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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"International review of financial analysis"
~person:"Degiannakis, Stavros"
~person:"Donadelli, Michael"
~person:"Spagnolo, Nicola"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~source:"econis"
~subject:"Equity fund flows"
~subject:"Foreign exchange market"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Equity fund flows
Foreign exchange market
Oil price
Prognoseverfahren
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Volatility
12
Volatilität
12
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6
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Börsenkurs
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VAR-GARCH-in-mean model
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2
Volatility forecasting
2
Wechselkurs
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Degiannakis, Stavros
Donadelli, Michael
Spagnolo, Nicola
Yin, Libo
Yoon, Seong-min
Ma, Feng
10
Li, Yan
5
Sun, Qingru
4
Uddin, Mohammed Gazi Salah
4
An, Haizhong
3
Ciner, Cetin
3
Fernández, Viviana
3
Filis, George
3
Floros, Christos
3
Gao, Xiangyun
3
Guesmi, Khaled
3
Hammoudeh, Shawkat
3
Han, Liyan
3
Huang, Dengshi
3
Kim, Suk-Joong
3
Lau, Chi Keung
3
Liang, Chao
3
Lin, Boqiang
3
Lu, Xinjie
3
McMillan, David G.
3
Nonejad, Nima
3
Wang, Shixuan
3
Wang, Ze
3
Wei, Yu
3
Xiong, Xiong
3
Xuan Vinh Vo
3
Zhu, Huiming
3
Aloui, Chaker
2
Angelidis, Timotheos
2
Antonakakis, Nikolaos
2
Assaf, Ata
2
Batten, Jonathan A.
2
Bekiros, Stelios
2
Bouri, Elie
2
Caporale, Guglielmo Maria
2
Charteris, Ailie
2
Cho, Dooyeon
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Empirical economics : a quarterly journal of the Institute for Advanced Studies
International review of financial analysis
Energy economics
15
Economics and finance working paper series
9
CESifo working papers
7
Applied economics
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
International review of economics & finance : IREF
4
Research in international business and finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
The energy journal
4
Bank of Greece Working Paper
3
CESifo Working Paper Series
3
Economics letters
3
Global finance journal
3
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3
The Korean economic review
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3
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2
DIW Berlin Discussion Paper
2
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2
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2
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2
Journal of international money and finance
2
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2
Review of international economics
2
The journal of the Korean economy
2
Applied economics letters
1
Australian economic papers
1
CESifo Working Paper
1
China economic review : an international journal
1
Dae oe gyeong je yeon gu
1
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ECB Working Paper
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1
Global risks, the macroeconomy, and asset prices
Costola, Michele
;
Donadelli, Michael
;
Gerotto, Luca
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2357-2388
Persistent link: https://www.econbiz.de/10013440484
Saved in:
2
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:
3
Do dividends signal safety? : evidence from China
Nie, Jing
;
Yin, Libo
- In:
International review of financial analysis
82
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013426163
Saved in:
4
Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor
Mensi, Walid
;
Hernandez, Jose Arroeola
;
Yoon, Seong-min
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803817
Saved in:
5
Economic fundamentals or investor perceptions? : the role of uncertainty in predicting long-term cryptocurrency volatility
Fang, Tong
;
Su, Zhi
;
Yin, Libo
- In:
International review of financial analysis
71
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012439776
Saved in:
6
Modeling time-varying correlations in volatility between BRICS and commodity markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
7/9
,
pp. 1698-1723
Persistent link: https://www.econbiz.de/10011594437
Saved in:
7
News implied volatility and long-term foreign exchange market volatility
Liu, Yang
;
Han, Liyan
;
Yin, Libo
- In:
International review of financial analysis
61
(
2019
),
pp. 126-142
Persistent link: https://www.econbiz.de/10012206948
Saved in:
8
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
9
Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam
;
Degiannakis, Stavros
;
Filis, George
- In:
International review of financial analysis
48
(
2016
),
pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
Saved in:
10
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
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