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~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~language:"nor"
~person:"Gil-Alaña, Luis A."
~person:"Goodell, John W."
~person:"Kang, Sang Hoon"
~person:"Roubaud, David"
~person:"Ryu, Doojin"
~person:"Shahzad, Syed Jawad Hussain"
~subject:"Behavioural finance"
~subject:"Hedging"
~subject:"Kapitaleinkommen"
~subject:"Risk management"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Behavioural finance
Hedging
Kapitaleinkommen
Risk management
Theory
Volatility
Estimation
11
Schätzung
11
Aktienmarkt
8
Stock market
8
Volatilität
7
Fractional integration
5
Time series analysis
5
Zeitreihenanalyse
5
Börsenkurs
4
Share price
4
Spillover effect
4
Spillover-Effekt
4
Virtual currency
4
Virtuelle Währung
4
BRICS countries
3
BRICS-Staaten
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Causality analysis
3
Cryptocurrencies
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Kausalanalyse
3
Oil price
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VAR-Modell
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Welt
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World
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Asymmetric information
2
Asymmetric spillovers
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Article in journal
Aufsatz in Zeitschrift
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English
Norwegian
Author
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Gil-Alaña, Luis A.
Goodell, John W.
Kang, Sang Hoon
Roubaud, David
Ryu, Doojin
Shahzad, Syed Jawad Hussain
Chao, Chi-Chur
14
Lien, Da-hsiang Donald
13
Lai, Ching-chong
12
Gupta, Rangan
11
Wang, Leonard F. S.
11
Batabyal, Amitrajeet A.
10
Choi, Eun Kwan
10
Kit, Pong Wong
9
Mukherjee, Arijit
9
Wohar, Mark E.
9
Hammoudeh, Shawkat
8
Ma, Feng
8
Marjit, Sugata
8
Pi, Jiancai
8
Jones, Ronald Winthrop
7
McAleer, Michael
7
Sgro, Pasquale M.
7
Yu, Eden Siu-hung
7
Anwar, Sajid
6
Chaudhuri, Sarbajit
6
Lin, Jyh-horng
6
Xuan Vinh Vo
6
Zhang, Pengqing
6
Arize, Augustine Chuck
5
Bianconi, Marcelo
5
Chang, Juin-jen
5
Fung, Hung-gay
5
Han, Liyan
5
Hazari, Bharat R.
5
Kutan, Ali Mustafa
5
Lahiri, Sajal
5
Lee, Cheng F.
5
Mensi, Walid
5
Oladi, Reza
5
Salisu, Afees A.
5
Thompson, Henry
5
Yin, Libo
5
Abakah, Emmanuel Joel Aikins
4
Acharyya, Rajat
4
Aizenman, Joshua
4
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International review of economics & finance : IREF
Finance research letters
58
Energy economics
28
International review of financial analysis
23
The North American journal of economics and finance : a journal of financial economics studies
23
Applied economics
22
Applied economics letters
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Economic modelling
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Research in international business and finance
7
The journal of futures markets
7
Journal of international financial markets, institutions & money
6
Pacific-Basin finance journal
6
Financial innovation : FIN
5
Journal of banking & finance
5
Computational economics
4
Emerging markets review
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of economics and finance
4
Journal of economics and finance : JEF
4
Borsa Istanbul Review
3
Economics / Journal articles : the open-access, open-assessment journal
3
Empirica : journal of european economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of finance & economics : IJFE
3
Korea and the world economy
3
Oxford bulletin of economics and statistics
3
Review of quantitative finance and accounting
3
The European journal of finance
3
The Korean economic review
3
Asian business & management
2
Economics letters
2
Emerging markets, finance and trade : EMFT
2
European review of economics and finance
2
International Journal of Financial Studies : open access journal
2
International journal of emerging markets
2
International journal of production research
2
International journal of theoretical and applied finance
2
Journal of behavioral and experimental finance
2
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ECONIS (ZBW)
12
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1
Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19 : new results for ongoing portfolio allocation
Ali, Fahad
;
Sensoy, Ahmet
;
Goodell, John W.
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 744-792
Persistent link: https://www.econbiz.de/10014428692
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
Foundations and research clusters in investor attention : evidence from bibliometric and topic modelling analysis
Goodell, John W.
;
Kumar, Satish
;
Li, Xiao
;
Pattnaik, …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 511-529
Persistent link: https://www.econbiz.de/10013545628
Saved in:
4
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 141-152
Persistent link: https://www.econbiz.de/10013334550
Saved in:
5
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:
6
Predictive role of online investor sentiment for cryptocurrency market : evidence from happiness and fears
Naeem, Muhammad Abubakr
;
Mbarki, Imen
;
Shahzad, Syed …
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 496-514
Persistent link: https://www.econbiz.de/10012692416
Saved in:
7
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
8
Volatility information trading in the index options market : an intraday analysis
Yang, Heejin
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 412-426
Persistent link: https://www.econbiz.de/10012372813
Saved in:
9
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:
10
Time-varying causality between crude oil and stock markets : what can we learn from a multiscale perspective?
Jammazi, Rania
;
Ferrer, Román
;
Jareño, Francisco
; …
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 453-483
Persistent link: https://www.econbiz.de/10011748513
Saved in:
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