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~language:"eng"
~language:"est"
~language:"pol"
~person:"Corbet, Shaen"
~person:"Lucey, Brian M."
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
~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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Volatility
Welt
97
World
97
Volatilität
76
Virtual currency
64
Virtuelle Währung
64
Aktienmarkt
61
Stock market
61
Börsenkurs
56
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56
Spillover effect
34
Spillover-Effekt
34
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32
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29
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29
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29
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29
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Corbet, Shaen
Lucey, Brian M.
McAleer, Michael
246
Gupta, Rangan
224
Caporale, Guglielmo Maria
133
Bouri, Elie
105
Bollerslev, Tim
99
Ma, Feng
93
Chang, Chia-Lin
92
Andersen, Torben
88
Pierdzioch, Christian
80
Spagnolo, Nicola
74
Hammoudeh, Shawkat
73
Bahmani-Oskooee, Mohsen
72
Tiwari, Aviral Kumar
66
Diebold, Francis X.
62
Härdle, Wolfgang
62
Koopman, Siem Jan
57
Gil-Alaña, Luis A.
54
Kang, Sang Hoon
54
Asai, Manabu
53
Todorov, Viktor
53
Mensi, Walid
52
Wohar, Mark E.
52
Clements, Adam
51
McMillan, David G.
51
Caporin, Massimiliano
50
Salisu, Afees A.
50
Aizenman, Joshua
47
Dijk, Dick van
47
Lux, Thomas
47
Wang, Yudong
46
Xuan Vinh Vo
46
Demirer, Rıza
44
Kočenda, Evžen
44
Kumar, Dilip
44
Mumtaz, Haroon
44
Tauchen, George Eugene
44
Zhang, Yaojie
44
Christoffersen, Peter F.
43
Chiarella, Carl
42
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Finance research letters
14
Energy economics
9
International review of financial analysis
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Journal of international financial markets, institutions & money
4
Research in international business and finance
4
International review of economics & finance : IREF
3
Applied economics letters
2
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IIIS discussion paper series
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
76
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1
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76
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date (oldest first)
1
Deciphering asymmetric spillovers in US industries : insights from higher-order moments
Muhammad Shafiullah
;
Senthilkumar, Arunachalam
;
Lucey, …
- In:
Research in international business and finance
70
(
2024
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10015053386
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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