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~language:"eng"
~language:"fin"
~person:"Faff, Robert W."
~person:"Hammoudeh, Shawkat"
~person:"Nijkamp, Peter"
~subject:"Spillover effect"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Spillover effect
Volatilität
Theorie
184
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184
Welt
116
World
116
Australia
100
Australien
100
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94
Schätzung
94
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Faff, Robert W.
Hammoudeh, Shawkat
Nijkamp, Peter
Gupta, Rangan
174
Bouri, Elie
103
Ma, Feng
91
Kang, Sang Hoon
80
Tiwari, Aviral Kumar
80
McAleer, Michael
74
Bahmani-Oskooee, Mohsen
72
Xuan Vinh Vo
70
Mensi, Walid
68
Wohar, Mark E.
54
Yoon, Seong-min
53
McMillan, David G.
52
Bollerslev, Tim
51
Lucey, Brian M.
47
Wang, Yudong
46
Corbet, Shaen
45
Kumar, Dilip
45
Caporale, Guglielmo Maria
43
Ji, Qiang
43
Shahzad, Syed Jawad Hussain
43
Zhang, Yaojie
43
Demirer, Rıza
42
Umar, Zaghum
42
Pierdzioch, Christian
41
Roubaud, David
41
Hamori, Shigeyuki
40
Wei, Yu
40
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39
Chevallier, Julien
39
Balcilar, Mehmet
38
Liang, Chao
38
Salisu, Afees A.
38
Hegerty, Scott W.
37
Audretsch, David B.
36
Apergēs, Nikolaos
35
Uddin, Mohammed Gazi Salah
35
Brooks, Robert
34
Todorov, Viktor
34
Guesmi, Khaled
33
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Energy economics
21
Journal of international financial markets, institutions & money
7
The North American journal of economics and finance : a journal of financial economics studies
7
International review of economics & finance : IREF
6
Applied economics
4
International review of financial analysis
4
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4
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Emerging markets review
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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1
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1
Economics of innovation and new technology
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of finance & economics : IJFE
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International review of finance
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Research in international business and finance
1
The European journal of finance
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The North American journal of economics and finance : a journal of theory and practice
1
The energy journal
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The financial review : the official publication of the Eastern Finance Association
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ECONIS (ZBW)
100
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1
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:
2
Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef
;
Bevilacqua, Mattia
;
Faff, Robert W.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
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
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:
5
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:
6
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:
7
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:
8
Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets : a pre- and post-financial crisis analysis
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
3
,
pp. 1027-1103
Persistent link: https://www.econbiz.de/10014330173
Saved in:
9
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
10
Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty : evidence from the quantile vector autoregression network
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
;
Rehman, Mohd Ziaur
- In:
Emerging markets review
54
(
2023
),
pp. 1-41
Persistent link: https://www.econbiz.de/10014337165
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