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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"bul"
~language:"eng"
~language:"nld"
~language:"spa"
~person:"Hammoudeh, Shawkat"
~person:"Ma, Yong"
~person:"Pierdzioch, Christian"
~source:"econis"
~subject:"Konsumentenverhalten"
~subject:"Shock"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Handbuch"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Konsumentenverhalten
Shock
Volatility
Volatilität
15
Estimation
7
Forecasting model
7
Hedging
7
Portfolio selection
7
Portfolio-Management
7
Prognoseverfahren
7
Schätzung
7
Spillover effect
6
Spillover-Effekt
6
Aktienmarkt
5
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Gold
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Share price
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Spillovers
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Theorie
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Bayes-Statistik
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Hammoudeh, Shawkat
Ma, Yong
Pierdzioch, Christian
Gupta, Rangan
13
Kang, Sang Hoon
9
Mensi, Walid
9
Wohar, Mark E.
7
Zhu, Huiming
7
McAleer, Michael
6
Xuan Vinh Vo
6
Zhuang, Xintian
6
Balcilar, Mehmet
5
Chang, Chia-Lin
4
Dai, Zhifeng
4
Gao, Yang
4
Hau, Liya
4
Li, Yanshuang
4
Qiao, Gaoxiu
4
Ur Rehman, Mobeen
4
Wang, Jian
4
Wu, Xinyu
4
Al-Yahyaee, Khamis Hamed
3
Allen, David E.
3
Ho, Kin-Yip
3
Ji, Qiang
3
Jiang, Yong
3
Jung, Hojin
3
Kim, Dong H.
3
Kim, Jong-Min
3
Kinkyō, Takuji
3
Labuschagne, Coenraad C. A.
3
Li, Shaoyu
3
Lien, Da-hsiang Donald
3
Liu, Qiang
3
Ryu, Doojin
3
Su, Xianfang
3
Wang, Xiangning
3
Wen, Fenghua
3
Yoon, Seong-min
3
Zhang, Yaojie
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The North American journal of economics and finance : a journal of financial economics studies
Energy economics
22
International review of economics & finance : IREF
10
Journal of international financial markets, institutions & money
7
Applied economics
4
Finance research letters
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of financial analysis
3
Journal of economic behavior & organization : JEBO
3
Journal of international money and finance
3
Pacific-Basin finance journal
3
The European journal of finance
3
Applied economics letters
2
Computational economics
2
Energy policy
2
International economics and economic policy : IEEP
2
International journal of finance & economics : IJFE
2
Journal of financial markets
2
Journal of forecasting
2
Journal of multinational financial management
2
Research in international business and finance
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The world economy : the leading journal on international economic relations
2
Annals of financial economics
1
Applied financial economics letters
1
Asian economic journal : journal of the East Asian Economic Association
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Contemporary economic policy : a journal of Western Economic Association International
1
Economic modelling
1
Economic systems
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
German economic review
1
Global economic review
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International economic journal
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Jahrbücher für Nationalökonomie und Statistik
1
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ECONIS (ZBW)
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1
Financial development, financial instability, and fiscal policy volatility : international evidence
Ma, Yong
;
Lv, Lin
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014246920
Saved in:
2
Economic policy uncertainty, oil price volatility and stock market returns : evidence from a nonlinear model
Liu, Xiaojun
;
Wang, Yunyuan
;
Du, Wanying
;
Ma, Yong
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013539015
Saved in:
3
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
4
Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader
;
Tiwari, Aviral Kumar
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
Saved in:
5
Consistent pricing of VIX options with the Hawkes jump-diffusion model
Jing, Bo
;
Li, Shenghong
;
Ma, Yong
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012821987
Saved in:
6
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
7
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
8
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
9
Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
Saved in:
10
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
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