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~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Research in international business and finance"
~isPartOf:"The journal of asset management"
~language:"eng"
~language:"lit"
~person:"Aboura, Sofiane"
~person:"Aloui, Chaker"
~person:"Du, Ding"
~person:"Hammoudeh, Shawkat"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
Großbritannien
Volatility
Volatilität
Aktienmarkt
15
Stock market
15
Börsenkurs
14
Share price
14
Capital income
13
Kapitaleinkommen
13
ARCH model
12
ARCH-Modell
12
Oil price
9
Portfolio selection
9
Portfolio-Management
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Theorie
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Theory
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Welt
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World
9
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Estimation
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Arabische Golf-Staaten
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Islamisches Finanzsystem
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Risk measure
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USA
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Aktienindex
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Aboura, Sofiane
Aloui, Chaker
Du, Ding
Hammoudeh, Shawkat
Gupta, Rangan
8
Narayan, Paresh Kumar
8
Bouri, Elie
6
Chevallier, Julien
6
Corbet, Shaen
6
Guesmi, Khaled
6
Lau, Chi Keung
6
Lucey, Brian M.
6
McMillan, David G.
6
Papadamou, Stephanos
6
Caporale, Guglielmo Maria
5
Fung, Hung-gay
5
Ji, Qiang
5
Meenagh, David
5
Minford, Patrick
5
Smales, Lee A.
5
Wang, Gang-Jin
5
Wohar, Mark E.
5
Chkili, Walid
4
Clare, Andrew D.
4
Gozgor, Giray
4
Hamori, Shigeyuki
4
Kenourgios, Dimitris
4
Kitamura, Yoshihiro
4
Le, Vo Phuong Mai
4
Nguyen, Duc Khuong
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Tiwari, Aviral Kumar
4
Umar, Zaghum
4
Vortelinos, Dimitrios I.
4
Wagner, Niklas F.
4
Aharon, David Y.
3
Apergēs, Nikolaos
3
Benkraiem, Ramzi
3
Booth, G. Geoffrey
3
Chi, Xie
3
Degiannakis, Stavros
3
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Journal of international financial markets, institutions & money
Research in international business and finance
The journal of asset management
Energy economics
20
The North American journal of economics and finance : a journal of financial economics studies
7
Applied economics
6
International review of financial analysis
6
International review of economics & finance : IREF
5
Energy policy
4
Economic modelling
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of finance & economics : IJFE
3
Pacific-Basin finance journal
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Finance research letters
2
Journal of international money and finance
2
Journal of multinational financial management
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The world economy : the leading journal on international economic relations
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Annals of economics and statistics
1
Applied economics letters
1
Defence and peace economics
1
Economics letters
1
Emerging markets review
1
International journal of business
1
International journal of financial research
1
Journal of banking & finance
1
Journal of commodity markets
1
Journal of derivatives & hedge funds
1
Journal of economic behavior & organization : JEBO
1
Journal of financial markets
1
Macroeconomics and finance in emerging market economies
1
Review of financial economics : RFE
1
Review of quantitative finance and accounting
1
Risks : open access journal
1
The North American journal of economics and finance : a journal of theory and practice
1
The energy journal
1
The journal of derivatives : JOD
1
The journal of financial research
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ECONIS (ZBW)
20
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20
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date (oldest first)
1
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
2
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Xuan Vinh Vo
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
3
Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 114-133
Persistent link: https://www.econbiz.de/10011986230
Saved in:
4
Information transmission across stock indices and stock index futures : international evidence using wavelet framework
Aloui, Chaker
;
Hkiri, Besma
;
Lau, Chi Keung
;
Yarovaya, …
- In:
Research in international business and finance
44
(
2018
),
pp. 411-421
Persistent link: https://www.econbiz.de/10011983072
Saved in:
5
Tail risk and the return-volatility relation
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
46
(
2018
),
pp. 16-29
Persistent link: https://www.econbiz.de/10011983542
Saved in:
6
Oil vs. gasoline : the dark side of volatility and taxation
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
39
(
2017
),
pp. 976-989
Persistent link: https://www.econbiz.de/10011912421
Saved in:
7
Dependence structure between sukuk (Islamic bonds) and stock market conditions : an empirical analysis with Archimedean copulas
Naifar, Nader
;
Hammoudeh, Shawkat
;
Al dohaiman, Mohamed S.
- In:
Journal of international financial markets, …
44
(
2016
),
pp. 148-165
Persistent link: https://www.econbiz.de/10011690405
Saved in:
8
Extreme asymmetric volatility : stress and aggregate asset prices
Aboura, Sofiane
;
Wagner, Niklas F.
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 47-59
Persistent link: https://www.econbiz.de/10011475918
Saved in:
9
Investor sentiment and oil prices
Du, Ding
;
Gunderson, Ronald J.
;
Zhao, Xiaobing
- In:
The journal of asset management
17
(
2016
)
2
,
pp. 73-88
Persistent link: https://www.econbiz.de/10011442962
Saved in:
10
Spikes and crashes in the oil market
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
36
(
2016
),
pp. 615-623
Persistent link: https://www.econbiz.de/10011594637
Saved in:
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