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~isPartOf:"International review of economics & finance : IREF"
~person:"Andersen, Torben"
~person:"Degiannakis, Stavros"
~person:"Ghysels, Eric"
~person:"Gil-Alaña, Luis A."
~person:"Hammoudeh, Shawkat"
~person:"Shi, Yanlin"
~person:"Yoon, Seong-min"
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Search: subject_exact:"Volatility"
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Andersen, Torben
Degiannakis, Stavros
Ghysels, Eric
Gil-Alaña, Luis A.
Hammoudeh, Shawkat
Shi, Yanlin
Yoon, Seong-min
Gupta, Rangan
7
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2
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International review of economics & finance : IREF
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27
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17
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1
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:
2
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:
3
News and return volatility of Chinese bank stocks
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 1095-1105
Persistent link: https://www.econbiz.de/10012487527
Saved in:
4
Does news matter in China's foreign exchange market? : Chinese RMB volatility and public information arrivals
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
52
(
2017
),
pp. 302-321
Persistent link: https://www.econbiz.de/10011791354
Saved in:
5
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:
6
Public information arrival and stock return volatility : evidence from news sentiment and Markov Regime-Switching Approach
Shi, Yanlin
;
Ho, Kin-Yip
;
Liu, Wai-man
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 291-312
Persistent link: https://www.econbiz.de/10011625119
Saved in:
7
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
Saved in:
8
Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
International review of economics & finance : IREF
30
(
2014
),
pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
Saved in:
9
Patterns of volatility transmissions within regime switching across GCC and global markets
Khalifa, Ahmed A. A.
;
Hammoudeh, Shawkat
;
Ortranto, Edoardo
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 512-524
Persistent link: https://www.econbiz.de/10010432303
Saved in:
10
Shock and volatility transmission in the oil, US and Gulf equity markets
Malik, Farooq
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
16
(
2007
)
3
,
pp. 357-368
Persistent link: https://www.econbiz.de/10003613150
Saved in:
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