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~language:"eng"
~language:"nor"
~language:"slk"
~person:"Gil-Alaña, Luis A."
~person:"Lucey, Brian M."
~subject:"Entwicklungsländer"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
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Entwicklungsländer
Kapitaleinkommen
Volatilität
Time series analysis
175
Zeitreihenanalyse
175
Estimation
144
Schätzung
144
USA
87
United States
87
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83
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83
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fractional integration
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Gil-Alaña, Luis A.
Lucey, Brian M.
Gupta, Rangan
211
Bahmani-Oskooee, Mohsen
112
Bouri, Elie
103
Ma, Feng
100
Zaremba, Adam
100
McMillan, David G.
98
Gnangnon, Sèna Kimm
91
Wohar, Mark E.
90
Hammoudeh, Shawkat
83
Tiwari, Aviral Kumar
83
Narayan, Paresh Kumar
81
McAleer, Michael
75
Xuan Vinh Vo
64
Nunnenkamp, Peter
61
Faff, Robert W.
60
Kang, Sang Hoon
59
Wang, Yudong
59
Caporale, Guglielmo Maria
58
Pierdzioch, Christian
58
Demirer, Rıza
57
Brooks, Robert
56
Apergēs, Nikolaos
53
Bali, Turan G.
53
Bollerslev, Tim
53
Mensi, Walid
52
Zhang, Yaojie
52
Salisu, Afees A.
50
Kumar, Dilip
49
Nguyen, Duc Khuong
49
Fabozzi, Frank J.
48
Ryu, Doojin
48
Balcilar, Mehmet
47
Hassan, M. Kabir
45
Shahzad, Syed Jawad Hussain
45
Zhang, Wei
45
Cakici, Nusret
44
Sehgal, Sanjay
44
Andersen, Torben
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Finance research letters
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Energy economics
6
Applied economics letters
5
Journal of international financial markets, institutions & money
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International review of financial analysis
4
Journal of economics and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of finance & economics : IJFE
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Journal of international money and finance
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Journal of multinational financial management
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Resources policy
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Review of development finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The IUP journal of applied economics
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The journal of futures markets
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ECONIS (ZBW)
92
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets
Wang, Yong
;
Liu, Shimiao
;
Abedin, Mohammad Zoynul
; …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494792
Saved in:
3
COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
Naeem, Muhammad Abubakr
;
Sitara Karim
;
Yarovaya, Larisa
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440746
Saved in:
4
Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets
Wei, Yu
;
Wang, Yizhi
;
Lucey, Brian M.
;
Vigne, Samuel A.
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014277412
Saved in:
5
Do green energy markets catch cold when conventional energy markets sneeze?
Rao, Amar
;
Lucey, Brian M.
;
Kumar, Satish
;
Lim, Weng Marc
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014488315
Saved in:
6
The domino effect : analyzing the impact of Silicon Valley Bank's fall on top equity indices around the world
Yadav, Miklesh Prasad
;
Rao, Amar
;
Abedin, Mohammad Zoynul
; …
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473437
Saved in:
7
The impacts of climate policy uncertainty on stock markets : comparison between China and the US
Xu, Xin
;
Huang, Shupei
;
Lucey, Brian M.
;
An, Haizhong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014462184
Saved in:
8
Network structure and risk-adjusted return approach to stock indices integration : A study on Asia-Pacific countries
Rahman, Molla Ramizur
;
Misra, Arun Kumar
;
Lucey, Brian M.
; …
- In:
Journal of international financial markets, …
87
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014482878
Saved in:
9
Persistence and dependence in geopolitical risks in various developed and developing countries
Solarin Sakiru Adebola
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1488-1496
Persistent link: https://www.econbiz.de/10014253418
Saved in:
10
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
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