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~language:"eng"
~language:"nor"
~person:"Gil-Alaña, Luis A."
~person:"Goodell, John W."
~person:"Kang, Sang Hoon"
~person:"Roubaud, David"
~person:"Ryu, Doojin"
~subject:"Behavioural finance"
~subject:"Hedging"
~subject:"Kapitaleinkommen"
~subject:"Oil price"
~subject:"Portfolio-Management"
~subject:"Risk management"
~subject:"Structural break"
~subject:"Theorie"
~subject:"Virtual currency"
~subject:"Virtuelle Währung"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Behavioural finance
Hedging
Kapitaleinkommen
Oil price
Portfolio-Management
Risk management
Structural break
Theorie
Virtual currency
Virtuelle Währung
Time series analysis
339
Zeitreihenanalyse
339
Estimation
322
Schätzung
322
Börsenkurs
190
Share price
190
USA
188
United States
188
Volatility
184
Theory
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168
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fractional integration
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74
persistence
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62
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59
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56
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Gil-Alaña, Luis A.
Goodell, John W.
Kang, Sang Hoon
Roubaud, David
Ryu, Doojin
Güth, Werner
393
Pestieau, Pierre
342
Gupta, Rangan
339
Pesaran, M. Hashem
336
McAleer, Michael
326
Gersbach, Hans
322
Nijkamp, Peter
317
Caporale, Guglielmo Maria
310
Acemoglu, Daron
302
Härdle, Wolfgang
283
Kilian, Lutz
268
Creedy, John
264
Phillips, Peter C. B.
261
Franses, Philip Hans
258
Snower, Dennis J.
253
Stark, Oded
252
Thisse, Jacques-François
252
Cremer, Helmuth
248
Zenou, Yves
246
Ploeg, Frederick van der
235
Koskela, Erkki
226
Broll, Udo
222
Konrad, Kai A.
213
Heckman, James J.
206
Razin, Asaf
198
Tirole, Jean
198
Aronsson, Thomas
197
Aizenman, Joshua
195
Marjit, Sugata
194
Svensson, Lars E. O.
194
Lambertini, Luca
193
Helpman, Elhanan
189
Herings, Peter Jean-Jacques
189
Timmermann, Allan
187
Stiglitz, Joseph E.
182
Bossert, Walter
181
Kaplow, Louis
181
Long, Ngo Van
181
Devereux, Michael B.
180
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for International Macroeconomics
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Hamburgisches Welt-Wirtschafts-Archiv
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Finance research letters
53
CESifo working papers
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Economics and finance working paper series
33
Applied economics
24
Energy economics
23
International review of financial analysis
23
The North American journal of economics and finance : a journal of financial economics studies
21
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Discussion papers of interdisciplinary research project 373
14
Applied economics letters
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Economic modelling
11
International review of economics & finance : IREF
11
Research in international business and finance
8
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Financial innovation : FIN
6
Journal of economics and finance
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Journal of international financial markets, institutions & money
5
Pacific-Basin finance journal
5
Computational economics
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
Journal of banking & finance
4
Journal of economics and finance : JEF
4
The journal of futures markets
4
Empirica : journal of european economics
3
Oxford bulletin of economics and statistics
3
Asian business & management
2
Borsa Istanbul Review
2
Department of Economics working papers
2
EUI working paper / ECO
2
Economic systems
2
Economics / Discussion papers : the open-access, open-assessment e-journal
2
Economics / Journal articles : the open-access, open-assessment journal
2
Emerging markets review
2
Emerging markets, finance and trade : EMFT
2
European review of economics and finance
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ECONIS (ZBW)
496
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496
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1
Are markets in happier countries less affected by tragic events? : evidence from market reaction to the Israel-Hamas conflict
Pandey, Dharen Kumar
;
Kumari, Vineeta
;
Palma, Alessia
; …
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490385
Saved in:
2
Do online message boards convey cryptocurrency-specific information?
Shen, Dehua
;
Tong, Zezheng
;
Goodell, John W.
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446932
Saved in:
3
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:
4
Does portfolio momentum beat analyst advice?
Lee, Jaeyong
;
Batten, Jonathan A.
;
Ham, Hyuna
;
Ryu, Doojin
- In:
Abacus : a journal of accounting, finance and business …
60
(
2024
)
2
,
pp. 338-364
Persistent link: https://www.econbiz.de/10014546225
Saved in:
5
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:
6
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:
7
Environmental attention and uncertainties of cryptocurrency market : examining linkages with crypto-mining stocks
Yousaf, Imran
;
Abrar, Afsheen
;
Bin Yousaf, Umair
; …
- In:
Finance research letters
59
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014445162
Saved in:
8
Extreme connectedness and network across financial assets and commodity futures markets
Ozcelebi, Oguzhan
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
71
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014492088
Saved in:
9
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:
10
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
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