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~person:"Bouri, Elie"
~person:"Karanasos, Menelaos"
~subject:"Capital income"
~subject:"volatility feedback"
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Capital income
volatility feedback
ARCH-Modell
91
ARCH model
88
Volatilität
67
Volatility
64
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31
Estimation
28
Aktienmarkt
26
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Bouri, Elie
Karanasos, Menelaos
Gupta, Rangan
35
Engle, Robert F.
19
Caporale, Guglielmo Maria
18
Kumar, Dilip
18
McAleer, Michael
18
Ma, Feng
17
Chiang, Thomas C.
16
Chang, Chia-Lin
14
Spagnolo, Nicola
14
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13
Bauwens, Luc
12
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11
Floros, Christos
11
Teräsvirta, Timo
11
Zhang, Yaojie
11
Zhu, Jie
11
Brooks, Robert
10
Conrad, Christian
10
Haas, Markus
10
Huang, Zhuo
10
Tiwari, Aviral Kumar
10
Christensen, Bent Jesper
9
Koopman, Siem Jan
9
Ledoit, Olivier
9
Mansur, Iqbal
9
Nielsen, Morten Ørregaard
9
Spagnolo, Fabio
9
Wolf, Michael
9
Ardia, David
8
Bohl, Martin T.
8
Bollerslev, Tim
8
Hansen, Peter Reinhard
8
Li, Yan
8
Liang, Chao
8
Mittnik, Stefan
8
Prokopczuk, Marcel
8
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8
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8
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Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften
1
KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC)
1
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Department of Economics working paper series
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ECONIS (ZBW)
27
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1
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
2
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
Saved in:
3
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
4
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
5
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
6
Time-varying jump intensity and volatility forecasting of crude oil returns
Zhang, Lei
;
Chen, Yan
;
Bouri, Elie
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014559002
Saved in:
7
The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions
Bouri, Elie
;
Hammoud, Rami
;
Kassm, Christina Abou
- In:
Energy economics
120
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014284683
Saved in:
8
Return and volatility properties : stylized facts from the universe of cryptocurrencies and NFTs
Ghosh, Bikramaditya
;
Bouri, Elie
;
Wee, Jung Bum
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432708
Saved in:
9
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
Saved in:
10
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
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