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~language:"eng"
~language:"est"
~language:"pol"
~person:"Corbet, Shaen"
~person:"Lucey, Brian M."
~subject:"ARCH model"
~subject:"Kapitaleinkommen"
~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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ARCH model
Kapitaleinkommen
Volatility
Welt
96
World
96
Volatilität
75
Virtual currency
64
Virtuelle Währung
64
Aktienmarkt
60
Stock market
60
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55
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55
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32
Spillover effect
32
Spillover-Effekt
32
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29
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28
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91
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Corbet, Shaen
Lucey, Brian M.
McAleer, Michael
322
Gupta, Rangan
294
Caporale, Guglielmo Maria
212
Bouri, Elie
125
Bollerslev, Tim
112
Chang, Chia-Lin
109
McMillan, David G.
108
Pierdzioch, Christian
108
Ma, Feng
107
Zaremba, Adam
106
Andersen, Torben
96
Wohar, Mark E.
95
Hammoudeh, Shawkat
94
Diebold, Francis X.
93
Tiwari, Aviral Kumar
93
Gil-Alaña, Luis A.
88
Narayan, Paresh Kumar
80
Hafner, Christian M.
79
Härdle, Wolfgang
79
Spagnolo, Nicola
79
Bekaert, Geert
78
Bahmani-Oskooee, Mohsen
75
Caporin, Massimiliano
75
Engle, Robert F.
75
Asai, Manabu
72
Faff, Robert W.
69
Timmermann, Allan
68
Xuan Vinh Vo
67
Demirer, Rıza
66
Bali, Turan G.
65
Salisu, Afees A.
65
Wang, Yudong
65
Campbell, John Y.
64
Kang, Sang Hoon
64
Koopman, Siem Jan
64
Fabozzi, Frank J.
63
Guidolin, Massimo
63
Brooks, Robert
60
Plastun, Alex
60
Linton, Oliver
59
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Finance research letters
16
International review of financial analysis
10
Energy economics
9
Journal of international financial markets, institutions & money
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Research in international business and finance
4
Applied economics letters
3
IIIS discussion paper series
3
International review of economics & finance : IREF
3
Applied financial economics
2
Economics letters
2
International journal of economics and financial issues : IJEFI
2
Journal of commodity markets
2
Journal of financial stability
2
Journal of multinational financial management
2
Technological forecasting & social change : an international journal
2
The European journal of finance
2
Applied economics
1
Applied financial economics letters
1
Atlantic economic journal : AEJ
1
BOFIT discussion papers
1
Documentos de trabajo
1
Emerging markets review
1
European financial and accounting journal : EFAJ
1
Investment management and financial innovations
1
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1
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1
Journal of retailing and consumer services
1
Resources policy
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Review of corporate finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The North American journal of economics and finance : a journal of theory and practice
1
The economic and social review
1
The financial review : the official publication of the Eastern Finance Association
1
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ECONIS (ZBW)
96
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96
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1
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:
2
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:
3
Global financial risk and market connectedness : An empirical analysis of COVOL and major financial markets
Lang, Chunlin
;
Xu, Danyang
;
Corbet, Shaen
;
Hu, Yang
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543425
Saved in:
4
Green bonds and traditional and emerging investments : understanding connectedness during crises
Xu, Danyang
;
Hu, Yang
;
Corbet, Shaen
;
Hou, Yang
;
Oxley, Les
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014534853
Saved in:
5
The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector
Hu, Yang
;
Lang, Chunlin
;
Corbet, Shaen
;
Wang, Junchuan
- In:
Research in international business and finance
68
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451822
Saved in:
6
Is gold always a safe haven?
Ryan, Michael
;
Corbet, Shaen
;
Oxley, Les
- In:
Finance research letters
64
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014531763
Saved in:
7
Isolating defensive corporate ESG effects : evidence from purely domestic anti-COVID-19 measures
Goodell, John W.
;
Corbet, Shaen
;
Hou, Yang
;
Hu, Yang
; …
- In:
Journal of financial stability
71
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014533560
Saved in:
8
Seeking a shock haven : Hedging extreme upward oil price changes
Conlon, Thomas
;
Corbet, Shaen
;
Hou, Yang
;
Hu, Yang
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543955
Saved in:
9
Tail risk spillovers between Shanghai oil and other markets
Naeem, Muhammad Abubakr
;
Gul, Raazia
;
Muhammad Shafiullah
; …
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559260
Saved in:
10
Volatility forecasting on China's oil futures : new evidence from interpretable ensemble boosting trees
Feng, Lingbing
;
Rao, Haicheng
;
Lucey, Brian M.
;
Zhu, Yiying
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1595-1615
Persistent link: https://www.econbiz.de/10014535122
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