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~language:"eng"
~language:"hin"
~language:"ita"
~language:"nor"
~language:"und"
~person:"Kang, Sang Hoon"
~person:"Lien, Da-hsiang Donald"
~person:"Parsons, Christopher A."
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Stock market"
~subject:"Volatility"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
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Kapitaleinkommen
Share price
Stock market
Volatility
Wirkungsanalyse
Hedging
110
Theorie
102
Theory
102
Volatilität
78
Spillover effect
69
Spillover-Effekt
69
Aktienmarkt
59
Welt
57
World
57
Estimation
55
Schätzung
55
USA
54
United States
54
Börsenkurs
50
Derivat
50
Derivative
50
Portfolio selection
48
Portfolio-Management
48
China
41
Commodity derivative
38
Rohstoffderivat
38
Capital income
37
ARCH model
34
ARCH-Modell
34
Oil price
23
Ölpreis
22
Coronavirus
19
Risiko
18
Risk
18
Anlageverhalten
16
Behavioural finance
16
COVID-19
16
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16
Finanzkrise
16
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14
Prognoseverfahren
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8
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Article
139
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Article in journal
Aufsatz im Buch
Collection of articles of several authors
Aufsatz in Zeitschrift
139
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Author
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Kang, Sang Hoon
Lien, Da-hsiang Donald
Parsons, Christopher A.
Gupta, Rangan
274
Bouri, Elie
124
Tiwari, Aviral Kumar
121
McMillan, David G.
120
Narayan, Paresh Kumar
118
Wohar, Mark E.
118
Hammoudeh, Shawkat
114
Zaremba, Adam
112
Ma, Feng
109
Xuan Vinh Vo
96
Caporale, Guglielmo Maria
94
Faff, Robert W.
92
Lucey, Brian M.
90
Gil-Alaña, Luis A.
86
McAleer, Michael
86
Bahmani-Oskooee, Mohsen
85
Nguyen, Duc Khuong
84
Pierdzioch, Christian
84
Brooks, Robert
83
Hassan, M. Kabir
82
Ryu, Doojin
81
Apergēs, Nikolaos
80
Mensi, Walid
74
Fabozzi, Frank J.
71
Zhang, Wei
70
Demirer, Rıza
69
Subrahmanyam, Avanidhar
68
Salisu, Afees A.
65
Wang, Yudong
65
Xiong, Xiong
65
Shahzad, Syed Jawad Hussain
64
Balcilar, Mehmet
63
Jawadi, Fredj
63
Madura, Jeff
62
Wong, Wing Keung
62
Corbet, Shaen
61
Bollerslev, Tim
60
Guesmi, Khaled
59
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The North American journal of economics and finance : a journal of financial economics studies
16
International review of economics & finance : IREF
13
Energy economics
11
Pacific-Basin finance journal
9
Finance research letters
6
International review of financial analysis
6
The journal of futures markets
6
Journal of international financial markets, institutions & money
5
Applied economics
4
Review of quantitative finance and accounting
4
The review of financial studies
4
Financial innovation : FIN
3
International journal of emerging markets
3
Korea and the world economy
3
The Korean economic review
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Advances in quantitative analysis of finance and accounting : a research annual
2
Applied financial economics
2
Borsa Istanbul Review
2
Economic modelling
2
Journal of forecasting
2
Research in international business and finance
2
The journal of the Korean economy
2
The quarterly review of economics and finance
2
Advances in futures and options research : a research annual
1
Applied mathematical finance
1
Dae oe gyeong je yeon gu
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Global finance journal
1
International Journal of Financial Studies : open access journal
1
International journal of managerial finance : IJMF
1
Journal of commodity markets
1
Journal of economic behavior & organization : JEBO
1
Journal of economics and finance : JEF
1
Journal of emerging markets
1
Journal of empirical finance
1
Journal of entrepreneurial finance : JEF ; official publication of The Academy of Entrepreneurial Finance
1
Journal of multinational financial management
1
Modern economy
1
Quarterly journal of business and economics : QJBE
1
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ECONIS (ZBW)
139
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1
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
2
Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions
Ur Rehman, Mobeen
;
Ghardallou, Wafa
;
Ahmad, Nasir
;
Xuan …
- In:
Risk management : an international journal
26
(
2024
)
1
,
pp. 1-49
Persistent link: https://www.econbiz.de/10014478847
Saved in:
3
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
4
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed
;
Selmi, Refk
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
Saved in:
5
Extreme quantile connectedness and spillovers between oil and Vietnamese stock markets : a sectoral analysis
Mensi, Walid
;
Ziadat, Salem Adel
;
Xuan Vinh Vo
;
Kang, …
- In:
International journal of emerging markets
19
(
2024
)
6
,
pp. 1586-1625
Persistent link: https://www.econbiz.de/10014575558
Saved in:
6
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Bhattacherjee, Purba
;
Mishra, Sibanjan
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1176-1197
Persistent link: https://www.econbiz.de/10014535697
Saved in:
7
Interdependence and spillovers between big oil companies and regional and global energy equity markets
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Kang, Sang Hoon
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 451-469
Persistent link: https://www.econbiz.de/10014534922
Saved in:
8
Oil, gold and international stock markets : extreme spillovers, connectedness and its determinants
Mensi, Walid
;
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014631290
Saved in:
9
Together in bad times? : the effect of COVID-19 on inflation spillovers in China
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 316-331
Persistent link: https://www.econbiz.de/10014492151
Saved in:
10
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
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