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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Finance research letters"
~person:"Andersen, Torben"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Degiannakis, Stavros"
~person:"Ghysels, Eric"
~person:"Gil-Alaña, Luis A."
~person:"Hammoudeh, Shawkat"
~person:"Yoon, Seong-min"
~subject:"Aktienmarkt"
~subject:"Capital income"
~subject:"Estimation theory"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Aktienmarkt
Capital income
Estimation theory
Oil price
Prognoseverfahren
Risk
Stock market
Time series analysis
Ölpreis
Volatility
8
Volatilität
8
Zeitreihenanalyse
5
Estimation
3
Kapitaleinkommen
3
Long memory
3
Schätzung
3
Theorie
3
Theory
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ARCH model
2
ARCH-Modell
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Bitcoin
2
Efficient market hypothesis
2
Effizienzmarkthypothese
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Financial crisis
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Finanzkrise
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Fractional integration
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Persistence
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Spillover effect
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Spillover-Effekt
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Virtual currency
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Virtuelle Währung
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Arabische Golf-Staaten
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Asymmetric MF-DFA method
1
Asymmetric connectedness
1
Börsenkurs
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Causality analysis
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Commodity derivative
1
Cryptocurrency markets
1
Cryptocurrency volatility
1
Dynamic spillovers
1
Electronic trading
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Elektronisches Handelssystem
1
Ethereum
1
Financial market
1
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Andersen, Torben
Bahmani-Oskooee, Mohsen
Degiannakis, Stavros
Ghysels, Eric
Gil-Alaña, Luis A.
Hammoudeh, Shawkat
Yoon, Seong-min
Gupta, Rangan
7
Roubaud, David
7
Tiwari, Aviral Kumar
7
Bouri, Elie
6
Wei, Yu
6
Ma, Feng
5
Molnár, Peter
5
Wu, Xinyu
5
Corbet, Shaen
4
Das, Debojyoti
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Gozgor, Giray
4
Ji, Qiang
4
Lau, Chi Keung
4
Liang, Chao
4
Lu, Xinjie
4
Luo, Xingguo
4
Shahzad, Syed Jawad Hussain
4
Sun, Xiaolei
4
Abakah, Emmanuel Joel Aikins
3
Al-Yahyaee, Khamis Hamed
3
Arouri, Mohamed
3
Caporale, Guglielmo Maria
3
Gillas, Konstantinos Gkillas
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Li, Yan
3
Lucey, Brian M.
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Lyócsa, Štefan
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Mensi, Walid
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Nonejad, Nima
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Posch, Peter N.
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Sensoy, Ahmet
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Shen, Dehua
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Wang, Gang-Jin
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Wang, Jiqian
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Wei, Guiwu
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Wen, Fenghua
3
Xie, Haibin
3
Yarovaya, Larisa
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Zaremba, Adam
3
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Finance research letters
Energy economics
25
Journal of econometrics
13
Working paper / National Bureau of Economic Research, Inc.
12
Economics and finance working paper series
8
International review of financial analysis
8
The North American journal of economics and finance : a journal of financial economics studies
8
CESifo working papers
7
International review of economics & finance : IREF
7
Applied economics
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
Journal of international financial markets, institutions & money
6
The energy journal
5
CFS working paper series
4
Bank of Greece Working Paper
3
Economic modelling
3
Financial Institutions Center
3
Global finance journal
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of finance & economics : IJFE
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Korea and the world economy
3
Research in international business and finance
3
The Korean economic review
3
Working Paper / Bank of Greece
3
Working papers / Financial Institutions Center
3
Applied financial economics
2
Econometric Institute research papers
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Energy policy
2
International economic review
2
Journal of applied econometrics
2
Journal of economics and finance
2
Journal of empirical finance
2
Journal of financial economics
2
Journal of financial markets
2
Journal of international money and finance
2
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ECONIS (ZBW)
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1
Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets : a pre- and post-financial crisis analysis
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
3
,
pp. 1027-1103
Persistent link: https://www.econbiz.de/10014330173
Saved in:
2
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
3
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
4
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
5
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets : an asymmetric multifractal detrended fluctuation analysis
Mensi, Walid
;
Lee, Yun Jung
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Finance research letters
31
(
2019
),
pp. 19-25
Persistent link: https://www.econbiz.de/10012420970
Saved in:
6
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
7
Efficiency, multifractality, and the long-memory property of the Bitcoin market : a comparative analysis with stock, currency, and gold markets
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Yoon, Seong-min
- In:
Finance research letters
27
(
2018
),
pp. 228-234
Persistent link: https://www.econbiz.de/10012006868
Saved in:
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