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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International review of financial analysis"
~language:"eng"
~language:"fin"
~language:"ind"
~language:"nld"
~language:"ukr"
~person:"Azhar Mohamad"
~person:"Li, Xiafei"
~subject:"Developing countries"
~subject:"KMU"
~subject:"Monetary policy"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliography included"
~type_genre:"Sammelwerk"
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Developing countries
KMU
Monetary policy
Volatilität
Volatility
7
Forecasting model
5
Prognoseverfahren
5
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Börsenkurs
2
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2
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2
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2
Oil price
2
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2
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2
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2
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2
volatility forecasting
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Adaptive Lasso
1
Bitcoin
1
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1
Capital income
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China's stock market
1
Cointegration
1
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1
Cross-sectional variation in stock returns
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Crude oil market volatility
1
Decentralization
1
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1
Derivative
1
Dezentralisierung
1
Diversification
1
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1
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1
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Azhar Mohamad
Li, Xiafei
Ma, Feng
16
Bouri, Elie
11
Liang, Chao
8
Lau, Chi Keung
7
Wei, Yu
7
Guesmi, Khaled
6
Gupta, Rangan
6
Lin, Boqiang
6
Werner, Richard A.
6
Xuan Vinh Vo
6
Yarovaya, Larisa
6
Brooks, Robert
5
Floros, Christos
5
Ji, Qiang
5
Kanas, Angelos
5
Li, Yan
5
Roubaud, David
5
Uddin, Mohammed Gazi Salah
5
Antonakakis, Nikolaos
4
Batten, Jonathan A.
4
Brzeszczyński, Janusz
4
Caporale, Guglielmo Maria
4
Choudhry, Taufiq
4
Corbet, Shaen
4
Degiannakis, Stavros
4
Gannon, Gerard L.
4
Gil-Alaña, Luis A.
4
Haan, Jakob de
4
Hammoudeh, Shawkat
4
Han, Liyan
4
Huang, Dengshi
4
Kim, Suk-Joong
4
Kouretas, Georgios P.
4
Li, Youwei
4
Sensoy, Ahmet
4
Sun, Qingru
4
Vigne, Samuel A.
4
Xiong, Xiong
4
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4
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International journal of finance & economics : IJFE
International review of financial analysis
Energy economics
4
Finance research letters
2
Research in international business and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Applied economics
1
Applied economics letters
1
International journal of law and management : IJLMA
1
International review of economics & finance : IREF
1
Journal of business finance & accounting : JBFA
1
Review of finance : journal of the European Finance Association
1
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ECONIS (ZBW)
8
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1
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8
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date (oldest first)
1
Forecasting China's stock market volatility with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?
Liang, Chao
;
Xu, Yongan
;
Chen, Zhonglu
;
Li, Xiafei
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3689-3699
Persistent link: https://www.econbiz.de/10014429165
Saved in:
2
Does crude oil futures price really help to predict spot oil price? : new evidence from density forecasting
Bai, Lan
;
Li, Xiafei
;
Wei, Yu
;
Wei, Guiwu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3694-3712
Persistent link: https://www.econbiz.de/10013330741
Saved in:
3
Fiscal decentralization and convergence in government spending in Malaysia
Yusniliyana Yusof
;
Kalirajan, Kaliappa
;
Azhar Mohamad
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 2669-2681
Persistent link: https://www.econbiz.de/10013329817
Saved in:
4
Predictive power of implied volatility of structured call warrants : evidence from Singapore
Najmi Ismail Murad Samsudin
;
Azhar Mohamad
;
Imtiaz …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4412-4430
Persistent link: https://www.econbiz.de/10013461338
Saved in:
5
Which predictor is more predictive for Bitcoin volatility? : and why?
Liang, Chao
;
Zhang, Yaojie
;
Li, Xiafei
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
Saved in:
6
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 : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
7
Order imbalance and selling aggression under a shorting ban : evidence from the UK
Sifat, Imtiaz Mohammad
;
Azhar Mohamad
- In:
International review of financial analysis
42
(
2015
),
pp. 368-379
Persistent link: https://www.econbiz.de/10011573532
Saved in:
8
Idiosyncratic volatility and the pricing of poorly-diversified portfolios
Miffre, Joëlle
;
Brooks, Chris
;
Li, Xiafei
- In:
International review of financial analysis
30
(
2013
),
pp. 78-85
Persistent link: https://www.econbiz.de/10010459997
Saved in:
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