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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"
~person:"Du, Ding"
~person:"Hammoudeh, Shawkat"
~person:"Nguyen, Duc Khuong"
~person:"Vortelinos, Dimitrios I."
~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
Börsenkurs
15
Share price
15
Stock market
15
Capital income
14
Kapitaleinkommen
14
Portfolio selection
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Portfolio-Management
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ARCH model
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ARCH-Modell
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Exchange rate
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Wechselkurs
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Oil price
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Ölpreis
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Theorie
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Theory
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Welt
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Schätzung
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Time series analysis
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Arabische Golf-Staaten
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Gulf countries
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Hedging
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Islamic finance
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Islamisches Finanzsystem
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USA
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United States
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Kausalanalyse
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18
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Du, Ding
Hammoudeh, Shawkat
Nguyen, Duc Khuong
Vortelinos, Dimitrios I.
Gupta, Rangan
8
Narayan, Paresh Kumar
8
Bouri, Elie
7
Guesmi, Khaled
7
Lucey, Brian M.
7
Aboura, Sofiane
6
Chevallier, Julien
6
Corbet, Shaen
6
Lau, Chi Keung
6
McMillan, David G.
6
Papadamou, Stephanos
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Umar, Zaghum
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
Aloui, Chaker
4
Chkili, Walid
4
Clare, Andrew D.
4
Gozgor, Giray
4
Hamori, Shigeyuki
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Kenourgios, Dimitris
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Kitamura, Yoshihiro
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Kumar, Satish
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Le, Vo Phuong Mai
4
Molnár, Peter
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Naeem, Muhammad Abubakr
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Tiwari, Aviral Kumar
4
Wagner, Niklas F.
4
Abedin, Mohammad Zoynul
3
Aharon, David Y.
3
Apergēs, Nikolaos
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
21
International review of financial analysis
7
The North American journal of economics and finance : a journal of financial economics studies
7
Applied economics
6
International review of economics & finance : IREF
6
Journal of international money and finance
4
Economic modelling
3
Energy policy
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
Journal of banking & finance
3
Pacific-Basin finance journal
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Finance research letters
2
International journal of banking, accounting and finance
2
Journal of commodity markets
2
The journal of applied business research
2
The world economy : the leading journal on international economic relations
2
Advances in Pacific Basin business, economics, and finance
1
American journal of finance and accounting
1
Annals of economics and finance
1
Economie & prévision : EP
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
Journal of business research : JBR
1
Journal of economic behavior & organization : JEBO
1
Journal of forecasting
1
Journal of macroeconomics
1
Journal of multinational financial management
1
Macroeconomic dynamics
1
Review of financial economics : RFE
1
Review of quantitative finance and accounting
1
Revue Gestion 2000 : management & prospective
1
The North American journal of economics and finance : a journal of theory and practice
1
The energy journal
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ECONIS (ZBW)
18
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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
Forecasting realized volatility : HAR against Principal Components Combining, neural networks and GARCH
Vortelinos, Dimitrios I.
- In:
Research in international business and finance
39
(
2017
),
pp. 824-839
Persistent link: https://www.econbiz.de/10011912382
Saved in:
5
Intraday analysis of macroeconomic news surprises and asymmetries in mini-futures markets
Vortelinos, Dimitrios I.
;
Koulakiotis, Athanasios
; …
- In:
Research in international business and finance
39
(
2017
),
pp. 150-168
Persistent link: https://www.econbiz.de/10011876457
Saved in:
6
On the robustness of week-day effect to error distributional assumption : international evidence
Boubaker, Sabri
;
Essaddam, Naceur
;
Nguyen, Duc Khuong
; …
- In:
Journal of international financial markets, …
47
(
2017
),
pp. 114-130
Persistent link: https://www.econbiz.de/10011892258
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
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:
9
Downside risk, portfolio diversification and the financial crisis in the euro-zone
Sarafrazi, Soodabeh
;
Hammoudeh, Shawkat
;
Santos, Paulo …
- In:
Journal of international financial markets, …
32
(
2014
),
pp. 368-396
Persistent link: https://www.econbiz.de/10011299784
Saved in:
10
Exchange rate movements and stock market returns in a regime-switching environment : evidence for BRICS countries
Chkili, Walid
;
Nguyen, Duc Khuong
- In:
Research in international business and finance
31
(
2014
),
pp. 46-56
Persistent link: https://www.econbiz.de/10010434020
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