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~language:"eng"
~language:"slv"
~person:"Caporale, Guglielmo Maria"
~person:"Demirer, Rıza"
~subject:"Emerging economies"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Emerging economies
Volatilität
Estimation
116
Schätzung
116
Volatility
79
Stock market
72
Börsenkurs
71
Share price
71
Theorie
71
Theory
71
Aktienmarkt
70
Capital income
66
Kapitaleinkommen
66
Time series analysis
64
Zeitreihenanalyse
64
USA
55
United States
55
Cointegration
41
Kointegration
41
Welt
41
World
41
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35
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35
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33
EU-Staaten
33
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Großbritannien
27
Prognoseverfahren
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26
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24
ARCH-Modell
24
Financial crisis
24
Finanzkrise
24
Fractional integration
24
Oil price
22
Ölpreis
22
Anlageverhalten
19
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Article
95
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Article in journal
Bibliografie
Working Paper
132
Arbeitspapier
120
Graue Literatur
118
Non-commercial literature
118
Aufsatz in Zeitschrift
95
Conference paper
1
Konferenzbeitrag
1
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English
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Caporale, Guglielmo Maria
Demirer, Rıza
Gupta, Rangan
172
Bouri, Elie
96
Ma, Feng
93
Bahmani-Oskooee, Mohsen
79
McAleer, Michael
75
Tiwari, Aviral Kumar
75
Hammoudeh, Shawkat
71
Xuan Vinh Vo
68
Kang, Sang Hoon
56
Mensi, Walid
54
Wohar, Mark E.
52
Bollerslev, Tim
51
McMillan, David G.
50
Lucey, Brian M.
49
Aizenman, Joshua
47
Kutan, Ali Mustafa
47
Farooq, Omar
46
Wang, Yudong
46
Kumar, Dilip
45
Pierdzioch, Christian
44
Salisu, Afees A.
44
Zhang, Yaojie
44
Corbet, Shaen
42
Balcilar, Mehmet
40
Brooks, Robert
40
Andersen, Torben
39
Apergēs, Nikolaos
39
Ryu, Doojin
39
Yoon, Seong-min
39
Hegerty, Scott W.
38
Wei, Yu
38
Liang, Chao
37
Nguyen, Duc Khuong
37
Ji, Qiang
36
Khan, Zaheer
36
Chevallier, Julien
35
Hamori, Shigeyuki
35
Roubaud, David
35
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Energy economics
9
Research in international business and finance
6
Economics letters
5
Journal of international money and finance
5
Finance research letters
4
International journal of finance & economics : IJFE
4
Journal of economics and finance
4
Applied economics letters
3
Journal of economics and finance : JEF
3
Journal of international financial markets, institutions & money
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Global finance journal
2
International review of financial analysis
2
Journal of applied economics
2
Journal of forecasting
2
Review of international economics
2
The European journal of finance
2
Applied financial economics letters
1
China economic review : an international journal
1
Computational economics
1
Defence and peace economics
1
Eastern economic journal
1
Economia politica : journal of analytical and institutional economics
1
Economic modelling
1
Economic systems
1
Economics and Business Letters : EBL
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial markets and portfolio management
1
International Journal of Financial Studies : open access journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of economics & finance : IREF
1
Journal of economic behavior & organization : JEBO
1
Journal of economic integration
1
Journal of economic integration : jei
1
Journal of international development : the journal of the Development Studies Association
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of risk and financial management : JRFM
1
Journal of the Operational Research Society
1
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ECONIS (ZBW)
95
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1
Do industries predict stock market volatility? : evidence from machine learning models
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494704
Saved in:
2
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:
3
Anti-herding by hedge funds and its implications for expected returns
Ali, Sara
;
Badshah, Ihsan Ullah
;
Demirer, Rıza
- In:
Journal of economic behavior & organization : JEBO
211
(
2023
),
pp. 31-48
Persistent link: https://www.econbiz.de/10014447366
Saved in:
4
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:
5
Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies
Bathia, Deven
;
Demirer, Rıza
;
Ferrer, Román
;
Raheem, …
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478226
Saved in:
6
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
7
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:
8
A note on financial vulnerability and volatility in emerging stock markets : evidence from GARCH-MIDAS models
Demirer, Rıza
;
Gupta, Rangan
;
Li, He
;
You, Yu
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10013552965
Saved in:
9
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
10
Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks
Ozturk, Serda Selin
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
217
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013465491
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