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~isPartOf:"Economic modelling"
~isPartOf:"International review of applied economics"
~isPartOf:"Korea and the world economy"
~person:"Andersen, Torben"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Farka, Mira"
~person:"Hammoudeh, Shawkat"
~person:"Valadkhani, Abbas"
~person:"Yoon, Seong-min"
~subject:"Aktienmarkt"
~subject:"GARCH"
~subject:"International economy"
~subject:"Oil price"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"industry data"
~subject:"Ölpreis"
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Aktienmarkt
GARCH
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Oil price
Risk
Stock market
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Volatilität
industry data
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Volatility
10
ARCH model
5
ARCH-Modell
5
USA
5
United States
5
Börsenkurs
4
Exchange rate
4
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4
Spillover effect
4
Spillover-Effekt
4
Wechselkurs
4
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3
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3
exchange rate volatility
3
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2
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2
Internationale Wirtschaft
2
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2
Schätzung
2
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World
2
Ankündigungseffekt
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Announcement effect
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Arabische Golf-Staaten
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Asymmetry effects
1
Commodity trade
1
Correlation
1
Dual listing
1
Economic growth
1
Exchange rate volatility
1
Export
1
FOMC statements
1
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1
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1
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Andersen, Torben
Bahmani-Oskooee, Mohsen
Farka, Mira
Hammoudeh, Shawkat
Valadkhani, Abbas
Yoon, Seong-min
Ma, Feng
6
Todorova, Neda
5
Chevallier, Julien
4
Kumar, Dilip
4
Li, Bin
4
Zhang, Yaojie
4
Balcilar, Mehmet
3
Cross, Jamie
3
Gupta, Rangan
3
Huang, Zhuo
3
Kang, Sang Hoon
3
Li, Yong
3
Liu, Jing
3
Liu, Li
3
Maheswaran, S.
3
Pal, Debdatta
3
Su, Jen-je
3
Wang, Tianyi
3
Zhang, Wei
3
Abid, Ilyes
2
Ahmed, Abdullahi Dahir
2
Baruník, Jozef
2
Beckmann, Joscha
2
Brooks, Chris
2
Bucci, Andrea
2
Czudaj, Robert
2
Degiannakis, Stavros
2
Faff, Robert W.
2
Fang, Libing
2
Feng, Yun
2
Gatfaoui, Hayette
2
Girardin, Eric
2
Guesmi, Khaled
2
Han, Liyan
2
Hegerty, Scott W.
2
Hou, Chenghan
2
Huang, Ho-chuan
2
Huo, Rui
2
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Economic modelling
International review of applied economics
Korea and the world economy
Energy economics
24
Working paper / National Bureau of Economic Research, Inc.
15
Applied economics
14
Journal of econometrics
12
The North American journal of economics and finance : a journal of financial economics studies
11
Empirica : journal of european economics
7
CREATES research paper
6
The journal of finance : the journal of the American Finance Association
6
Australian economic papers
5
CFS working paper series
5
Economic systems
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International review of economics & finance : IREF
5
Journal of international financial markets, institutions & money
5
Working papers / Financial Institutions Center
5
Economics working paper series ...
4
International review of financial analysis
4
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4
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3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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Economic issues
3
Finance research letters
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Pacific-Basin finance journal
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The Korean economic review
3
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Dae oe gyeong je yeon gu
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Economic change & restructuring
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Economic papers : a journal of applied economics and policy
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Global COE Hi-Stat discussion paper series
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ECONIS (ZBW)
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1
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:
2
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
Saved in:
3
Intraday price and volatility spillovers between Japanese and Korean stock markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
15
(
2014
)
2
,
pp. 185-207
Persistent link: https://www.econbiz.de/10010414245
Saved in:
4
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:
5
Impact of exchange rate volatility on commodity trade between US and Hong Kong
Bahmani-Oskooee, Mohsen
;
Xu, Jia
- In:
International review of applied economics
27
(
2013
)
1
,
pp. 81-109
Persistent link: https://www.econbiz.de/10009720396
Saved in:
6
Revisited return and volatility spillover effect in Korea
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
14
(
2013
)
1
,
pp. 121-145
Persistent link: https://www.econbiz.de/10010227761
Saved in:
7
The impact of exchange rate volatility on commodity trade between the US and Thailand
Bahmani-Oskooee, Mohsen
;
Satawatananon, Kaveepot
- In:
International review of applied economics
26
(
2012
)
4
,
pp. 515-532
Persistent link: https://www.econbiz.de/10009612147
Saved in:
8
The effect of FOMC statements on asset prices
Farka, Mira
;
Fleissig, Adrian R.
- In:
International review of applied economics
26
(
2012
)
3
,
pp. 387-416
Persistent link: https://www.econbiz.de/10009612171
Saved in:
9
Price and volatility transmission between ADRs and their underlying stocks : evidence from the Korean case
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
12
(
2011
)
1
,
pp. 99-116
Persistent link: https://www.econbiz.de/10009754257
Saved in:
10
Exchange rate volatility and US commodity trade with the rest of the world
Bahmani-Oskooee, Mohsen
;
Ardalani, Zohre
;
Bolhasani, Marzieh
- In:
International review of applied economics
24
(
2010
)
5
,
pp. 511-532
Persistent link: https://www.econbiz.de/10008822753
Saved in:
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