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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"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Portfolio-Management"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
Großbritannien
Portfolio-Management
Volatility
Volatilität
Börsenkurs
14
Share price
14
Aktienmarkt
13
Stock market
13
Capital income
12
Kapitaleinkommen
12
Exchange rate
9
Portfolio selection
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Wechselkurs
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ARCH model
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ARCH-Modell
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Oil price
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Welt
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Estimation
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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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Causality analysis
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19
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Du, Ding
Hammoudeh, Shawkat
Nguyen, Duc Khuong
McMillan, David G.
11
Narayan, Paresh Kumar
9
Gupta, Rangan
8
Lau, Chi Keung
8
Satchell, Stephen
8
Corbet, Shaen
7
Aboura, Sofiane
6
Bouri, Elie
6
Chevallier, Julien
6
Clare, Andrew D.
6
Gozgor, Giray
6
Guesmi, Khaled
6
Lucey, Brian M.
6
Mitra, Gautam
6
Papadamou, Stephanos
6
Wang, Gang-Jin
6
Wohar, Mark E.
6
Aloui, Chaker
5
Caporale, Guglielmo Maria
5
Fung, Hung-gay
5
Ji, Qiang
5
Kenourgios, Dimitris
5
Meenagh, David
5
Minford, Patrick
5
Scherer, Bernd
5
Smales, Lee A.
5
Tiwari, Aviral Kumar
5
Umar, Zaghum
5
Apergēs, Nikolaos
4
Benkraiem, Ramzi
4
Chkili, Walid
4
Dempsey, Michael
4
Foglia, Matteo
4
Goutte, Stéphane
4
Guidolin, Massimo
4
Hamori, Shigeyuki
4
Hu, Yang
4
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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
Applied economics
10
The North American journal of economics and finance : a journal of financial economics studies
10
Economic modelling
8
International review of economics & finance : IREF
6
Journal of international money and finance
6
International review of financial analysis
5
Pacific-Basin finance journal
5
Emerging markets review
4
Energy policy
4
Journal of banking & finance
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of finance & economics : IJFE
3
Finance research letters
2
Journal of commodity markets
2
Review of quantitative finance and accounting
2
The journal of applied business research
2
The journal of financial research
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
Advances in Pacific Basin business, economics, and finance
1
American journal of finance and accounting
1
Applied financial economics
1
Economie & prévision : EP
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
European journal of operational research : EJOR
1
International transactions in operational research : a journal of the International Federation of Operational Research Societies
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of forecasting
1
Journal of macroeconomics
1
Journal of multinational financial management
1
Journal of risk and financial management : JRFM
1
Journal of the Operational Research Society : OR
1
Macroeconomic dynamics
1
OR spectrum : quantitative approaches in management
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ECONIS (ZBW)
19
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19
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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
Effects of price of gold on Bombay stock exchange sectoral indices : new evidence for portfolio risk management
Trabelsi, Nader
;
Gozgor, Giray
;
Tiwari, Aviral Kumar
; …
- In:
Research in international business and finance
55
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013264668
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
On the time scale behavior of equity-commodity links : implications for portfolio management
Bekiros, Stelios
;
Nguyen, Duc Khuong
;
Uddin, Mohammed …
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 30-46
Persistent link: https://www.econbiz.de/10011475907
Saved in:
9
Co-movement between sharia stocks and sukuk in the GCC markets : a time-frequency analysis
Aloui, Chaker
;
Hammoudeh, Shawkat
;
Ben Hamida, Hela
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 69-79
Persistent link: https://www.econbiz.de/10011474461
Saved in:
10
Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios
Hernandez, Jose Arreola
;
Janabi, Mazin A. M. al
; …
- In:
The journal of asset management
16
(
2015
)
7
,
pp. 467-483
Persistent link: https://www.econbiz.de/10011455734
Saved in:
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