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~language:"eng"
~person:"Brooks, Robert D."
~person:"Ji, Qiang"
~person:"Xuan Vinh Vo"
~subject:"Capital income"
~subject:"Volatilität"
~type:"article"
~type_genre:"Article in journal"
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Capital income
Volatilität
Welt
93
World
93
Volatility
81
Spillover effect
69
Spillover-Effekt
69
Aktienmarkt
65
Stock market
65
Estimation
63
Schätzung
63
Oil price
54
Ölpreis
54
Börsenkurs
41
Share price
41
Viet Nam
41
Vietnam
41
Kapitaleinkommen
39
Risiko
36
Risk
36
Coronavirus
35
China
32
USA
30
United States
30
ARCH model
29
ARCH-Modell
29
Emerging economies
27
Schwellenländer
27
Impact assessment
26
Wirkungsanalyse
26
Portfolio selection
23
Portfolio-Management
23
COVID-19
21
Commodity derivative
19
Forecasting model
19
Prognoseverfahren
19
Rohstoffderivat
19
Connectedness
17
Financial market
17
Finanzmarkt
17
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Undetermined
85
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9
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Article in journal
Aufsatz in Zeitschrift
102
Conference paper
1
Konferenzbeitrag
1
Language
All
English
Author
All
Brooks, Robert D.
Ji, Qiang
Xuan Vinh Vo
Gupta, Rangan
218
Bouri, Elie
110
Ma, Feng
106
Zaremba, Adam
106
McMillan, David G.
97
Wohar, Mark E.
90
Tiwari, Aviral Kumar
89
Hammoudeh, Shawkat
80
Narayan, Paresh Kumar
75
McAleer, Michael
74
Bahmani-Oskooee, Mohsen
73
Wang, Yudong
64
Pierdzioch, Christian
61
Faff, Robert W.
60
Kang, Sang Hoon
60
Zhang, Yaojie
59
Caporale, Guglielmo Maria
58
Demirer, Rıza
58
Brooks, Robert
55
Mensi, Walid
55
Bali, Turan G.
54
Bollerslev, Tim
53
Salisu, Afees A.
52
Lucey, Brian M.
50
Nguyen, Duc Khuong
50
Kumar, Dilip
48
Apergēs, Nikolaos
47
Balcilar, Mehmet
47
Fabozzi, Frank J.
46
Gil-Alaña, Luis A.
46
Ryu, Doojin
46
Zhang, Wei
46
Cakici, Nusret
45
Corbet, Shaen
45
Liang, Chao
45
Sehgal, Sanjay
45
Shahzad, Syed Jawad Hussain
45
Yin, Libo
43
Yoon, Seong-min
43
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Energy economics
13
International review of financial analysis
13
The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
9
International review of economics & finance : IREF
6
Research in international business and finance
5
Pacific-Basin finance journal
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Applied economics
2
Borsa Istanbul Review
2
Financial innovation : FIN
2
International journal of finance & economics : IJFE
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Journal of multinational financial management
2
Applied financial economics
1
Asian Pacific economic literature
1
Australian economic papers
1
Cogent economics & finance
1
Defence and peace economics
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
Financial management : FM
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of commerce and management
1
International journal of emerging markets
1
International journal of energy sector management
1
International journal of forecasting
1
International journal of monetary economics and finance
1
Journal of behavioral and experimental finance
1
Journal of economic and administrative sciences
1
Journal of economic development
1
Journal of financial stability
1
OPEC energy review
1
Risk management : an international journal
1
The Chinese economy : translations and studies
1
The North American journal of economics and finance : a journal of theory and practice
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of futures markets
1
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ECONIS (ZBW)
102
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1
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10
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102
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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
From fears to recession? : time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic
Zhai, Pengxiang
;
Wu, Fei
;
Ji, Qiang
;
Nguyen, Duc Khuong
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 551-580
Persistent link: https://www.econbiz.de/10014469034
Saved in:
6
Unraveling the multiscale comovement of green bonds and structural shocks : an oil-driven analysis
Ur Rehman, Mobeen
;
Nautiyal, Neeraj
;
Zeitun, Rami
;
Xuan …
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014534803
Saved in:
7
Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications
Liu, Zhenhua
;
Ji, Qiang
;
Zhai, Pengxiang
;
Ding, Zhihua
- In:
Research in international business and finance
66
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462203
Saved in:
8
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:
9
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:
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
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