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~language:"eng"
~language:"ita"
~person:"Billio, Monica"
~person:"Chiarella, Carl"
~person:"Salisu, Afees A."
~subject:"USA"
~subject:"Volatility"
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Volatility
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87
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36
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28
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Billio, Monica
Chiarella, Carl
Salisu, Afees A.
McAleer, Michael
69
Gupta, Rangan
58
Stulz, René M.
57
Caporale, Guglielmo Maria
50
Bebchuk, Lucian A.
41
Fairlie, Robert W.
38
Gil-Alaña, Luis A.
36
Audretsch, David B.
35
Viscusi, W. Kip
30
Miller, Stephen M.
28
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26
Diebold, Francis X.
26
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25
Pierdzioch, Christian
25
Chang, Chia-Lin
24
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23
Wen, Yi
23
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23
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22
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22
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21
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21
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21
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21
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21
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20
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20
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20
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20
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20
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20
Piger, Jeremy Max
20
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19
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18
Karolyi, G. Andrew
18
Mumtaz, Haroon
18
Neuenkirch, Matthias
18
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18
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17
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17
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8
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1
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1
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1
Journal of economics & business
1
Network connectivity, systematic and systemic risk
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
37
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1
A new world post COVID-19 : lessons for
business
, the finance industry and policy makers
Billio, Monica
(
ed.
);
Varotto, Simone
(
ed.
)
-
2020
-
1st edition
Persistent link: https://www.econbiz.de/10012307709
Saved in:
2
Firm-level
business
uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
3
Nonlinear dynamics and wavelets for
business
cycle analysis
Addo, Peter Martey
;
Billio, Monica
;
Guégan, Dominique
- In:
Wavelet applications in economics and finance
,
(pp. 73-100)
.
2014
Persistent link: https://www.econbiz.de/10010411183
Saved in:
4
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:
5
Forecasting output growth of advanced economies over eight centuries : the role of gold market volatility as a proxy of global uncertainty
Salisu, Afees A.
;
Gupta, Rangan
;
Karmakar, Sayar
;
Das, …
-
2021
Persistent link: https://www.econbiz.de/10012622272
Saved in:
6
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
7
Interacting two-country
business
fluctuations : Euroland and the USA
Asada, Tōichirō
;
Chiarella, Carl
;
Flaschel, Peter
; …
- In:
Growth and cycle in the Euro-zone
,
(pp. 109-118)
.
2006
Persistent link: https://www.econbiz.de/10003412135
Saved in:
8
Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2020
Persistent link: https://www.econbiz.de/10012244841
Saved in:
9
The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification
Billio, Monica
;
Caporin, Massimiliano
;
Panzica, Roberto …
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 196-223
Persistent link: https://www.econbiz.de/10014343115
Saved in:
10
Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2016
Persistent link: https://www.econbiz.de/10011629466
Saved in:
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