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~isPartOf:"Research in international business and finance"
~person:"Afonso, António"
~person:"Caporale, Guglielmo Maria"
~person:"Umar, Zaghum"
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Search: "ECB" OR "Financial crisis" OR "Financial markets" OR "Monetary policy" OR "Volatility"
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Volatility
7
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4
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Afonso, António
Caporale, Guglielmo Maria
Umar, Zaghum
Gupta, Rangan
7
Chevallier, Julien
5
Corbet, Shaen
5
Guesmi, Khaled
5
Ji, Qiang
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Lau, Chi Keung
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Tiwari, Aviral Kumar
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Aboura, Sofiane
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Aharon, David Y.
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Bos, Theodore
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Hassan, M. Kabir
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Äijö, Janne
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Ashraf, Badar Nadeem
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Research in international business and finance
CESifo working papers
128
CESifo Working Paper
101
ECB Working Paper
71
CESifo Working Paper Series
67
Working paper series / European Central Bank
48
Economics and finance working paper series
45
DIW Berlin Discussion Paper
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40
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38
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International journal of finance & economics : IJFE
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Pacific-Basin finance journal
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International Journal of Finance & Economics
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European journal of political economy
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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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
The performance of banks in the MENA region during the global
financial
crisis
Caporale, Guglielmo Maria
;
Lodh, Suman
;
Nandy, Monomita
- In:
Research in international business and finance
42
(
2017
),
pp. 572-582
Persistent link: https://www.econbiz.de/10011750512
Saved in:
2
Did David win a battle or the war against Goliath? : dynamic return and
volatility
connectedness between the GameStop stock and the high short interest indices
Aharon, David Y.
;
Kizys, Renatas
;
Umar, Zaghum
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014266177
Saved in:
3
Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity
volatility
: a time-frequency analysis
Umar, Zaghum
;
Gubareva, Mariya
;
Dang Khoa Tran
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013287761
Saved in:
4
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
5
Modelling
volatility
of cryptocurrencies using Markov-Switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
- In:
Research in international business and finance
48
(
2019
),
pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
Saved in:
6
Existence of long memory in crude oil and petroleum products : generalised Hurst exponent approach
Tiwari, Aviral Kumar
;
Umar, Zaghum
;
Alqahtani, Faisal
- In:
Research in international business and finance
57
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013332984
Saved in:
7
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
8
Exchange rates and macro news in emerging markets
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Research in international business and finance
46
(
2018
),
pp. 516-527
Persistent link: https://www.econbiz.de/10011983723
Saved in:
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