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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Hasan, Iftekhar"
~person:"Ji, Qiang"
~person:"Nijkamp, Peter"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
Theorie
217
Theory
217
Estimation
149
Schätzung
149
Welt
129
World
129
USA
115
United States
115
EU countries
79
EU-Staaten
79
Volatility
79
Bank
76
Börsenkurs
66
Share price
66
Time series analysis
66
Zeitreihenanalyse
66
Netherlands
59
Niederlande
59
China
58
Aktienmarkt
50
Stock market
50
Capital income
48
Kapitaleinkommen
48
Bank lending
47
Kreditgeschäft
47
Economic growth
45
Cointegration
44
Wirtschaftswachstum
44
Kointegration
43
Oil price
40
Ölpreis
40
Innovation
39
Regional development
38
Regionalentwicklung
38
Impact assessment
36
Wirkungsanalyse
36
Risk
35
Risiko
34
Spillover effect
34
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Undetermined
54
Free
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Article
79
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Article in journal
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111
Arbeitspapier
99
Graue Literatur
97
Non-commercial literature
97
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79
Conference paper
2
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2
Amtsdruckschrift
1
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1
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1
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1
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English
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Caporale, Guglielmo Maria
Hasan, Iftekhar
Ji, Qiang
Nijkamp, Peter
Gupta, Rangan
152
Bouri, Elie
87
Ma, Feng
87
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
63
Tiwari, Aviral Kumar
58
Kang, Sang Hoon
53
Bollerslev, Tim
51
McMillan, David G.
49
Mensi, Walid
48
Wohar, Mark E.
48
Xuan Vinh Vo
45
Kumar, Dilip
44
Wang, Yudong
44
Pierdzioch, Christian
40
Zhang, Yaojie
40
Andersen, Torben
39
Demirer, Rıza
38
Corbet, Shaen
37
Wei, Yu
37
Salisu, Afees A.
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Hegerty, Scott W.
35
Yoon, Seong-min
35
Lucey, Brian M.
34
Todorov, Viktor
34
Liang, Chao
33
Roubaud, David
33
Brooks, Robert
32
Apergēs, Nikolaos
31
Zhang, Jin E.
31
Asai, Manabu
30
Gil-Alaña, Luis A.
30
Hamori, Shigeyuki
30
Ryu, Doojin
30
Serletis, Apostolos
30
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Energy economics
11
Finance research letters
8
Research in international business and finance
7
International review of financial analysis
6
Journal of international money and finance
4
International journal of finance & economics : IJFE
3
Journal of applied economics
2
Journal of economics and finance
2
Journal of economics and finance : JEF
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Review of international economics
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics letters
1
Applied financial economics letters
1
China economic review : an international journal
1
Computational economics
1
Eastern economic journal
1
Economics letters
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European financial management : the journal of the European Financial Management Association
1
Financial management : FM
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 journal of forecasting
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of economic integration
1
Journal of empirical finance
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
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
OPEC energy review
1
Open economies review
1
The European journal of finance
1
The Manchester School
1
The journal of corporate finance : contracting, governance and organization
1
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ECONIS (ZBW)
79
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1
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79
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1
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:
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
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:
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
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
Saved in:
6
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
Saved in:
7
Predicting natural gas futures' volatility using climate risks
Guo, Kun
;
Liu, Fengqi
;
Sun, Xiaolei
;
Zhang, Dayong
;
Ji, …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473296
Saved in:
8
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
9
Extreme risk spillover between crude oil price and financial factors
Zhao, Wan-Li
;
Fan, Ying
;
Ji, Qiang
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10013341434
Saved in:
10
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
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