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~language:"bul"
~language:"eng"
~person:"Hammoudeh, Shawkat"
~person:"McMillan, David G."
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~subject:"Konsumentenverhalten"
~subject:"Share price"
~subject:"Stock market"
~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
Stock market
Volatility
Volatilität
124
Capital income
103
Kapitaleinkommen
103
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95
Estimation
91
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91
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81
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81
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66
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Hammoudeh, Shawkat
McMillan, David G.
McAleer, Michael
344
Gupta, Rangan
318
Caporale, Guglielmo Maria
268
Gil-Alaña, Luis A.
141
Bouri, Elie
129
Pierdzioch, Christian
128
Tiwari, Aviral Kumar
119
Bollerslev, Tim
115
Han, Heesup
115
Chang, Chia-Lin
110
Ma, Feng
106
Narayan, Paresh Kumar
104
Mattila, Anna S.
98
Wohar, Mark E.
98
Andersen, Torben
94
Härdle, Wolfgang
87
Lucey, Brian M.
87
Xuan Vinh Vo
86
Spagnolo, Nicola
85
Allen, David E.
83
Ryu, Doojin
83
Faff, Robert W.
82
Stulz, René M.
82
Zaremba, Adam
82
Bahmani-Oskooee, Mohsen
81
Hautsch, Nikolaus
81
Caporin, Massimiliano
79
Engle, Robert F.
79
Bekaert, Geert
78
Mensi, Walid
78
Lusk, Jayson L.
76
Kang, Sang Hoon
74
Brooks, Robert
73
Hafner, Christian M.
73
Lux, Thomas
73
Phau, Ian
73
Asai, Manabu
72
Bohl, Martin T.
71
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22
Journal of international financial markets, institutions & money
14
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12
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10
The North American journal of economics and finance : a journal of financial economics studies
10
International review of economics & finance : IREF
9
Emerging markets review
8
The European journal of finance
8
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7
International review of financial analysis
7
Pacific-Basin finance journal
6
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5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
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4
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4
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4
Econometric Institute research papers
3
Finance research letters
3
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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
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2
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2
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2
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2
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2
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2
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2
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2
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2
Resources policy
2
Review of accounting & finance
2
Studies in economics and finance
2
The world economy : the leading journal on international economic relations
2
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1
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1
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ECONIS (ZBW)
224
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224
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1
Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.
Sokhanvar, Amin
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014582771
Saved in:
2
Comparative analysis of the exchange rates-stock returns nexus in commodity-exporters and -importers before and during the war in Ukraine
Sokhanvar, Amin
;
Çiftçioğlu, Serhan
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014451560
Saved in:
3
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
4
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
5
Lottery stocks in the UK : evidence, characteristics and cause
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
International journal of banking, accounting and …
14
(
2024
)
1
,
pp. 58-96
Persistent link: https://www.econbiz.de/10015057209
Saved in:
6
Oil price volatility and changes in corporate debt : an empirical study in the Indian landscape
Hammoudeh, Shawkat
;
Nand Tripathi, Nitya
;
Binu Raj, Asha
; …
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014581042
Saved in:
7
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
8
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:
9
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:
10
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:
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