles : the open-access, open-assessment journal"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Research in international business and finance"
~person:"Beverly, Josh"
~person:"Bierbaumer, Daniel"
~person:"Cho, Dooyeon"
~person:"Hammoudeh, Shawkat"
~person:"McMillan, David G."
~subject:"Equity fund flows"
~subject:"Exchange rate"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~type:"article"
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Equity fund flows
Exchange rate
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Prognoseverfahren
Risk
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Volatility
7
Volatilität
7
ARCH model
3
ARCH-Modell
3
Estimation
3
Schätzung
3
Spillover effect
3
Spillover-Effekt
3
Welt
3
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3
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2
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2
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Beverly, Josh
Bierbaumer, Daniel
Cho, Dooyeon
Hammoudeh, Shawkat
McMillan, David G.
Gupta, Rangan
4
Ji, Qiang
4
Lau, Chi Keung
4
Vortelinos, Dimitrios I.
4
Corbet, Shaen
3
Guesmi, Khaled
3
Owusu Junior, Peterson
3
Tiwari, Aviral Kumar
3
Umar, Zaghum
3
Zhang, Yaojie
3
Aboura, Sofiane
2
Ahmed, Walid M. A.
2
Aloui, Chaker
2
Assaf, Ata
2
Bouri, Elie
2
Caporale, Guglielmo Maria
2
Chevallier, Julien
2
Chkili, Walid
2
Degiannakis, Stavros
2
Essaddam, Naceur
2
Gozgor, Giray
2
Kang, Sang Hoon
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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2
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2
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2
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2
Su, Zhi
2
Tweneboah, George
2
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2
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2
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2
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
Economics / Journal articles : the open-access, open-assessment journal
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Research in international business and finance
Energy economics
15
Journal of international financial markets, institutions & money
9
The North American journal of economics and finance : a journal of financial economics studies
6
International review of economics & finance : IREF
5
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4
International review of financial analysis
4
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3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
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3
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2
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The interrelationship between financial and energy markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
7
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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
Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets
Korkusuz, Burak
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1517-1537
Persistent link: https://www.econbiz.de/10014253685
Saved in:
3
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
4
Approximating long-memory processes with low-order autoregressions : implications for modeling realized volatility
Baillie, Richard
;
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2911-2937
Persistent link: https://www.econbiz.de/10014329017
Saved in:
5
Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets : a pre- and post-financial crisis analysis
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
3
,
pp. 1027-1103
Persistent link: https://www.econbiz.de/10014330173
Saved in:
6
On asymmetric volatility effects in currency markets
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
5
,
pp. 2149-2177
Persistent link: https://www.econbiz.de/10013197273
Saved in:
7
The behaviour of asset return and volatility spillovers in Turkey : a tale of two crises
Bajo Rubio, Oscar
;
Berke, Burcu
;
McMillan, David G.
- In:
Research in international business and finance
41
(
2017
),
pp. 577-589
Persistent link: https://www.econbiz.de/10011914596
Saved in:
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