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~isPartOf:"Research in international business and finance"
~language:"eng"
~person:"Brooks, Robert D."
~person:"Gozgor, Giray"
~person:"Ji, Qiang"
~person:"Xuan Vinh Vo"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
Welt
10
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10
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8
ARCH model
6
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6
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5
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5
Spillover effect
5
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5
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Brooks, Robert D.
Gozgor, Giray
Ji, Qiang
Xuan Vinh Vo
Chevallier, Julien
5
Gupta, Rangan
5
Aboura, Sofiane
4
Lau, Chi Keung
4
Tiwari, Aviral Kumar
4
Umar, Zaghum
4
Vortelinos, Dimitrios I.
4
Bouri, Elie
3
Caporale, Guglielmo Maria
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Corbet, Shaen
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Guesmi, Khaled
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Hamori, Shigeyuki
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Zhang, Wei
3
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Ahmed, Walid M. A.
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Aloui, Chaker
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Chkili, Walid
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Degiannakis, Stavros
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Essaddam, Naceur
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Karagozoglu, Ahmet K.
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Li, Xiao
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Minh Thi Hong Dinh
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Research in international business and finance
Energy economics
15
Finance research letters
10
International review of financial analysis
9
The North American journal of economics and finance : a journal of financial economics studies
8
International review of economics & finance : IREF
5
International journal of finance & economics : IJFE
3
Journal of international financial markets, institutions & money
3
Applied economics
2
Borsa Istanbul Review
2
Financial innovation : FIN
2
Journal of forecasting
2
Journal of multinational financial management
2
Pacific-Basin finance journal
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Applied financial economics
1
Asian Pacific economic literature
1
Australian economic papers
1
Cogent economics & finance
1
Defence and peace economics
1
Economics and Business Letters : EBL
1
Economics letters
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial management : FM
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of economics and financial issues : IJEFI
1
International journal of emerging markets
1
International journal of energy sector management
1
International journal of forecasting
1
Journal of behavioral and experimental finance
1
Journal of economic and administrative sciences
1
Journal of financial stability
1
OPEC energy review
1
The Chinese economy : translations and studies
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
The empirical economics letters : a monthly international journal of economics
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The journal of futures markets
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ECONIS (ZBW)
8
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1
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8
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8
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date (oldest first)
1
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
2
Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications
Liu, Zhenhua
;
Ji, Qiang
;
Zhai, Pengxiang
;
Ding, Zhihua
- In:
Research in international business and finance
66
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462203
Saved in:
3
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
4
Does economic policy uncertainty affect cryptocurrency markets? : evidence from Twitter-based uncertainty measures
Wu, Wanshan
;
Tiwari, Aviral Kumar
;
Gozgor, Giray
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013286535
Saved in:
5
Correlations among cryptocurrencies : evidence from multivariate factor stochastic volatility model
Shi, Yongjing
;
Tiwari, Aviral Kumar
;
Gozgor, Giray
;
Lu, Zhou
- In:
Research in international business and finance
53
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012549821
Saved in:
6
The role of global economic conditions in forecasting gold market volatility : evidence from a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Research in international business and finance
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012581489
Saved in:
7
Effects of the geopolitical risks on Bitcoin returns and volatility
Aysan, Ahmet Faruk
;
Demir, Ender
;
Gozgor, Giray
;
Lau, …
- In:
Research in international business and finance
47
(
2019
),
pp. 511-518
Persistent link: https://www.econbiz.de/10012135791
Saved in:
8
Modelling the joint dynamics of oil prices and investor fear gauge
Ji, Qiang
;
Fan, Ying
- In:
Research in international business and finance
37
(
2016
),
pp. 242-251
Persistent link: https://www.econbiz.de/10011595199
Saved in:
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