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~language:"bul"
~language:"eng"
~person:"Bahmani-Oskooee, Mohsen"
~person:"McMillan, David G."
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~subject:"Konsumentenverhalten"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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ARCH-Modell
Börsenkurs
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Share price
Volatility
Estimation
204
Schätzung
204
Exchange rate
190
Wechselkurs
190
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143
United States
143
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123
Cointegration
97
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97
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84
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179
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Bahmani-Oskooee, Mohsen
McMillan, David G.
McAleer, Michael
336
Gupta, Rangan
301
Caporale, Guglielmo Maria
239
Pierdzioch, Christian
121
Bouri, Elie
116
Gil-Alaña, Luis A.
115
Han, Heesup
114
Bollerslev, Tim
110
Chang, Chia-Lin
109
Ma, Feng
104
Tiwari, Aviral Kumar
103
Hammoudeh, Shawkat
99
Mattila, Anna S.
98
Narayan, Paresh Kumar
90
Wohar, Mark E.
89
Andersen, Torben
88
Härdle, Wolfgang
83
Allen, David E.
79
Spagnolo, Nicola
79
Hautsch, Nikolaus
76
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76
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75
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75
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73
Phau, Ian
73
Lux, Thomas
72
Asai, Manabu
71
Ryu, Doojin
71
Zaremba, Adam
70
Plastun, Alex
69
Khare, Arpita
68
Xuan Vinh Vo
68
Salisu, Afees A.
66
Faff, Robert W.
64
Kang, Sang Hoon
64
Linton, Oliver
64
Lucey, Brian M.
64
Mensi, Walid
64
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Applied financial economics
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8
Empirica : journal of european economics
7
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6
International review of applied economics
6
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5
Research in international business and finance
5
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3
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3
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3
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2
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2
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2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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2
Research in economics : an international review of economics
2
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2
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2
Studies in economics and finance
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The Manchester School
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of international trade & economic development
2
Applied economics letters
1
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ECONIS (ZBW)
181
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181
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1
Asymmetric effects of exchange rate volatility on trade flows : evidence from G7
Bahmani-Oskooee, Mohsen
;
Karamelikli, Huseyin
; …
- In:
Journal of economics and finance : JEF
47
(
2023
)
1
,
pp. 38-62
Persistent link: https://www.econbiz.de/10014227689
Saved in:
2
Asymmetric impact of exchange rate volatility on commodity trade between Pakistan and China
Bahmani-Oskooee, Mohsen
;
Usman, Ahmed
;
Ullah, Sana
- In:
Global business review
24
(
2023
)
3
,
pp. 510-534
Persistent link: https://www.econbiz.de/10014366010
Saved in:
3
Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets
Korkusuz, Burak
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1517-1537
Persistent link: https://www.econbiz.de/10014253685
Saved in:
4
Do artificial neural networks provide improved volatility forecasts : evidence from Asian markets
Sahiner, Mehmet
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
Journal of economics and finance : JEF
47
(
2023
)
3
,
pp. 723-762
Persistent link: https://www.econbiz.de/10014380680
Saved in:
5
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
6
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
7
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
8
On the asymmetric effects of exchange rate volatility on the U.S. Bilateral Trade with its 12 South American partners
Bahmani-Oskooee, Mohsen
;
Arize, Augustine Chuck
;
Kalu, …
- In:
Economic change & restructuring
56
(
2023
)
2
,
pp. 701-732
Persistent link: https://www.econbiz.de/10014252301
Saved in:
9
The effect of exchange rate volatility on U.S. bilateral trade with Africa : a symmetric and asymmetric analysis
Bahmani-Oskooee, Mohsen
;
Arize, Augustine Chuck
- In:
Economic systems
46
(
2022
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10013202865
Saved in:
10
Exchange rate volatility and commodity trade between U.K. and China : an asymmetric analysis
Bahmani-Oskooee, Mohsen
;
Karamelikli, Huseyin
- In:
The Chinese economy : translations and studies
55
(
2022
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10012821694
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