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~language:"bul"
~language:"eng"
~person:"Hammoudeh, Shawkat"
~person:"McMillan, David G."
~person:"Wohar, Mark E."
~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
Konsumentenverhalten
Share price
Volatility
Estimation
174
Schätzung
174
Volatilität
172
Capital income
157
Kapitaleinkommen
157
USA
141
United States
141
Aktienmarkt
128
Stock market
128
Welt
113
World
113
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106
Prognoseverfahren
106
Oil price
77
Ölpreis
77
Theorie
75
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75
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64
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60
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55
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54
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266
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Hammoudeh, Shawkat
McMillan, David G.
Wohar, Mark E.
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
Mattila, Anna S.
98
Narayan, Paresh Kumar
90
Andersen, Torben
88
Härdle, Wolfgang
83
Bahmani-Oskooee, Mohsen
80
Allen, David E.
79
Spagnolo, Nicola
79
Hautsch, Nikolaus
76
Lusk, Jayson L.
76
Caporin, Massimiliano
75
Engle, Robert F.
75
Hafner, Christian M.
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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Energy economics
27
The North American journal of economics and finance : a journal of financial economics studies
18
International review of economics & finance : IREF
17
Journal of international financial markets, institutions & money
16
The European journal of finance
12
Applied financial economics
11
International review of financial analysis
9
Research in international business and finance
9
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8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Finance research letters
6
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5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of finance & economics : IJFE
4
Journal of forecasting
4
Pacific-Basin finance journal
4
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4
Working paper
4
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3
Economic modelling
3
International review of applied economics
3
Journal of international money and finance
3
Journal of multinational financial management
3
The journal of futures markets
3
Applied economics letters
2
Discussion paper series / IZA
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy policy
2
Financial markets, institutions & instruments
2
International journal of banking, accounting and finance
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of commodity markets
2
Journal of economic behavior & organization : JEBO
2
Journal of economics & business
2
Journal of macroeconomics
2
Macroeconomic dynamics
2
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ECONIS (ZBW)
282
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21
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:
22
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
23
Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty : evidence from the quantile vector autoregression network
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
;
Rehman, Mohd Ziaur
- In:
Emerging markets review
54
(
2023
),
pp. 1-41
Persistent link: https://www.econbiz.de/10014337165
Saved in:
24
What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Global finance journal
55
(
2023
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014248585
Saved in:
25
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:
26
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
27
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014276628
Saved in:
28
The effects of public sentiments and feelings on stock market behavior: Evidence from Australia
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Journal of economic behavior & organization : JEBO
193
(
2022
),
pp. 443-472
Persistent link: https://www.econbiz.de/10013190001
Saved in:
29
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:
30
Green bonds and oil price shocks and uncertainty : a safe haven analysis
Mokni, Khaled
;
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ajmi, …
- In:
International economics : a journal published by CEPII …
172
(
2022
),
pp. 238-254
Persistent link: https://www.econbiz.de/10014339415
Saved in:
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