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~isPartOf:"Journal of international financial markets, institutions & money"
~language:"eng"
~language:"ita"
~language:"lit"
~person:"Machin, Stephen"
~person:"McMillan, David G."
~person:"Mensi, Walid"
~subject:"Erdöl"
~subject:"Volatility"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Erdöl
Volatility
Volatilität
6
Spillover effect
4
Spillover-Effekt
4
Welt
4
World
4
ARCH model
3
ARCH-Modell
3
Aktienmarkt
3
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Machin, Stephen
McMillan, David G.
Mensi, Walid
Hammoudeh, Shawkat
5
Narayan, Paresh Kumar
5
Nguyen, Duc Khuong
4
Bouri, Elie
3
Du, Ding
3
Fung, Hung-gay
3
Hu, Ou
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Lucey, Brian M.
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Wang, Gang-Jin
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Wohar, Mark E.
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Xuan Vinh Vo
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Abd-Elsalam, Omneya H.
2
Aloui, Chaker
2
Ané, Thierry
2
Beltratti, Andrea
2
Benkraiem, Ramzi
2
Bley, Jorg
2
Booth, G. Geoffrey
2
Brooks, Robert
2
Brzeszczyński, Janusz
2
Bu, Ruijun
2
Caporale, Guglielmo Maria
2
Chakraborty, Sandip
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Chau, Frankie
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Chen, Jing
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Chen, Yangyang
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Chi, Xie
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Chkili, Walid
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Christiansen, Charlotte
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Corbet, Shaen
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Filis, George
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Floros, Christos
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Foglia, Matteo
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Hou, Ai Jun
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Hu, Michael Y.
2
Jawadi, Fredj
2
Joseph, Nathan Lael
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Journal of international financial markets, institutions & money
The North American journal of economics and finance : a journal of financial economics studies
11
Applied financial economics
9
Energy economics
7
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
International review of economics & finance : IREF
5
Finance research letters
4
Borsa Istanbul Review
3
Financial innovation : FIN
3
International review of financial analysis
3
Journal of forecasting
3
The European journal of finance
3
The journal of futures markets
3
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
2
Research in international business and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics
1
Applied economics letters
1
Applied financial economics letters
1
Asia-Pacific financial markets
1
Asian African journal of economics and econometrics
1
Australian economic papers
1
China finance review international
1
Economic modelling
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International Journal of Financial Studies : open access journal
1
International journal of banking, accounting and finance
1
International journal of banking, accounting and finance : IJBAAF
1
International journal of emerging markets
1
International journal of finance & economics : IJFE
1
International journal of financial markets and derivatives
1
International journal of monetary economics and finance : IJMEF
1
International review of applied economics
1
Journal of banking & finance
1
Journal of economics & business
1
Journal of economics and finance : JEF
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Journal of emerging market finance
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Journal of international money and finance
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Journal of multinational financial management
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ECONIS (ZBW)
7
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7
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date (oldest first)
1
Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets
Mensi, Walid
;
Yousaf, Imran
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013412815
Saved in:
2
Forecasting realised volatility : does the LASSO approach outperform HAR?
Ding, Yi
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803163
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
Does feedback trading drive returns of cross-listed shares?
Chen, Jing
;
Dong, Yizhe
;
Hou, Wenxuan
;
McMillan, David G.
- In:
Journal of international financial markets, …
53
(
2018
),
pp. 179-199
Persistent link: https://www.econbiz.de/10011983852
Saved in:
6
The interaction between risk, return-risk trade-off and complexity: Evidence and policy implications for US bank holding companies
McMillan, David G.
;
McMillan, Fiona J.
- In:
Journal of international financial markets, …
47
(
2017
),
pp. 103-113
Persistent link: https://www.econbiz.de/10011892256
Saved in:
7
Is there an ideal in-sample length for forecasting volatility?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Journal of international financial markets, …
37
(
2015
),
pp. 114-137
Persistent link: https://www.econbiz.de/10011475043
Saved in:
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