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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The handbook of mortgage-backed securities"
~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Hammoudeh, Shawkat"
~subject:"Estimation"
~subject:"Haftung"
~subject:"Inflation"
~subject:"Monetary policy"
~subject:"Prognoseverfahren"
~subject:"Risk measure"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"US-Dollar"
~subject:"Welt"
~subject:"Ölpreis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference paper"
~type_genre:"Multi-volume publication"
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Estimation
Haftung
Inflation
Monetary policy
Prognoseverfahren
Risk measure
Theory
Time series analysis
US-Dollar
Welt
Ölpreis
Schätzung
4
Asset-Backed Securities
3
Asset-backed securities
3
Hypothek
3
Mortgage
3
Aktienmarkt
2
Capital income
2
Emerging economies
2
Kapitaleinkommen
2
Schwellenländer
2
Stock market
2
Theorie
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1
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Immobilienfinanzierung
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Immobilienmarkt
1
Impact assessment
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Oil price
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Option pricing theory
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Optionspreistheorie
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Outliers
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Portfolio selection
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Portfolio-Management
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Fabozzi, Frank J.
Hammoudeh, Shawkat
Gupta, Rangan
8
Ma, Feng
7
Cheung, Yin-Wong
6
Liang, Chao
6
Shahbaz, Muhammad
6
Caporale, Guglielmo Maria
5
Gil-Alaña, Luis A.
5
Kouretas, Georgios P.
5
Tiwari, Aviral Kumar
5
Wohar, Mark E.
5
Xuan Vinh Vo
5
Afonso, António
4
Aizenman, Joshua
4
Clarida, Richard H.
4
De Grauwe, Paul
4
Haan, Jakob de
4
Hall, Stephen G.
4
Kanas, Angelos
4
Levin, Jay H.
4
Li, Xiafei
4
Nitzsche, Dirk
4
Wei, Yu
4
Afonso, Oscar
3
Bask, Mikael
3
Bhattacharya, Anand K.
3
Borgy, Vladimir
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Bredin, Donal
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Chang, Tsangyao
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Coakley, Jerry
3
Edison, Hali J.
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Galati, Gabriele
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Gong, Xu
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Goodhart, Charles A. E.
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Green, Christopher J.
3
Hyde, Stuart
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International journal of finance & economics : IJFE
The handbook of mortgage-backed securities
Energy economics
41
Applied economics
18
Valuation, financial modeling, and quantitative tools
16
The handbook of fixed income securities
15
International review of economics & finance : IREF
12
Journal of international financial markets, institutions & money
11
Investment management and financial management
10
The journal of portfolio management : a publication of Institutional Investor
10
International review of financial analysis
9
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of fixed income
8
The journal of portfolio management : JPM
8
Emerging markets review
7
International journal of theoretical and applied finance
7
Journal of banking & finance
7
Financial markets and instruments
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
Computational economics
4
European journal of operational research : EJOR
4
Journal of international money and finance
4
Pacific-Basin finance journal
4
Research in international business and finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of asset management
4
The journal of fixed income : JFI
4
Annals of operations research
3
Economic modelling
3
Economics letters
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Energy policy
3
Review of quantitative finance and accounting
3
The energy journal
3
Applied financial economics
2
Applied financial economics letters
2
Economic systems
2
Finance research letters
2
Journal of risk and financial management : JRFM
2
Quantitative finance
2
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ECONIS (ZBW)
7
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1
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7
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7
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date (oldest first)
1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Are the top six cryptocurrencies efficient? : evidence from time-varying long memory
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Doğan, Buhari
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3730-3740
Persistent link: https://www.econbiz.de/10013330753
Saved in:
3
The oil price-macroeconomic fundamentals nexus for emerging market economies : evidence from a wavelet analysis
Tiwari, Aviral Kumar
;
Raheem, Ibrahim Dolapo
;
Bozoklu, Seref
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1569-1590
Persistent link: https://www.econbiz.de/10012815114
Saved in:
4
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
5
Dollar rolls
Fabozzi, Frank J.
;
Mann, Steven V.
- In:
The handbook of mortgage-backed securities
,
(pp. 931-949)
.
2006
Persistent link: https://www.econbiz.de/10003274063
Saved in:
6
An option-theoretic approach to MBS valuation
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
The handbook of mortgage-backed securities
,
(pp. 799-821)
.
2006
Persistent link: https://www.econbiz.de/10003274038
Saved in:
7
Valuation of mortgage-backed securities
Fabozzi, Frank J.
;
Richard, Scott F.
;
Horowitz, David S.
- In:
The handbook of mortgage-backed securities
,
(pp. 759-781)
.
2006
Persistent link: https://www.econbiz.de/10003274029
Saved in:
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