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~isPartOf:"Finance research letters"
~isPartOf:"Global finance journal"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of the Korean economy"
~person:"Ben Omrane, Walid"
~person:"Degiannakis, Stavros"
~person:"Dogo, Mela"
~person:"Lyócsa, Štefan"
~person:"Wei, Yu"
~person:"Yoon, Seong-min"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Finance research letters
Global finance journal
International review of economics & finance : IREF
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6
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22
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1
International stock market risk contagion during the COVID-19 pandemic
Liu, Yuntong
;
Wei, Yu
;
Wang, Qian
;
Liu, Yi
- In:
Finance research letters
45
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014576472
Saved in:
2
Can infectious disease pandemic impact the long-term volatility and correlation of gold and crude oil markets?
Wei, Yu
;
Wang, Zhuo
;
Li, Dongxin
;
Chen, Xiaodan
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013459840
Saved in:
3
Infectious disease pandemic and permanent volatility of international stock markets : A long-term perspective
Bai, Lan
;
Wei, Yu
;
Wei, Guiwu
;
Li, Xiafei
;
Zhang, Songyun
- In:
Finance research letters
40
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012819378
Saved in:
4
FX market volatility modelling : can we use low-frequency data?
Lyócsa, Štefan
;
Plíhal, Tomáš
;
Výrost, Tomáš
- In:
Finance research letters
40
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820071
Saved in:
5
Modeling realized volatility of the EUR/USD exchange rate : does implied volatility really matter?
Plíhal, Tomáš
;
Lyócsa, Štefan
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 811-829
Persistent link: https://www.econbiz.de/10012630769
Saved in:
6
Forecasting oil price volatility using spillover effects from uncertainty indices
Chatziantoniou, Ioannis
;
Degiannakis, Stavros
;
Filis, George
- In:
Finance research letters
42
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014580430
Saved in:
7
Stock market oscillations during the corona crash : the role of fear and uncertainty
Lyócsa, Štefan
;
Molnár, Peter
- In:
Finance research letters
36
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012484193
Saved in:
8
OPEC production decisions, macroeconomic news, and volatility in the Canadian currency and oil markets
Ayadi, Mohamed
;
Ben Omrane, Walid
;
Lazrak, Skander
; …
- In:
Finance research letters
37
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012484918
Saved in:
9
US macroeconomic news effects around the US and European financial crises : evidence from Brazilian and Mexican equity indices
Hussain, Syed Mujahid
;
Ben Omrane, Walid
;
Al-Yahyaee, …
- In:
Global finance journal
46
(
2020
)
Persistent link: https://www.econbiz.de/10012503405
Saved in:
10
Forecasting oil price volatility using high-frequency data : new evidence
Chen, Wang
;
Ma, Feng
;
Wei, Yu
;
Liu, Jing
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012390514
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