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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:"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
Volatilität
122
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102
Kapitaleinkommen
102
Aktienmarkt
93
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93
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90
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90
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79
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Hammoudeh, Shawkat
McMillan, David G.
McAleer, Michael
336
Gupta, Rangan
289
Caporale, Guglielmo Maria
235
Pierdzioch, Christian
118
Han, Heesup
113
Gil-Alaña, Luis A.
112
Bollerslev, Tim
110
Chang, Chia-Lin
109
Bouri, Elie
108
Ma, Feng
99
Tiwari, Aviral Kumar
97
Mattila, Anna S.
95
Narayan, Paresh Kumar
90
Andersen, Torben
88
Wohar, Mark E.
88
Härdle, Wolfgang
82
Bahmani-Oskooee, Mohsen
80
Allen, David E.
79
Spagnolo, Nicola
78
Hautsch, Nikolaus
76
Caporin, Massimiliano
75
Engle, Robert F.
75
Lusk, Jayson L.
75
Hafner, Christian M.
73
Lux, Thomas
72
Asai, Manabu
71
Phau, Ian
70
Plastun, Alex
69
Ryu, Doojin
69
Khare, Arpita
68
Xuan Vinh Vo
66
Zaremba, Adam
65
Faff, Robert W.
64
Linton, Oliver
64
Bohl, Martin T.
63
Koopman, Siem Jan
63
Stulz, René M.
63
Dwivedi, Yogesh Kumar
62
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21
Journal of international financial markets, institutions & money
13
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11
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9
International review of economics & finance : IREF
8
The European journal of finance
8
International review of financial analysis
7
Research in international business and finance
7
Applied economics
5
Emerging markets review
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
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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
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy policy
2
Finance research letters
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2
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2
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2
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The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
198
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Mensi, Walid
;
Ur Rehman, Mobeen
;
Hammoudeh, Shawkat
; …
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 212-232
Persistent link: https://www.econbiz.de/10014373763
Saved in:
10
Impact of energy-related discussions on post-filing volatility and returns in the U.S.
Pathak, Jalaj
;
Hammoudeh, Shawkat
- In:
Energy economics
125
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014484445
Saved in:
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