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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"bul"
~language:"eng"
~person:"Bouri, Elie"
~person:"Wu, Xinyu"
~person:"Yang, Lu"
~person:"Yoon, Seong-min"
~subject:"GARCH-MIDAS"
~subject:"Germany"
~subject:"Impact assessment"
~subject:"Volatilität"
~subject:"Wechselkurs"
~subject:"World"
~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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9
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7
ARCH-Modell
7
Aktienmarkt
7
Capital income
7
Kapitaleinkommen
7
Portfolio selection
7
Portfolio-Management
7
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Börsenkurs
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COVID-19 outbreak
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Amtsdruckschrift
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Aufsatz in Zeitschriften
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14
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Bouri, Elie
Wu, Xinyu
Yang, Lu
Yoon, Seong-min
Gupta, Rangan
14
Kang, Sang Hoon
11
Mensi, Walid
11
Lee, Chien-chiang
9
Xuan Vinh Vo
9
Zhu, Huiming
8
Hammoudeh, Shawkat
7
McAleer, Michael
7
Wohar, Mark E.
7
Balcilar, Mehmet
6
Hamori, Shigeyuki
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Zhuang, Xintian
6
Chang, Chia-Lin
5
Chen, Mei-Ping
5
Hau, Liya
5
Pierdzioch, Christian
5
Salisu, Afees A.
5
Ur Rehman, Mobeen
5
Von Furstenberg, George M.
5
Dai, Zhifeng
4
Gao, Yang
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Kinkyō, Takuji
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Li, Yanshuang
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Lien, Da-hsiang Donald
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Qiao, Gaoxiu
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Wang, Jian
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Al-Yahyaee, Khamis Hamed
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Arize, Augustine Chuck
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Belke, Ansgar
3
Bianconi, Marcelo
3
Chao, Chi-Chur
3
Gong, Xu
3
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The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
31
Energy economics
27
International review of financial analysis
17
Applied economics
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
International review of economics & finance : IREF
7
Economic modelling
6
Journal of international financial markets, institutions & money
6
Financial innovation : FIN
4
Journal of risk
4
Research in international business and finance
4
Defence and peace economics
3
Journal of forecasting
3
Korea and the world economy
3
Pacific-Basin finance journal
3
The Korean economic review
3
Applied economics letters
2
Computational economics
2
Dae oe gyeong je yeon gu
2
Economic research
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets review
2
International journal of finance & economics : IJFE
2
Journal of multinational financial management
2
Journal of risk and financial management : JRFM
2
Risks : open access journal
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
The journal of the Korean economy
2
Annals of financial economics
1
Applied financial economics
1
Australian economic papers
1
Borsa Istanbul Review
1
China finance review international
1
Economia politica : journal of analytical and institutional economics
1
Economic issues
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics letters
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
International Journal of Financial Studies : open access journal
1
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ECONIS (ZBW)
14
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1
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
2
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:
3
Upside/downside spillovers between oil and Chinese stock sectors : from the global financial crisis to global pandemic
Mensi, Walid
;
Hanif, Waqas
;
Xuan Vinh Vo
;
Choi, Ki-hong
; …
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014484004
Saved in:
4
Volatility forecasting in the Bitcoin market : a new proposed measure based on the VS-ACARR approach
Wu, Xinyu
;
Yin, Xuebao
;
Umar, Zaghum
;
Iqbal, Najaf
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014484142
Saved in:
5
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:
6
Time-varying risk aversion and renminbi exchange rate volatility : evidence from CARR-MIDAS model
Wu, Xinyu
;
Xie, Haibin
;
Zhang, Huanming
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013449372
Saved in:
7
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Mensi, Walid
;
Lee, Yun-Jung
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012822250
Saved in:
8
Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach
Zhang, Yue-jun
;
Bouri, Elie
;
Gupta, Rangan
;
Ma, Shu-Jiao
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667384
Saved in:
9
Can crude oil drive the co-movement in the international stock market? : evidence from partial wavelet coherence analysis
Wu, Kai
;
Zhu, Jingran
;
Xu, Mingli
;
Yang, Lu
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012632221
Saved in:
10
Forecasting volatility with component conditional autoregressive range model
Wu, Xinyu
;
Hou, Xinmeng
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012659660
Saved in:
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