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~language:"bos"
~language:"eng"
~person:"Wohar, Mark E."
~subject:"Shock"
~subject:"VAR model"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Shock
VAR model
Volatilität
Estimation
80
Schätzung
80
USA
71
United States
71
Capital income
58
Kapitaleinkommen
58
Börsenkurs
55
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55
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49
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Wohar, Mark E.
Gupta, Rangan
224
Bouri, Elie
97
Ma, Feng
93
Hammoudeh, Shawkat
80
Tiwari, Aviral Kumar
78
McAleer, Michael
76
Bahmani-Oskooee, Mohsen
72
Kang, Sang Hoon
57
Caporale, Guglielmo Maria
53
McMillan, David G.
53
Pierdzioch, Christian
53
Balcilar, Mehmet
52
Bollerslev, Tim
51
Mensi, Walid
51
Serletis, Apostolos
51
Xuan Vinh Vo
51
Wang, Yudong
50
Salisu, Afees A.
47
Apergēs, Nikolaos
45
Ji, Qiang
44
Kumar, Dilip
44
Corbet, Shaen
43
Demirer, Rıza
43
Kim, So-yŏng
43
Lucey, Brian M.
43
Zhang, Yaojie
43
Narayan, Paresh Kumar
41
Andersen, Torben
39
Chevallier, Julien
39
Gil-Alaña, Luis A.
38
Liang, Chao
38
Lütkepohl, Helmut
38
Wei, Yu
38
Hamori, Shigeyuki
37
Lau, Chi Keung
37
Hegerty, Scott W.
36
Roubaud, David
36
Ryu, Doojin
36
Yoon, Seong-min
36
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Energy economics
7
International review of economics & finance : IREF
7
The North American journal of economics and finance : a journal of financial economics studies
7
Finance research letters
4
The European journal of finance
4
Applied economics
3
Journal of international financial markets, institutions & money
3
Applied economics letters
2
Journal of international money and finance
2
Journal of multinational financial management
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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1
Economic inquiry : journal of the Western Economic Association International
1
Economic modelling
1
Economics and Business Letters : EBL
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Indian economic review : official journal of Delhi School of Economics
1
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1
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1
Journal of economic research
1
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1
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Journal of international trade & economic development : an international and comparative review
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The North American journal of economics and finance : a journal of theory and practice
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The journal of real estate finance and economics
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The review of economics and statistics
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ECONIS (ZBW)
70
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1
Asymmetric spillover effects in energy markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 470-502
Persistent link: https://www.econbiz.de/10014534924
Saved in:
2
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
3
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
4
Estimation of value at risk for copper
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014495711
Saved in:
5
Exchange rate volatility and India-US commodity trade : evidence of the third country effect
Iqbal, Javed
;
Nosheen, Misbah
;
Wohar, Mark E.
- In:
Indian economic review : official journal of Delhi …
58
(
2023
),
pp. 359-398
Persistent link: https://www.econbiz.de/10014391781
Saved in:
6
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
7
What drives most jumps in global crude oil prices? : fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants
Selmi, Refk
;
Hammoudeh, Shawkat
;
Wohar, Mark E.
- In:
The world economy : the leading journal on …
46
(
2023
)
3
,
pp. 598-618
Persistent link: https://www.econbiz.de/10014303343
Saved in:
8
Global evidence of the COVID-19 shock on real equity prices and real exchange rates : a counterfactual analysis with a threshold-augmented GVAR model
Salisu, Afees A.
;
Ayinde, Taofeek Olusola
;
Gupta, Rangan
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013455599
Saved in:
9
The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
;
Ozdemir, Huseyin
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014225739
Saved in:
10
Cyclically adjusted price to earnings (CAPE) ratio and the federal funds rate
Dorminey, Jack
;
Olson, Eric
;
Wohar, Mark E.
- In:
Journal of economic research
26
(
2021
)
2
,
pp. 191-208
Persistent link: https://www.econbiz.de/10013454943
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