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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Global finance journal"
~person:"Alagidede, Imhotep Paul"
~person:"Clavijo-Cortes, Pedro"
~person:"Degiannakis, Stavros"
~person:"Donadelli, Michael"
~person:"Kuttu, Saint"
~person:"Ramchander, Sanjay"
~person:"Spagnolo, Nicola"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
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Volatility
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Alagidede, Imhotep Paul
Clavijo-Cortes, Pedro
Degiannakis, Stavros
Donadelli, Michael
Kuttu, Saint
Ramchander, Sanjay
Spagnolo, Nicola
Yin, Libo
Yoon, Seong-min
Salisu, Afees A.
3
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Global finance journal
Energy economics
18
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Economics and finance working paper series
16
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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ECONIS (ZBW)
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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
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:
4
Is unemployment hysteretic or structural? : a Bayesian model selection approach
Clavijo-Cortes, Pedro
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2837-2866
Persistent link: https://www.econbiz.de/10014388985
Saved in:
5
The information content of ETF options
Lockwood, Jimmy
;
Lockwood, Larry Joseph
;
Miao, Hong
; …
- In:
Global finance journal
53
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013412674
Saved in:
6
Multiple days ahead realized volatility forecasting : single, combined and average forecasts
Degiannakis, Stavros
- In:
Global finance journal
36
(
2018
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012125013
Saved in:
7
Time-varying conditional discrete jumps in emerging African equity markets
Kuttu, Saint
- In:
Global finance journal
32
(
2017
),
pp. 35-54
Persistent link: https://www.econbiz.de/10011802820
Saved in:
8
Intra-day realized volatility for European and USA Stock indices
Degiannakis, Stavros
;
Floros, Christos
- In:
Global finance journal
29
(
2016
),
pp. 24-41
Persistent link: https://www.econbiz.de/10011714562
Saved in:
9
US stock market regimes and oil price shocks
Angelidis, Timotheos
;
Degiannakis, Stavros
;
Filis, George
- In:
Global finance journal
28
(
2015
),
pp. 132-146
Persistent link: https://www.econbiz.de/10011478135
Saved in:
10
Return and volatility dynamics among four African equity markets : a multivariate VAR-EGARCH analysis
Kuttu, Saint
- In:
Global finance journal
25
(
2014
)
1
,
pp. 56-69
Persistent link: https://www.econbiz.de/10010400989
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