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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH-Modell"
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International journal of finance & economics : IJFE
The North American journal of economics and finance : a journal of financial economics studies
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1
Asymmetric effect of macroeconomic variables on the emerging stock
indices
: a quantile ARDL approach
Hashmi, Shabir
;
Chang, Bisharat Hussain
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 1006-1024
Persistent link: https://www.econbiz.de/10014253339
Saved in:
2
Volatility dynamics of the Tunisian stock market before and during the COVID-19 outbreak : evidence from the GARCH family models
Fakhfekh, Mohamed
;
Jeribi, Ahmed
;
Ben Salem, Marwa
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1653-1666
Persistent link: https://www.econbiz.de/10014253433
Saved in:
3
Did equity returns and volatilities change after the 2016 Trump election victory?
Yavas, Burhan F.
;
Dedi, Lidija
;
Škrinjarić, Tihana
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1291-1308
Persistent link: https://www.econbiz.de/10012815045
Saved in:
4
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:
5
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
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