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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of financial intermediation"
~language:"eng"
~language:"hin"
~language:"ita"
~language:"nor"
~language:"und"
~person:"Kang, Sang Hoon"
~person:"Parsons, Christopher A."
~person:"Subrahmanyam, Avanidhar"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Stock market"
~subject:"VAR-Modell"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
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Kapitaleinkommen
Share price
Stock market
VAR-Modell
Volatility
Volatilität
5
Aktienmarkt
4
BRICS countries
3
BRICS-Staaten
3
Estimation
3
Schätzung
3
Spillover effect
3
Spillover-Effekt
3
Welt
3
World
3
ARCH model
2
ARCH-Modell
2
Correlation
2
Hedging
2
Korrelation
2
Oil price
2
Structural break
2
Strukturbruch
2
Time series analysis
2
USA
2
United States
2
VAR model
2
Zeitreihenanalyse
2
Ölpreis
2
Ankündigungseffekt
1
Announcement effect
1
Asymmetric information
1
Asymmetric spillovers
1
Asymmetrische Information
1
BRICS
1
BRICS stock markets
1
Big oil companies
1
Börsenkurs
1
COVID-19
1
Co-movement
1
Commodity derivative
1
Commodity markets
1
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Undetermined
5
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Article
6
Type of publication (narrower categories)
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Article in journal
Aufsatz im Buch
Collection of articles of several authors
Aufsatz in Zeitschrift
6
Language
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English
Hindi
Italian
Norwegian
Undetermined
Author
All
Kang, Sang Hoon
Parsons, Christopher A.
Subrahmanyam, Avanidhar
Gupta, Rangan
16
Wohar, Mark E.
11
Balcilar, Mehmet
9
Hammoudeh, Shawkat
9
Chan, Kam C.
8
Ma, Feng
8
Wu, Chunchi
8
Xuan Vinh Vo
8
Fung, Hung-gay
7
Ryu, Doojin
7
Kutan, Ali Mustafa
6
Lien, Da-hsiang Donald
6
Liu, Dehong
6
Salisu, Afees A.
6
Yin, Libo
6
Balli, Faruk
5
Demirtas, K. Ozgur
5
Gao, Shenghao
5
Han, Liyan
5
Kang, Jangkoo
5
Kim, Won Joong
5
Kong, Dongmin
5
Lung, Peter P.
5
Mensi, Walid
5
Obiyathulla Ismath Bacha
5
Tiwari, Aviral Kumar
5
Abakah, Emmanuel Joel Aikins
4
Arize, Augustine Chuck
4
Atilgan, Yigit
4
Bouri, Elie
4
Brooks, Robert
4
Caporin, Massimiliano
4
Chao, Chi-Chur
4
Cheng, Louis T. W.
4
Fernández, Viviana
4
Fletcher, Jonathan
4
Gil-Alaña, Luis A.
4
Kumar, Dilip
4
Li, Steven
4
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
International review of economics & finance : IREF
Journal of financial intermediation
The North American journal of economics and finance : a journal of financial economics studies
12
Energy economics
10
The review of financial studies
10
Journal of financial and quantitative analysis : JFQA
9
Journal of financial economics
9
The journal of finance : the journal of the American Finance Association
9
Pacific-Basin finance journal
6
Finance research letters
4
Journal of banking & finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Applied economics
3
Financial innovation : FIN
3
Korea and the world economy
3
Stock market liquidity : implications for market microstructure and asset pricing
3
The Korean economic review
3
The journal of business : B
3
Borsa Istanbul Review
2
European financial management : the journal of the European Financial Management Association
2
International journal of emerging markets
2
Journal of empirical finance
2
Research in international business and finance
2
The journal of the Korean economy
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Contemporary accounting research : a journal of the Canadian Academic Accounting Association
1
Cuadernos de economía
1
Dae oe gyeong je yeon gu
1
Economic modelling
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Global finance journal
1
International Journal of Financial Studies : open access journal
1
International review of finance
1
International review of financial analysis
1
Journal of accounting & economics
1
Journal of commodity markets
1
Journal of economics & business
1
Journal of economics and finance : JEF
1
Journal of international financial markets, institutions & money
1
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Source
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ECONIS (ZBW)
6
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1
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6
of
6
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date (newest first)
date (oldest first)
1
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
2
Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? : a portfolio risk analysis
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 96-113
Persistent link: https://www.econbiz.de/10013175750
Saved in:
3
Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
Saved in:
4
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
5
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:
6
Asymmetric information and news disclosure rules
Spiegel, Matthew
;
Subrahmanyam, Avanidhar
- In:
Journal of financial intermediation
9
(
2000
)
4
,
pp. 363-403
Persistent link: https://www.econbiz.de/10001720921
Saved in:
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