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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Tiwari, Aviral Kumar"
~subject:"ARCH model"
~subject:"EU countries"
~type_genre:"Article in journal"
~type_genre:"Case study"
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ARCH model
EU countries
Estimation
172
Schätzung
172
Time series analysis
107
Zeitreihenanalyse
107
Volatility
99
Volatilität
99
Börsenkurs
87
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87
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87
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87
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80
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Caporale, Guglielmo Maria
Tiwari, Aviral Kumar
Gros, Daniel
74
Belke, Ansgar
72
De Grauwe, Paul
71
Ma, Feng
61
Apergēs, Nikolaos
52
McAleer, Michael
52
Gupta, Rangan
51
Haan, Jakob de
48
Eichengreen, Barry
47
Williams, Colin C.
46
Hughes Hallett, Andrew
45
Afonso, António
43
Nicolaïdes, Phedon A.
43
Rodríguez-Pose, Andrés
43
Wolff, Guntram B.
43
Sapir, André
42
Chevallier, Julien
41
Sosvilla-Rivero, Simón
41
Begg, Iain
40
Hagen, Jürgen von
38
Nijkamp, Peter
38
Serletis, Apostolos
36
Artis, Michael J.
35
Egger, Peter
35
Issing, Otmar
35
Bouri, Elie
34
Scharrer, Hans-Eckart
33
Arestis, Philip
32
Beetsma, Roel
32
Hamori, Shigeyuki
32
Kang, Sang Hoon
32
Kumar, Dilip
32
Tsionas, Efthymios G.
32
Eijffinger, Sylvester C. W.
31
Hammoudeh, Shawkat
31
McMillan, David G.
31
Demertzis, Maria
30
Heinemann, Friedrich
30
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Finance research letters
6
Research in international business and finance
6
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5
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3
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3
International review of economics & finance : IREF
3
Journal of international money and finance
3
Computational economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of finance & economics : IJFE
2
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2
National Institute economic review
2
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2
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Comparative economic studies
1
Eastern economic journal
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Economics letters
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Empirica : journal of european economics
1
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1
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of monetary economics and finance
1
International review of financial analysis
1
Journal of Asia Pacific business
1
Journal of banking & finance
1
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
1
Journal of commodity markets
1
Journal of economic integration
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial stability
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Journal of macroeconomics
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1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Review of international economics
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Review of world economics
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Technological forecasting & social change : an international journal
1
The European journal of finance
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ECONIS (ZBW)
74
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Quantile risk spillovers between energy and agricultural commodity markets : evidence from pre and during COVID-19 outbreak
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
113
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013540565
Saved in:
8
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
9
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
10
Effects of price of gold on Bombay stock exchange sectoral indices : new evidence for portfolio risk management
Trabelsi, Nader
;
Gozgor, Giray
;
Tiwari, Aviral Kumar
; …
- In:
Research in international business and finance
55
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013264668
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