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~isPartOf:"Economic modelling"
~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~language:"mkd"
~language:"nor"
~person:"Caporin, Massimiliano"
~person:"Gao, Shenghao"
~person:"Salisu, Afees A."
~subject:"Capital income"
~subject:"Capital market returns"
~subject:"Conditional heteroscedasticity"
~subject:"Epidemic"
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliography included"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Capital income
Capital market returns
Conditional heteroscedasticity
Epidemic
Germany
Kapitaleinkommen
Wirkungsanalyse
Börsenkurs
11
Share price
11
Estimation
10
Schätzung
10
Volatility
8
Volatilität
8
Asymmetry
6
Oil price
5
Time series analysis
5
Zeitreihenanalyse
5
Ölpreis
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4
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Ankündigungseffekt
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Bibliography included
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Übersichtsarbeit
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Caporin, Massimiliano
Gao, Shenghao
Salisu, Afees A.
Gupta, Rangan
13
Wohar, Mark E.
8
Ma, Feng
7
Wang, Yudong
7
Sousa, Ricardo M.
6
Balcilar, Mehmet
5
Brooks, Robert
5
Lee, Chien-chiang
5
Shen, Dehua
5
Todorova, Neda
5
Wu, Chunchi
5
Zhang, Yaojie
5
Dixon, Peter B.
4
Kumar, Dilip
4
Li, Bin
4
Lien, Da-hsiang Donald
4
Narayan, Paresh Kumar
4
Rimmer, Maureen T.
4
Shi, Yanlin
4
Stähler, Nikolai
4
Uddin, Mohammed Gazi Salah
4
Yin, Libo
4
Zhang, Wei
4
Zhang, Yue-jun
4
Afonso, António
3
Alba, Joseph D.
3
Balli, Faruk
3
Bhattarai, Keshab
3
Bissoondoyal-Bheenick, Emawtee
3
Boeters, Stefan
3
Caporale, Guglielmo Maria
3
Chen, Mei-Ping
3
Chia, Wai-mun
3
Chitiga-Mabugu, Margaret
3
Do, Hung Xuan
3
Fang, Libing
3
Feng, Yuanhua
3
Fletcher, Jonathan
3
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Economic modelling
International review of economics & finance : IREF
Emerging markets, finance and trade : EMFT
4
Finance research letters
4
The North American journal of economics and finance : a journal of financial economics studies
4
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Applied economics letters
2
Journal of forecasting
2
The European journal of finance
2
Annals of financial economics
1
Applied econometrics and international development
1
Applied financial economics letters
1
Econometric reviews
1
Economics and Business Letters : EBL
1
Energy economics
1
Financial innovation : FIN
1
Global finance journal
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of risk and financial management : JRFM
1
Research in international business and finance
1
Review of development finance
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The journal of risk finance : JRF
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ECONIS (ZBW)
10
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1
Stock hyping before auction-style SEOs : are primary market investors misled?
Gao, Shenghao
;
Liu, Jinzhao
;
Zhang, Qi
;
Zhou, Jun
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 123-140
Persistent link: https://www.econbiz.de/10014474253
Saved in:
2
Islamic Stock indices and COVID-19 pandemic
Salisu, Afees A.
;
Shaik, Muneer
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 282-293
Persistent link: https://www.econbiz.de/10013341848
Saved in:
3
The behavior of exchange rate and stock returns in high and low interest rate environments
Salisu, Afees A.
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 138-149
Persistent link: https://www.econbiz.de/10012792945
Saved in:
4
Are SEO investors misled by analyst optimism bias? : evidence from investor bids in SEO auctions
Sun, Qian
;
Cheng, Xiaoke
;
Gao, Shenghao
;
Yang, Mingjing
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 90-104
Persistent link: https://www.econbiz.de/10012486302
Saved in:
5
Revisiting oil-stock nexus during COVID-19 pandemic : some preliminary results
Salisu, Afees A.
;
Ebuh, Godday Uwawunkonye
;
Usman, Nuruddeen
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 280-294
Persistent link: https://www.econbiz.de/10012486883
Saved in:
6
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
7
A sectoral analysis of asymmetric nexus between oil price and stock returns
Salisu, Afees A.
;
Raheem, Ibrahim Dolapo
;
Ndako, Umar Bida
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 241-259
Persistent link: https://www.econbiz.de/10012205416
Saved in:
8
Further application of Narayan and Liu (2015) unit root model for trending time series
Salisu, Afees A.
;
Adeleke, Adegoke Ibrahim
- In:
Economic modelling
55
(
2016
),
pp. 305-314
Persistent link: https://www.econbiz.de/10011642699
Saved in:
9
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
10
Realized range volatility forecasting : dynamic features and predictive variables
Caporin, Massimiliano
;
Velo, Gabriel G.
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 98-112
Persistent link: https://www.econbiz.de/10011573562
Saved in:
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