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~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"bul"
~language:"eng"
~person:"Bouri, Elie"
~person:"Hau, Liya"
~person:"Yang, Lu"
~subject:"GARCH-MIDAS"
~subject:"Germany"
~subject:"Impact assessment"
~subject:"Kapitaleinkommen"
~subject:"Spillover-Effekt"
~subject:"Stock market"
~subject:"Wechselkurs"
~subject:"World"
~subject:"Ölpreis"
~type:"article"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschriften"
~type_genre:"Rezension"
~type_genre:"Sammelwerk"
~type_genre:"Systematic review"
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GARCH-MIDAS
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8
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Aufsatz in Zeitschrift
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Bouri, Elie
Hau, Liya
Yang, Lu
Gupta, Rangan
23
Kang, Sang Hoon
18
Lee, Chien-chiang
18
Xuan Vinh Vo
16
Mensi, Walid
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Hammoudeh, Shawkat
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Dinh Hoang Bach Phan
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6
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6
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Pacific-Basin finance journal
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
24
Energy economics
17
International review of financial analysis
17
International review of economics & finance : IREF
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Research in international business and finance
6
Applied economics
5
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5
Journal of international financial markets, institutions & money
5
Financial innovation : FIN
4
Defence and peace economics
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International journal of finance & economics : IJFE
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Journal of behavioral and experimental finance
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3
Applied financial economics
2
Borsa Istanbul Review
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Economic research
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Emerging markets review
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Journal of commodity markets
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Risks : open access journal
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Applied economics letters
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China finance review international
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Computational economics
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Economia politica : journal of analytical and institutional economics
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Economic issues
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of emerging markets
1
Journal of Asian economics
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Journal of economic structures : JES; the official journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
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Journal of emerging market finance
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Journal of financial markets
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Journal of forecasting
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Journal of international trade & economic development : an international and comparative review
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Journal of multinational financial management
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Journal of risk
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OPEC energy review
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ECONIS (ZBW)
18
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1
Liquidity spillovers between cryptocurrency and foreign exchange markets
Nekhili, Ramzi
;
Sultan, Jahangir
;
Bouri, Elie
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014485287
Saved in:
2
Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict
Yousaf, Imran
;
Hunjra, Ahmed Imran
;
Alshater, Muneer Maher
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014463516
Saved in:
3
Systemically important financial institutions and drivers of systemic risk : evidence from India
Narayan, Shivani
;
Kumar, Dilip
;
Bouri, Elie
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014463391
Saved in:
4
Time-frequency co-movement and network connectedness between green bond and financial asset markets : evidence from multiscale TVP-VAR analysis
Huang, Zishan
;
Zhu, Huiming
;
Hau, Liya
;
Deng, Xi
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014484132
Saved in:
5
How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis
Chen, Qitong
;
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013413415
Saved in:
6
Intraday return predictability in the cryptocurrency markets : momentum, reversal, or both
Wen, Zhuzhu
;
Bouri, Elie
;
Xu, Yahua
;
Zhao, Yang
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534113
Saved in:
7
Price effects after one-day abnormal returns in developed and emerging markets : ESG versus traditional indices
Plastun, Alex
;
Bouri, Elie
;
Gupta, Rangan
;
Ji, Qiang
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013413403
Saved in:
8
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
Saved in:
9
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
Saved in:
10
Does transaction activity predict Bitcoin returns? : evidence from quantile-on-quantile analysis
Hau, Liya
;
Zhu, Huiming
;
Shahbaz, Muhammad
;
Sun, Wuqin
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012667385
Saved in:
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