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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:"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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7
Portfolio selection
7
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7
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Bouri, Elie
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
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Hammoudeh, Shawkat
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5
Chen, Mei-Ping
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Hau, Liya
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Pierdzioch, Christian
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Salisu, Afees A.
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Ur Rehman, Mobeen
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Von Furstenberg, George M.
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Dai, Zhifeng
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Gao, Yang
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Kinkyō, Takuji
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Belke, Ansgar
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Bianconi, Marcelo
3
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The North American journal of economics and finance : a journal of financial economics studies
Energy economics
26
Finance research letters
26
International review of financial analysis
17
Applied economics
12
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
6
Journal of international financial markets, institutions & money
6
Economic modelling
5
Financial innovation : FIN
4
Research in international business and finance
4
Defence and peace economics
3
Journal of forecasting
3
Korea and the world economy
3
The Korean economic review
3
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
Pacific-Basin finance journal
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
Computational economics
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
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of behavioral and experimental finance
1
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Why cryptocurrency markets are inefficient : the impact of liquidity and volatility
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012654953
Saved in:
8
OPEC news and predictability of oil futures returns and volatility : evidence from a nonparametric causality-in-quantiles approach
Gupta, Rangan
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 206-214
Persistent link: https://www.econbiz.de/10012117774
Saved in:
9
What determines the long-term correlation between oil prices and exchange rates?
Yang, Lu
;
Cai, Xiao Jing
;
Hamori, Shigeyuki
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 140-152
Persistent link: https://www.econbiz.de/10012036525
Saved in:
10
Interdependence between the bond markets of CEEC-3 and Germany : a wavelet coherence analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
The North American journal of economics and finance : a …
32
(
2015
),
pp. 124-138
Persistent link: https://www.econbiz.de/10011514450
Saved in:
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