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~language:"eng"
~person:"Brooks, Robert D."
~person:"Ji, Qiang"
~person:"Xuan Vinh Vo"
~subject:"Capital income"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Capital income
Volatilität
Welt
96
World
96
Volatility
84
Spillover effect
70
Spillover-Effekt
70
Aktienmarkt
66
Estimation
66
Schätzung
66
Stock market
66
Oil price
57
Ölpreis
57
Viet Nam
42
Vietnam
42
Börsenkurs
41
Kapitaleinkommen
41
Share price
41
Risiko
39
Risk
39
Coronavirus
36
ARCH model
33
ARCH-Modell
33
China
33
USA
32
United States
32
Emerging economies
27
Impact assessment
27
Schwellenländer
27
Wirkungsanalyse
27
Portfolio selection
24
Portfolio-Management
24
COVID-19
21
Forecasting model
21
Prognoseverfahren
21
Commodity derivative
20
Rohstoffderivat
20
Financial market
19
Finanzmarkt
19
Climate change
18
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Undetermined
85
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13
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Article
102
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4
Type of publication (narrower categories)
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Article in journal
Graue Literatur
Aufsatz in Zeitschrift
102
Arbeitspapier
4
Non-commercial literature
4
Working Paper
4
Conference paper
1
Konferenzbeitrag
1
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Language
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English
Author
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Brooks, Robert D.
Ji, Qiang
Xuan Vinh Vo
Gupta, Rangan
290
McAleer, Michael
244
Caporale, Guglielmo Maria
195
Bouri, Elie
123
Pierdzioch, Christian
109
Ma, Feng
107
Zaremba, Adam
106
McMillan, David G.
104
Bollerslev, Tim
100
Wohar, Mark E.
94
Chang, Chia-Lin
91
Tiwari, Aviral Kumar
90
Andersen, Torben
88
Gil-Alaña, Luis A.
88
Hammoudeh, Shawkat
88
Diebold, Francis X.
81
Narayan, Paresh Kumar
76
Bahmani-Oskooee, Mohsen
73
Bekaert, Geert
73
Spagnolo, Nicola
73
Faff, Robert W.
65
Härdle, Wolfgang
65
Salisu, Afees A.
65
Wang, Yudong
65
Bali, Turan G.
64
Demirer, Rıza
64
Timmermann, Allan
63
Guidolin, Massimo
62
Kang, Sang Hoon
60
Koopman, Siem Jan
60
Plastun, Alex
60
Zhang, Yaojie
59
Engle, Robert F.
57
Lux, Thomas
57
Asai, Manabu
56
Brooks, Robert
56
Caporin, Massimiliano
56
Clements, Adam
56
Mensi, Walid
56
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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
Department of Economics working paper series
4
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
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ECONIS (ZBW)
106
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106
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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
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
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
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:
5
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
6
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:
7
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:
8
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
9
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:
10
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
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