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~isPartOf:"International review of financial analysis"
~person:"Degiannakis, Stavros"
~person:"Floros, Christos"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Devisenmarkt"
~subject:"Oil price"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatility"
~subject:"Ölpreis"
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Devisenmarkt
Oil price
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Time series analysis
Volatility
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11
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6
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6
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5
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Degiannakis, Stavros
Floros, Christos
Yin, Libo
Yoon, Seong-min
Bouri, Elie
11
Ma, Feng
10
Corbet, Shaen
6
Lau, Chi Keung
6
Xiong, Xiong
6
Guesmi, Khaled
5
Li, Yan
5
Roubaud, David
5
Sensoy, Ahmet
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Yarovaya, Larisa
5
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4
Brzeszczyński, Janusz
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Gannon, Gerard L.
4
Ji, Qiang
4
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4
Sun, Qingru
4
Uddin, Mohammed Gazi Salah
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Xuan Vinh Vo
4
An, Haizhong
3
Antonakakis, Nikolaos
3
Batten, Jonathan A.
3
Brooks, Chris
3
Charteris, Ailie
3
Choudhry, Taufiq
3
Ciner, Cetin
3
Fabozzi, Frank J.
3
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Huang, Dengshi
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3
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3
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International review of financial analysis
Energy economics
17
Applied economics
6
International review of economics & finance : IREF
6
Economic modelling
5
The North American journal of economics and finance : a journal of financial economics studies
5
Finance research letters
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Research in international business and finance
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The energy journal
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Working Paper / Bank of Greece
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International Journal of Financial Studies : open access journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International Journal of Managerial Finance
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ECONIS (ZBW)
11
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1
Do dividends signal safety? : evidence from China
Nie, Jing
;
Yin, Libo
- In:
International review of financial analysis
82
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013426163
Saved in:
2
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:
3
Realized volatility spillovers between US spot and futures during ECB news : evidence from the European sovereign debt crisis
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012803941
Saved in:
4
Economic fundamentals or investor perceptions? : the role of uncertainty in predicting long-term cryptocurrency volatility
Fang, Tong
;
Su, Zhi
;
Yin, Libo
- In:
International review of financial analysis
71
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012439776
Saved in:
5
News implied volatility and long-term foreign exchange market volatility
Liu, Yang
;
Han, Liyan
;
Yin, Libo
- In:
International review of financial analysis
61
(
2019
),
pp. 126-142
Persistent link: https://www.econbiz.de/10012206948
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
Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom
Antonakakis, Nikolaos
;
Floros, Christos
- In:
International review of financial analysis
44
(
2016
),
pp. 111-122
Persistent link: https://www.econbiz.de/10011623962
Saved in:
8
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:
9
Dynamic spillover effects in futures markets : UK and US evidence
Antonakakis, Nikolaos
;
Floros, Christos
;
Kizys, Renatas
- In:
International review of financial analysis
48
(
2016
),
pp. 406-418
Persistent link: https://www.econbiz.de/10011624538
Saved in:
10
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:
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