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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Oxford bulletin of economics and statistics"
~language:"eng"
~language:"lit"
~language:"und"
~person:"Brooks, Robert"
~person:"Kang, Sang Hoon"
~person:"Machin, Stephen"
~subject:"Australia"
~subject:"Devisenmarkt"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Australia
Devisenmarkt
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Großbritannien
Volatility
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6
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6
Spillover effect
6
Spillover-Effekt
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Brooks, Robert
Kang, Sang Hoon
Machin, Stephen
Gupta, Rangan
7
Ma, Feng
7
Stewart, Mark B.
6
Tiwari, Aviral Kumar
6
Abakah, Emmanuel Joel Aikins
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Booth, Alison L.
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Mensi, Walid
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Xuan Vinh Vo
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4
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4
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Gil-Alaña, Luis A.
4
Girma, Sourafel
4
Greenaway, David
4
Han, Liyan
4
Haskel, Jonathan
4
Malik, Farooq
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4
Sloane, Peter J.
4
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Wohar, Mark E.
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Wu, Chunchi
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Balli, Faruk
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3
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3
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3
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International review of economics & finance : IREF
Oxford bulletin of economics and statistics
The economic journal : the journal of the Royal Economic Society
12
Energy economics
11
Applied financial economics
9
The North American journal of economics and finance : a journal of financial economics studies
9
International review of financial analysis
7
Applied economics
6
Economic papers : a journal of applied economics and policy
6
Fiscal studies : the journal of the Institute for Fiscal Studies
6
Journal of international financial markets, institutions & money
6
Australian economic papers
5
Australian journal of management
4
Labour economics : official journal of the European Association of Labour Economists
4
National Institute economic review
4
Oxford review of economic policy
4
Economica
3
Economics letters
3
Financial innovation : FIN
3
ILR review : the journal of work and policy
3
Journal of labor economics
3
Journal of the European Economic Association
3
Journal of urban economics
3
Korea and the world economy
3
Pacific-Basin finance journal
3
Research in international business and finance
3
Review of quantitative finance and accounting
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
The Korean economic review
3
The journal of the Korean economy
3
Advances in investment analysis and portfolio management : a research annual
2
American economic journal : a journal of the American Economic Association
2
Applied financial economics letters
2
Borsa Istanbul Review
2
European economic review : EER
2
Finance research letters
2
Global finance journal
2
Journal of accounting & management information systems : JAMIS
2
Journal of multinational financial management
2
Journal of population economics
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ECONIS (ZBW)
14
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14
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1
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Bhattacherjee, Purba
;
Mishra, Sibanjan
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1176-1197
Persistent link: https://www.econbiz.de/10014535697
Saved in:
2
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:
3
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:
4
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
5
Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
Saved in:
6
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
7
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
8
Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression
Nath, Harmindar B.
;
Brooks, Robert
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 94-111
Persistent link: https://www.econbiz.de/10011572339
Saved in:
9
Using compulsory mobility to identify school quality and peer effects
Kramarz, Francis
;
Machin, Stephen
;
Ouazad, Amine
- In:
Oxford bulletin of economics and statistics
77
(
2015
)
4
,
pp. 566-587
Persistent link: https://www.econbiz.de/10011383868
Saved in:
10
Spatial crime patterns and the introduction of the UK minimum wage
Hansen, Kirstine
;
Machin, Stephen
- In:
Oxford bulletin of economics and statistics
64
(
2002
)
Suppl.
,
pp. 677-697
Persistent link: https://www.econbiz.de/10001778759
Saved in:
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