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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Tiwari, Aviral Kumar"
~person:"Tsionas, Efthymios G."
~subject:"ARCH model"
~subject:"EU countries"
~type_genre:"Article in journal"
~type_genre:"Case study"
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ARCH model
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Caporale, Guglielmo Maria
Tiwari, Aviral Kumar
Tsionas, Efthymios G.
Gros, Daniel
75
Belke, Ansgar
72
De Grauwe, Paul
72
Ma, Feng
66
Apergēs, Nikolaos
54
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32
Kumar, Dilip
32
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31
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Finance research letters
6
Research in international business and finance
6
Applied economics letters
5
Energy economics
5
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4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
European journal of operational research : EJOR
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
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3
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National Institute economic review
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International review of financial analysis
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Journal of Asia Pacific business
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Journal of applied economics
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Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
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ECONIS (ZBW)
107
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1
Identifying export opportunities : empirical evidence from the Southern Euro Area countries
Konstantakopoulou, Ioanna
;
Tsionas, Efthymios G.
- In:
Open economies review
35
(
2024
)
1
,
pp. 41-70
Persistent link: https://www.econbiz.de/10014515663
Saved in:
2
Time-varying effects of the COVID-19 pandemic on stock markets and economic activity : evidence from the US and Europe
Caporale, Guglielmo Maria
;
Catik, A. Nazif
;
Helmi, …
- In:
Empirica : journal of european economics
51
(
2024
)
2
,
pp. 529-558
Persistent link: https://www.econbiz.de/10014557642
Saved in:
3
An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Technological forecasting & social change : an …
186PA
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014250438
Saved in:
4
Another look at contagion across United States and European financial markets : evidence from the credit default swaps markets
Tsionas, Efthymios G.
;
Apergēs, Nikolaos
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 1137-1155
Persistent link: https://www.econbiz.de/10014253359
Saved in:
5
CO2 emission allowances risk prediction with gas and GARCH models
Trabelsi, Nader
;
Tiwari, Aviral Kumar
- In:
Computational economics
61
(
2023
)
2
,
pp. 775-805
Persistent link: https://www.econbiz.de/10014228462
Saved in:
6
The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun
;
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Murphy, …
- In:
Journal of empirical finance
70
(
2023
),
pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
Saved in:
7
Shadow rates as a measure of the monetary policy stance : some international evidence
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Scottish journal of political economy : the journal of …
70
(
2023
)
5
,
pp. 399-422
Persistent link: https://www.econbiz.de/10014437258
Saved in:
8
The short-run and long-run effects of trade openness on financial development : some panel evidence for Europe
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3891-3901
Persistent link: https://www.econbiz.de/10014429199
Saved in:
9
Small and medium sized European firms and energy saving measures : the role of financing
Caporale, Guglielmo Maria
;
Donati, Cristiana
;
Spagnolo, …
- In:
Energy policy
179
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014478882
Saved in:
10
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014276628
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