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~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
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Search: subject_exact:"Volatility"
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Volatility
43
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43
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Mensi, Walid
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
Energy economics
642
Finance research letters
590
International review of financial analysis
419
Applied economics
381
Journal of banking & finance
375
International review of economics & finance : IREF
367
The journal of futures markets
361
Economic modelling
341
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
319
Research in international business and finance
268
Applied financial economics
266
Journal of empirical finance
264
Applied economics letters
262
Economics letters
246
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
239
Journal of international money and finance
230
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
International Journal of Energy Economics and Policy : IJEEP
171
The European journal of finance
156
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
International journal of forecasting
145
Journal of forecasting
130
The review of financial studies
126
Computational economics
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Applied mathematical finance
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The journal of finance : the journal of the American Finance Association
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
109
Global finance journal
107
International journal of economics and financial issues : IJEFI
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Journal of financial and quantitative analysis : JFQA
103
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1
The information content of sentiment indices in forecasting Value at Risk and Expected Shortfall : a Complete Realized Exponential GARCH-X approach
Naimoli, Antonio
- In:
International economics : a journal published by CEPII …
176
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014468603
Saved in:
2
Frequency interdependence and portfolio management between gold, oil and sustainability stock markets
Nekhili, Ramzi
;
Ziadat, Salem Adel
;
Mensi, Walid
- In:
International economics : a journal published by CEPII …
176
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014468604
Saved in:
3
ECB unconventional monetary policy and volatile bank flows : spillover effects on emerging market economies
Ouerk, Salima
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 175-211
Persistent link: https://www.econbiz.de/10014373750
Saved in:
4
How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Mensi, Walid
;
Ur Rehman, Mobeen
;
Hammoudeh, Shawkat
; …
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 212-232
Persistent link: https://www.econbiz.de/10014373763
Saved in:
5
Impacts of oil shocks on stock markets in Norway and Japan : does monetary policy's effectiveness matter?
Roudari, Soheil
;
Mensi, Walid
;
Al Kharusi, Sami
; …
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 343-358
Persistent link: https://www.econbiz.de/10014373838
Saved in:
6
Does something change in the oil market with the COVID-19 crisis?
Zhang, Dan
;
Farnoosh, Arash
;
Lantz, Frédéric
- In:
International economics : a journal published by CEPII …
169
(
2022
),
pp. 252-268
Persistent link: https://www.econbiz.de/10013368644
Saved in:
7
Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model
Hammoudeh, Shawkat
;
Mensi, Walid
;
Cho, Jin Seo
- In:
International economics : a journal published by CEPII …
170
(
2022
),
pp. 66-78
Persistent link: https://www.econbiz.de/10013368869
Saved in:
8
Measuring exchange rate risks during periods of uncertainty
Ferrara, Laurent
;
Yapi, Niango Ange Joseph
- In:
International economics : a journal published by CEPII …
170
(
2022
),
pp. 202-212
Persistent link: https://www.econbiz.de/10013368880
Saved in:
9
Green bonds and oil price shocks and uncertainty : a safe haven analysis
Mokni, Khaled
;
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ajmi, …
- In:
International economics : a journal published by CEPII …
172
(
2022
),
pp. 238-254
Persistent link: https://www.econbiz.de/10014339415
Saved in:
10
Dynamic relations between oil and stock markets : volatility spillovers, networks and causality
Gómez González, José Eduardo
;
Hirs-Garzón, Jorge
; …
- In:
International economics : a journal published by CEPII …
165
(
2021
),
pp. 37-50
Persistent link: https://www.econbiz.de/10013254100
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