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~isPartOf:"International review of applied economics"
~isPartOf:"International review of financial analysis"
~person:"Andersen, Torben"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Degiannakis, Stavros"
~person:"Farka, Mira"
~person:"Hammoudeh, Shawkat"
~person:"Kiohos, Apostolos"
~person:"Sookia, n."
~person:"Valadkhani, Abbas"
~person:"Yoon, Seong-min"
~subject:"Aktienmarkt"
~subject:"GARCH"
~subject:"Oil price"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"industry data"
~subject:"Ölpreis"
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Aktienmarkt
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Time series analysis
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industry data
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Volatility
15
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8
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8
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1994-2001
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Andersen, Torben
Bahmani-Oskooee, Mohsen
Degiannakis, Stavros
Farka, Mira
Hammoudeh, Shawkat
Kiohos, Apostolos
Sookia, n.
Valadkhani, Abbas
Yoon, Seong-min
Bouri, Elie
10
Ma, Feng
9
Lau, Chi Keung
6
Floros, Christos
5
Guesmi, Khaled
5
Li, Yan
5
Roubaud, David
5
Yarovaya, Larisa
5
Brooks, Robert
4
Brzeszczyński, Janusz
4
Corbet, Shaen
4
Gannon, Gerard L.
4
Ji, Qiang
4
Kim, Suk-Joong
4
Sensoy, Ahmet
4
Sun, Qingru
4
Uddin, Mohammed Gazi Salah
4
Xiong, Xiong
4
Xuan Vinh Vo
4
An, Haizhong
3
Antonakakis, Nikolaos
3
Batten, Jonathan A.
3
Brooks, Chris
3
Charteris, Ailie
3
Chevallier, Julien
3
Choudhry, Taufiq
3
Ciner, Cetin
3
Fabozzi, Frank J.
3
Filis, George
3
Gao, Xiangyun
3
Han, Liyan
3
Huang, Dengshi
3
Liang, Chao
3
Lin, Boqiang
3
Liu, Jia
3
Lu, Xinjie
3
McCauley, Joseph L.
3
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International review of applied economics
International review of financial analysis
Energy economics
26
Working paper / National Bureau of Economic Research, Inc.
15
Applied economics
14
Journal of econometrics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Empirica : journal of european economics
7
CREATES research paper
6
Journal of international financial markets, institutions & money
6
The energy journal
6
The journal of finance : the journal of the American Finance Association
6
CFS working paper series
5
Economic systems
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International review of economics & finance : IREF
5
Research in international business and finance
5
Working papers / Financial Institutions Center
5
Australian economic papers
4
Economic modelling
4
Economics working paper series ...
4
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
3
Economic issues
3
Finance research letters
3
Financial Institutions Center
3
Korea and the world economy
3
Pacific-Basin finance journal
3
The International trade journal
3
The Korean economic review
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Working papers / Federal Reserve Bank of Chicago
3
Applied economics quarterly
2
Applied financial economics
2
Dae oe gyeong je yeon gu
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ECONIS (ZBW)
15
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1
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
2
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
3
An investigation of exchange rate, exchange rate volatility and FDI nexus in a gravity model approach
Warren, Moraghen
;
Seetanah, Boopen
;
Sookia, n.
- In:
International review of applied economics
37
(
2023
)
4
,
pp. 482-502
Persistent link: https://www.econbiz.de/10014382968
Saved in:
4
Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor
Mensi, Walid
;
Hernandez, Jose Arroeola
;
Yoon, Seong-min
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803817
Saved in:
5
The Euro Area : does one currency fit all?
Nikas, Christos
;
Stoupos, Nikolaos
;
Kiohos, Apostolos
- In:
International review of applied economics
33
(
2019
)
5
,
pp. 642-658
Persistent link: https://www.econbiz.de/10012182352
Saved in:
6
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
7
Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam
;
Degiannakis, Stavros
;
Filis, George
- In:
International review of financial analysis
48
(
2016
),
pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
Saved in:
8
An empirical analysis of the US stock market and output growth volatility spillover effects on three Anglo-Saxon countries
Valadkhani, Abbas
;
Chen, George
- In:
International review of applied economics
28
(
2014
)
3
,
pp. 322-334
Persistent link: https://www.econbiz.de/10010355442
Saved in:
9
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
Saved in:
10
Impact of exchange rate volatility on commodity trade between US and Hong Kong
Bahmani-Oskooee, Mohsen
;
Xu, Jia
- In:
International review of applied economics
27
(
2013
)
1
,
pp. 81-109
Persistent link: https://www.econbiz.de/10009720396
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