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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~language:"lit"
~language:"und"
~person:"Gupta, Rangan"
~person:"Mensi, Walid"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
Großbritannien
Volatility
Volatilität
Zeitreihenanalyse
Estimation
25
Schätzung
25
Aktienmarkt
22
Stock market
22
Capital income
21
Kapitaleinkommen
21
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21
United States
21
Börsenkurs
18
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Spillover effect
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Gupta, Rangan
Mensi, Walid
Kang, Sang Hoon
14
Hammoudeh, Shawkat
13
Wohar, Mark E.
11
Xuan Vinh Vo
11
Balcilar, Mehmet
10
McAleer, Michael
10
Ma, Feng
9
Pierdzioch, Christian
9
Tiwari, Aviral Kumar
9
Gil-Alaña, Luis A.
8
Zhu, Huiming
8
Arize, Augustine Chuck
7
Lien, Da-hsiang Donald
7
Yin, Libo
7
Al-Yahyaee, Khamis Hamed
6
Caporin, Massimiliano
6
Chang, Chia-Lin
6
Harvey, David I.
6
Ho, Kin-Yip
6
Leybourne, Stephen James
6
Machin, Stephen
6
Stewart, Mark B.
6
Zhang, Zhaoyong
6
Bianconi, Marcelo
5
Bouri, Elie
5
Chang, Kuang-Liang
5
Chang, Tsangyao
5
Choi, Hyung Sun
5
Dai, Zhifeng
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Han, Liyan
5
Malik, Farooq
5
Mendonça, Helder Ferreira de
5
Qiao, Gaoxiu
5
Shi, Yanlin
5
Taylor, Robert
5
Uddin, Mohammed Gazi Salah
5
Ur Rehman, Mobeen
5
Wen, Fenghua
5
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International review of economics & finance : IREF
Oxford bulletin of economics and statistics
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
23
Finance research letters
18
Applied economics
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
9
Journal of forecasting
8
Research in international business and finance
8
Applied economics letters
7
Economic modelling
7
Economics letters
6
Financial innovation : FIN
6
International journal of finance & economics : IJFE
5
International review of financial analysis
5
Journal of multinational financial management
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
Computational economics
4
Economia internazionale
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
The European journal of finance
4
The journal of real estate finance and economics
4
Annals of financial economics
3
Borsa Istanbul Review
3
Defence and peace economics
3
Emerging markets review
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of forecasting
3
Journal of economic studies
3
Journal of economics and finance
3
Journal of international financial markets, institutions & money
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Journal of risk and financial management : JRFM
3
The journal of developing areas
3
Applied financial economics
2
Economics and Business Letters : EBL
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Global finance journal
2
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ECONIS (ZBW)
37
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1
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
2
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
Saved in:
3
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
4
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
5
Geopolitical risks and historical exchange rate volatility of the BRICS
Salisu, Afees A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 179-190
Persistent link: https://www.econbiz.de/10013330761
Saved in:
6
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
7
Asymmetric volatility connectedness among US stock sectors
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Suleman, Tahir
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012822000
Saved in:
8
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Mensi, Walid
;
Lee, Yun-Jung
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012822250
Saved in:
9
Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? : a portfolio risk analysis
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 96-113
Persistent link: https://www.econbiz.de/10013175750
Saved in:
10
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
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