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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~language:"nor"
~person:"Chen, Qitong"
~person:"Gupta, Rangan"
~person:"Nonejad, Nima"
~person:"Salisu, Afees A."
~person:"Ur Rehman, Mobeen"
~subject:"Capital market returns"
~subject:"EU countries"
~subject:"Impact assessment"
~subject:"Risiko"
~subject:"Schätzung"
~subject:"Virtuelle Währung"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
~type_genre:"Thesis"
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Capital market returns
EU countries
Impact assessment
Risiko
Schätzung
Virtuelle Währung
Estimation
23
Capital income
20
Kapitaleinkommen
20
Börsenkurs
19
Share price
19
Volatility
19
Volatilität
19
USA
16
United States
16
Aktienmarkt
15
Stock market
15
Forecasting model
14
Prognoseverfahren
14
Welt
12
World
12
Oil price
9
Ölpreis
9
ARCH model
8
ARCH-Modell
8
Spillover effect
8
Spillover-Effekt
8
Portfolio selection
7
Portfolio-Management
7
Time series analysis
7
Zeitreihenanalyse
7
Anlageverhalten
6
Behavioural finance
6
State space model
6
Zustandsraummodell
6
Causality analysis
5
Hedging
5
Kausalanalyse
5
Risikomaß
5
Risk
5
Risk measure
5
Bayes-Statistik
4
Bayesian inference
4
Coronavirus
4
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31
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31
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English
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Author
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Chen, Qitong
Gupta, Rangan
Nonejad, Nima
Salisu, Afees A.
Ur Rehman, Mobeen
Kang, Sang Hoon
9
Mensi, Walid
8
Xuan Vinh Vo
8
Zhu, Huiming
7
Hau, Liya
6
Lee, Chien-chiang
6
Wohar, Mark E.
6
Al-Yahyaee, Khamis Hamed
5
Balcilar, Mehmet
5
Chen, Mei-Ping
5
Dai, Zhifeng
5
Pierdzioch, Christian
5
Yin, Libo
5
Lien, Da-hsiang Donald
4
Ryu, Doojin
4
Yoon, Seong-min
4
Al-Jarrah, Idries Mohammad Wanas
3
Beckmann, Joscha
3
Belke, Ansgar
3
Bouri, Elie
3
Caporin, Massimiliano
3
Chang, Kuang-Liang
3
Chen, Na
3
Cho, Hoon
3
Hammoudeh, Shawkat
3
Hasan, Md. Bokhtiar
3
Hassan, M. Kabir
3
Hinojosa-Ojeda, Raúl Andrés
3
Huang, Ying
3
Ji, Qiang
3
Jin, Xiu
3
Mendonça, Helder Ferreira de
3
Nautz, Dieter
3
Risse, Marian
3
Tiwari, Aviral Kumar
3
Wang, Jie
3
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The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
25
Energy economics
16
International review of economics & finance : IREF
16
Research in international business and finance
14
Applied economics
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Economics letters
11
Applied economics letters
9
Economic modelling
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International review of financial analysis
8
Annals of financial economics
7
International journal of finance & economics : IJFE
7
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Defence and peace economics
5
Economics and Business Letters : EBL
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Journal of forecasting
5
The European journal of finance
5
Economic systems
4
Emerging markets, finance and trade : EMFT
4
Empirica : journal of european economics
4
Journal of international financial markets, institutions & money
4
Global finance journal
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of applied economics
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
OPEC energy review
3
Structural change and economic dynamics : SC+ED
3
Annals of economics and finance
2
Economia internazionale
2
Economics, management and financial markets
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets review
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
International economics and economic policy : IEEP
2
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ECONIS (ZBW)
31
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1
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
Saved in:
2
Do cryptocurrencies provide better hedging? : Evidence from major equity markets during COVID-19 pandemic
Maitra, Debasish
;
Ur Rehman, Mobeen
;
Dash, Saumya Ranjan
; …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013539022
Saved in:
3
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
4
Geopolitical risk and stock market volatility in emerging markets : a GARCH - MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Lasisi, …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013538937
Saved in:
5
How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis
Chen, Qitong
;
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013413415
Saved in:
6
Infectious diseases tracking and sectoral stock market returns : a quantile regression analysis
Alomari, Mohammad
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013413448
Saved in:
7
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:
8
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
9
Analysis of asymmetric response of exchange rate to interest rate differentials : the case of African Big 4
Musa, Abdullahi Usman
;
Salisu, Afees A.
;
Aliyu, Victoria O.
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012668019
Saved in:
10
Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano
;
Gupta, Rangan
;
Ravazzolo, Francesco
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012667335
Saved in:
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