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~language:"eng"
~language:"nor"
~person:"Caporale, Guglielmo Maria"
~person:"Xuan Vinh Vo"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Mehrbändiges Werk"
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Kapitaleinkommen
Volatilität
Estimation
136
Schätzung
136
Volatility
86
Aktienmarkt
80
Stock market
80
Börsenkurs
70
Share price
70
Theorie
64
Theory
64
Time series analysis
62
Zeitreihenanalyse
62
USA
61
United States
61
Capital income
59
Welt
57
World
57
Spillover effect
54
Spillover-Effekt
54
Cointegration
49
Kointegration
49
Emerging economies
39
Schwellenländer
39
Viet Nam
39
Vietnam
39
EU countries
36
EU-Staaten
36
Exchange rate
35
Wechselkurs
35
Coronavirus
34
ARCH model
31
ARCH-Modell
31
Großbritannien
25
United Kingdom
25
Fractional integration
24
Portfolio selection
24
Portfolio-Management
24
Oil price
22
Ölpreis
22
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Undetermined
75
Free
18
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Article
120
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Article in journal
Collection of articles written by one author
Mehrbändiges Werk
Working Paper
148
Arbeitspapier
137
Graue Literatur
136
Non-commercial literature
136
Aufsatz in Zeitschrift
120
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1
Konferenzbeitrag
1
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English
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1
Author
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Caporale, Guglielmo Maria
Xuan Vinh Vo
Gupta, Rangan
211
Bouri, Elie
103
Ma, Feng
100
Zaremba, Adam
100
McMillan, David G.
98
Wohar, Mark E.
89
Tiwari, Aviral Kumar
82
Hammoudeh, Shawkat
79
McAleer, Michael
75
Narayan, Paresh Kumar
75
Bahmani-Oskooee, Mohsen
73
Faff, Robert W.
60
Kang, Sang Hoon
59
Wang, Yudong
59
Demirer, Rıza
58
Pierdzioch, Christian
58
Brooks, Robert
55
Bali, Turan G.
53
Bollerslev, Tim
53
Mensi, Walid
52
Zhang, Yaojie
52
Salisu, Afees A.
50
Nguyen, Duc Khuong
49
Kumar, Dilip
48
Balcilar, Mehmet
47
Fabozzi, Frank J.
47
Apergēs, Nikolaos
46
Ryu, Doojin
46
Gil-Alaña, Luis A.
45
Lucey, Brian M.
45
Zhang, Wei
45
Cakici, Nusret
44
Sehgal, Sanjay
44
Shahzad, Syed Jawad Hussain
44
Yin, Libo
43
Andersen, Torben
42
Yoon, Seong-min
42
Chiang, Thomas C.
41
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International review of financial analysis
10
The North American journal of economics and finance : a journal of financial economics studies
8
Research in international business and finance
6
Finance research letters
5
International review of economics & finance : IREF
5
Journal of international financial markets, institutions & money
4
Applied financial economics
3
Computational economics
3
Financial markets and portfolio management
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
Journal of international money and finance
3
Pacific-Basin finance journal
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Applied economics
2
Applied economics letters
2
Borsa Istanbul Review
2
Cogent economics & finance
2
Emerging markets review
2
Energy economics
2
Financial innovation : FIN
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Investment management and financial innovations
2
Journal of applied economics
2
Journal of economics and finance : JEF
2
Journal of multinational financial management
2
Review of international economics
2
The European journal of finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics letters
1
Asian Pacific economic literature
1
Australian economic papers
1
China economic review : an international journal
1
Defence and peace economics
1
Eastern economic journal
1
Economics and Business Letters : EBL
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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ECONIS (ZBW)
120
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1
Are investment grade Sukuks decoupled from the conventional yield curve?
Trabelsi, Nader
;
Umar, Zaghum
;
Dogah, Kingsley E.
;
Xuan …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014446968
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
Exchange rate dynamics of emerging and developing economies : not all capital flows are alike
Thong Trung Nguyen
;
Nasir, Muhammad Ali
;
Xuan Vinh Vo
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 1115-1124
Persistent link: https://www.econbiz.de/10014470065
Saved in:
5
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:
6
Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
Saved in:
7
Asymmetric impact of the COVID-19 pandemic on foreign exchange markets : evidence from an extreme quantile approach
Ngo Thai Hung
;
Xuan Vinh Vo
- In:
Economics and Business Letters : EBL
12
(
2023
)
1
,
pp. 20-32
Persistent link: https://www.econbiz.de/10014250446
Saved in:
8
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
9
Asymmetries, uncertainty and inflation : evidence from developed and emerging economies
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economics and finance : JEF
47
(
2023
)
4
,
pp. 984-1017
Persistent link: https://www.econbiz.de/10014448593
Saved in:
10
Capital structure choices and stock market volatility : evidence from Chinese listed firms
Thi Huong Giang Vuong
;
Wu, Yang-Che
;
Weng, Tzu-Ching
; …
- In:
The Chinese economy : translations and studies
56
(
2023
)
1
,
pp. 25-49
Persistent link: https://www.econbiz.de/10013549022
Saved in:
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