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~isPartOf:"International Journal of Finance & Economics"
~person:"Aizenman, Joshua"
~person:"Cheung, Yin-Wong"
~person:"Ma, Feng"
~person:"Mudida, Robert"
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Aizenman, Joshua
Cheung, Yin-Wong
Ma, Feng
Mudida, Robert
Shahbaz, Muhammad
14
Kanas, Angelos
11
Gupta, Rangan
10
Caporale, Guglielmo Maria
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Shahzad, Syed Jawad Hussain
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Raheem, Ibrahim D.
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International Journal of Finance & Economics
Working Paper
107
Santa Cruz Department of Economics, Working Paper Series
87
Working papers / UC Santa Cruz Economics Department
66
NBER Working Papers
46
Working papers / Santa Cruz Institute for International Economics
44
International journal of finance & economics : IJFE
26
Review of international economics
24
Energy economics
22
Journal of international economics
22
International review of economics & finance : IREF
20
Journal of development economics
17
Working paper / National Bureau of Economic Research, Inc.
16
Santa Cruz Center for International Economics, Working Paper Series
15
Applied economics
14
Journal of International Economics
14
NBER working paper series
12
Review of International Economics
12
Journal of Development Economics
11
NBER Working Paper
10
Policy Research Working Paper Series
8
ADB Economics Working Paper Series
7
ADB economics working paper series
7
International Review of Economics & Finance
7
Review of development economics
7
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7
Economica
6
Economics letters
6
Review of Development Economics
6
Applied economics letters
5
CESifo working papers
5
Economics Letters
5
Proceedings / Federal Reserve Bank of San Francisco
5
The Canadian journal of economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working Paper Series / Federal Reserve Bank of San Francisco
5
Journal of international money and finance
4
Oxford bulletin of economics and statistics
4
Working Papers / Department of Economics, University of Hawaii-Manoa
4
Applied Economics
3
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1
Do extreme shocks help forecast oil price volatility? The augmented <scp>GARCH‐MIDAS</scp> approach
Wang, Lu
;
Ma, Feng
;
Liu, Guoshan
;
Lang, Qiaoqi
- In:
International Journal of Finance & Economics
(
2021
)
Persistent link: https://www.econbiz.de/10012535442
Saved in:
2
Comparative analysis of economic growth in Nigeria and Kenya : A fractional integration approach
Awe, Olushina O
;
Mudida, Robert
;
Gil‐Alana, Luis A.
- In:
International Journal of Finance & Economics
26
(
2020
)
1
,
pp. 1197-1205
Persistent link: https://www.econbiz.de/10012273172
Saved in:
3
Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin : Evidence based on fractional integration
Yaya, OlaOluwa S.
;
Ogbonna, Ahamuefula E.
;
Mudida, Robert
; …
- In:
International Journal of Finance & Economics
26
(
2020
)
1
,
pp. 1318-1335
Persistent link: https://www.econbiz.de/10012273177
Saved in:
4
Mapping US presidential terms with S&P500 index : Time series analysis approach
Gil‐Alana, Luis A.
;
Mudida, Robert
;
Yaya, OlaOluwa S.
; …
- In:
International Journal of Finance & Economics
26
(
2020
)
2
,
pp. 1938-1954
Persistent link: https://www.econbiz.de/10012273205
Saved in:
5
Good variance, bad variance, and stock return predictability
Zhang, Yaojie
;
Ma, Feng
;
Liang, Chao
;
Zhang, Yi
- In:
International Journal of Finance & Economics
26
(
2020
)
3
,
pp. 4410-4423
Persistent link: https://www.econbiz.de/10012273306
Saved in:
6
Global equity market volatility forecasting : New evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International Journal of Finance & Economics
27
(
2020
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012273386
Saved in:
7
Volatility forecasting revisited using Markov‐switching with time‐varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International Journal of Finance & Economics
27
(
2020
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012273409
Saved in:
8
Which uncertainty is powerful to forecast crude oil market volatility? New evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International Journal of Finance & Economics
27
(
2020
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10012407180
Saved in:
9
Forecasting the oil price realized volatility : A multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International Journal of Finance & Economics
27
(
2020
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10012407207
Saved in:
10
Which predictor is more predictive for Bitcoin volatility? And why?
Liang, Chao
;
Zhang, Yaojie
;
Li, Xiafei
;
Ma, Feng
- In:
International Journal of Finance & Economics
27
(
2020
)
2
,
pp. 1947-1961
Persistent link: https://www.econbiz.de/10013203330
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