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~language:"eng"
~language:"est"
~language:"pol"
~person:"Corbet, Shaen"
~person:"Lucey, Brian M."
~person:"Salisu, Afees A."
~subject:"Financial market"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Lehrbuch"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Financial market
Volatility
Welt
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Volatilität
125
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94
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94
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88
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88
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Corbet, Shaen
Lucey, Brian M.
Salisu, Afees A.
McAleer, Michael
254
Gupta, Rangan
239
Caporale, Guglielmo Maria
160
Bouri, Elie
108
Bollerslev, Tim
101
Chang, Chia-Lin
94
Ma, Feng
94
Andersen, Torben
93
Hammoudeh, Shawkat
86
Pierdzioch, Christian
83
Bahmani-Oskooee, Mohsen
74
Spagnolo, Nicola
74
Tiwari, Aviral Kumar
74
Härdle, Wolfgang
73
Diebold, Francis X.
72
Lux, Thomas
69
Gil-Alaña, Luis A.
67
Aizenman, Joshua
64
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61
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59
Belke, Ansgar
57
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57
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57
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56
Sornette, Didier
55
Xuan Vinh Vo
55
Allen, Franklin
53
Asai, Manabu
53
Mensi, Walid
53
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53
Buch, Claudia M.
52
Fabozzi, Frank J.
52
Kočenda, Evžen
52
Todorov, Viktor
52
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Clements, Adam
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50
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Finance research letters
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Department of Economics working paper series
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
IIIS discussion paper series
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ECONIS (ZBW)
148
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1
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
2
Do social media sentiments drive cryptocurrency intraday price volatility? : new evidence from asymmetric TVP-VAR frequency connectedness measures
Long, Suwan
;
Chatziantoniou, Ioannis
;
Gabauer, David
; …
- In:
The European journal of finance
30
(
2024
)
13
,
pp. 1470-1489
Persistent link: https://www.econbiz.de/10014636574
Saved in:
3
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
4
Energy market uncertainties and gold return volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
5
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
6
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
7
Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy
Feng, Lingbing
;
Qi, Jiajun
;
Lucey, Brian M.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543914
Saved in:
8
Extreme risk dependence between green bonds and financial markets
Sitara Karim
;
Lucey, Brian M.
;
Naeem, Muhammad Abubakr
; …
- In:
European financial management : the journal of the …
30
(
2024
)
2
,
pp. 935-960
Persistent link: https://www.econbiz.de/10014511662
Saved in:
9
Financial market information flows when counteracting rogue states : the indirect effects of targeted sanction packages
Conlon, Thomas
;
Corbet, Shaen
;
Goodell, John W.
;
Hou, Yang
- In:
Journal of economic behavior & organization
217
(
2024
),
pp. 32-62
Persistent link: https://www.econbiz.de/10014552742
Saved in:
10
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
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