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~isPartOf:"Journal of international financial markets, institutions & money"
~language:"eng"
~language:"lit"
~person:"Hammoudeh, Shawkat"
~person:"McMillan, David G."
~subject:"Anleihe"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Anleihe
Geldpolitik
Großbritannien
Volatility
Volatilität
Aktienmarkt
8
Stock market
8
Börsenkurs
7
Share price
7
Theorie
6
Theory
6
ARCH model
5
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5
Islamic finance
5
Islamisches Finanzsystem
5
Welt
5
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Hammoudeh, Shawkat
McMillan, David G.
Narayan, Paresh Kumar
8
Fung, Hung-gay
5
Meenagh, David
5
Minford, Patrick
5
Le, Vo Phuong Mai
4
Lucey, Brian M.
4
Wang, Gang-Jin
4
Aloui, Chaker
3
Apergēs, Nikolaos
3
Booth, G. Geoffrey
3
Bouri, Elie
3
Corbet, Shaen
3
Du, Ding
3
Foglia, Matteo
3
Hu, Ou
3
Joseph, Nathan Lael
3
Kanas, Angelos
3
Kenourgios, Dimitris
3
Kim, Suk-Joong
3
Laopodis, Nikiforos
3
Nguyen, Duc Khuong
3
Sharma, Susan Sunila
3
Stenfors, Alexis
3
Vithessonthi, Chaiporn
3
Wagner, Niklas F.
3
Wohar, Mark E.
3
Xuan Vinh Vo
3
Abd-Elsalam, Omneya H.
2
Alaoui, Abdelkader O. el
2
Ané, Thierry
2
Barucci, Emilio
2
Beltratti, Andrea
2
Benkraiem, Ramzi
2
Bessler, Wolfgang
2
Bley, Jorg
2
Brooks, Robert
2
Brzeszczyński, Janusz
2
Bu, Ruijun
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Journal of international financial markets, institutions & money
Energy economics
21
Applied financial economics
12
The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics
6
International review of economics & finance : IREF
5
International review of financial analysis
5
The European journal of finance
4
The journal of futures markets
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of forecasting
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 economics letters
2
Economic modelling
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy policy
2
International journal of finance & economics : IJFE
2
International journal of forecasting
2
International review of applied economics
2
Journal of international money and finance
2
Journal of multinational financial management
2
Journal of risk and financial management : JRFM
2
Research in international business and finance
2
Resources policy
2
The Manchester School
2
The journal of asset management
2
The world economy : the leading journal on international economic relations
2
Applied financial economics letters
1
Asia-Pacific financial markets
1
Asian African journal of economics and econometrics
1
Bulletin of economic research
1
China finance review international
1
Credit and capital markets : Kredit und Kapital
1
Economics : the open-access, open-assessment e-journal
1
Economics letters
1
Emerging markets review
1
Finance research letters
1
Global finance journal
1
International Journal of Financial Studies : open access journal
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ECONIS (ZBW)
10
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1
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:
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
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:
5
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:
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
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:
8
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:
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
Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets : the case of GCC countries
Hammoudeh, Shawkat
;
Choi, Kyongwook
- In:
Journal of international financial markets, …
17
(
2007
)
3
,
pp. 231-245
Persistent link: https://www.econbiz.de/10003499624
Saved in:
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