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~person:"Andersen, Torben"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Degiannakis, Stavros"
~person:"Ghysels, Eric"
~person:"Hammoudeh, Shawkat"
~person:"Yoon, Seong-min"
~subject:"Aktienmarkt"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Aktienmarkt
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372
Estimation
101
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101
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Andersen, Torben
Bahmani-Oskooee, Mohsen
Degiannakis, Stavros
Ghysels, Eric
Hammoudeh, Shawkat
Yoon, Seong-min
McAleer, Michael
290
Gupta, Rangan
225
Caporale, Guglielmo Maria
168
Bollerslev, Tim
144
Chang, Chia-Lin
110
Diebold, Francis X.
104
Bouri, Elie
103
Pierdzioch, Christian
95
Spagnolo, Nicola
91
Aizenman, Joshua
90
Ma, Feng
89
Bekaert, Geert
78
Koopman, Siem Jan
73
Engle, Robert F.
72
Härdle, Wolfgang
71
Todorov, Viktor
68
McMillan, David G.
67
Caporin, Massimiliano
65
Tiwari, Aviral Kumar
62
Asai, Manabu
61
Chiarella, Carl
61
Kočenda, Evžen
61
Hautsch, Nikolaus
59
Lux, Thomas
57
Corbet, Shaen
55
Gil-Alaña, Luis A.
55
Kang, Sang Hoon
55
Wohar, Mark E.
55
Lucey, Brian M.
54
Buch, Claudia M.
53
Clements, Adam
52
Caballero, Ricardo J.
51
Christoffersen, Peter F.
51
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50
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26
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Finance research letters
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International review of applied economics
3
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Journal of empirical finance
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Journal of financial economics
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3
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ECONIS (ZBW)
363
RePEc
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31
Green bonds and oil price shocks and uncertainty : a safe haven analysis
Mokni, Khaled
;
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ajmi, …
- In:
International economics : a journal published by CEPII …
172
(
2022
),
pp. 238-254
Persistent link: https://www.econbiz.de/10014339415
Saved in:
32
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
33
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
34
On the stationarity of futures hedge ratios
Degiannakis, Stavros
;
Floros, Christos
;
Salvador, Enrique
; …
- In:
Operational research : an international journal
22
(
2022
)
3
,
pp. 2281-2303
Persistent link: https://www.econbiz.de/10013443633
Saved in:
35
The effect of exchange rate volatility on U.S. bilateral trade with Africa : a symmetric and asymmetric analysis
Bahmani-Oskooee, Mohsen
;
Arize, Augustine Chuck
- In:
Economic systems
46
(
2022
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10013202865
Saved in:
36
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:
37
U.K.-German commodity trade and exchange-rate volatility : an asymmetric analysis
Bahmani-Oskooee, Mohsen
;
Karamelikli, Huseyin
- In:
The International trade journal
36
(
2022
)
4
,
pp. 288-305
Persistent link: https://www.econbiz.de/10013281205
Saved in:
38
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:
39
Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader
;
Tiwari, Aviral Kumar
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
Saved in:
40
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
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