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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Economic modelling"
~isPartOf:"Economics working paper series ..."
~isPartOf:"International review of applied economics"
~person:"Andersen, Torben"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Degiannakis, Stavros"
~person:"Farka, Mira"
~person:"Hammoudeh, Shawkat"
~person:"Valadkhani, Abbas"
~person:"Yoon, Seong-min"
~subject:"Aktienmarkt"
~subject:"GARCH"
~subject:"Oil price"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"industry data"
~subject:"Ölpreis"
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Andersen, Torben
Bahmani-Oskooee, Mohsen
Degiannakis, Stavros
Farka, Mira
Hammoudeh, Shawkat
Valadkhani, Abbas
Yoon, Seong-min
McAleer, Michael
72
Chang, Chia-Lin
34
Asai, Manabu
10
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7
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6
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5
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Li, Bin
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Zhang, Yaojie
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3
Balcilar, Mehmet
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Cross, Jamie
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Oil price shocks and uncertainty : how stable is their relationship over time?
Degiannakis, Stavros
;
Filis, George
;
Panagiotakopoulou, …
- In:
Economic modelling
72
(
2018
),
pp. 42-53
Persistent link: https://www.econbiz.de/10012100413
Saved in:
2
Risk management and financial derivatives: an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009619552
Saved in:
3
On the asymmetric effects of exchange rate volatility on trade flows : new evidence from US-Malaysia trade at the industry level
Bahmani-Oskooee, Mohsen
;
Aftab, Muhammad
- In:
Economic modelling
63
(
2017
),
pp. 86-103
Persistent link: https://www.econbiz.de/10011813437
Saved in:
4
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009619368
Saved in:
5
An empirical analysis of international stock market volatility transmission
Karunanayake, Indika
;
Valadkhani, Abbas
;
O'Brien, Martin
-
2010
Persistent link: https://www.econbiz.de/10008667632
Saved in:
6
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003989642
Saved in:
7
Modelling Australian stock market volatility : a multivariate GARCH approach
Karunanayake, Indika
;
Valadkhani, Abbas
;
O'Brien, Martin
-
2009
Persistent link: https://www.econbiz.de/10008667249
Saved in:
8
Do retail petrol prices rise more rapidly than they fall in Australia’s capital cities?
Valadkhani, Abbas
-
2009
Persistent link: https://www.econbiz.de/10008667277
Saved in:
9
Extracting portfolio management strategies from volatility transmission models in regime-changing environments : evidence from GCC and global markets
Khalifa, Ahmed A. A.
;
Hammoudeh, Shawkat
;
Otranto, Edoardo
- In:
Economic modelling
41
(
2014
),
pp. 365-374
Persistent link: https://www.econbiz.de/10010440698
Saved in:
10
An empirical analysis of the US stock market and output growth volatility spillover effects on three Anglo-Saxon countries
Valadkhani, Abbas
;
Chen, George
- In:
International review of applied economics
28
(
2014
)
3
,
pp. 322-334
Persistent link: https://www.econbiz.de/10010355442
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