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~person:"Dhaoui, Abderrazak"
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EGARCH
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Estimation
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Oil price
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Schätzung
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Volatilität
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oil price shocks
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stock market return
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sector stock returns
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Dhaoui, Abderrazak
Filis, George
17
Bhattacharyya, Sambit
10
Winkler, Roland C.
10
Wohltmann, Hans-Werner
10
Baas, Timo
9
Collier, Paul
9
Kilian, Lutz
9
Belke, Ansgar
8
Degiannakis, Stavros
8
Goderis, Benedikt
8
Fry, Renée
7
Gao, Liping
7
Gubler, Matthias
7
Hertweck, Matthias S.
7
Jones, Callum
7
Kent, Christopher
7
Kim, Hyeongwoo
7
Benk, Szilárd
6
Farzanegan, Mohammad Reza
6
Gillman, Max
6
Ishak, Phoebe W.
6
Manera, Matteo
6
Mocking, Remco
6
Ratti, Ronald A.
6
Serletis, Apostolos
6
Williamson, Jeffrey G.
6
Addison, Tony
5
Chatziantoniou, Ioannis
5
Ellwanger, Reinhard
5
Ghoshray, Atanu
5
Gupta, Rangan
5
Güntner, Jochen
5
Kang, Wensheng
5
Montoro, Carlos
5
Narciso, Gaia
5
Raghavan, Mala
5
Saba, Richard
5
Al-Mulali, Usama
4
Al-hajj, Ekhlas
4
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Institut für Weltwirtschaft (IfW)
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Economics / Discussion papers : the open-access, open-assessment e-journal
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Economics Discussion Papers
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Economics Discussion Papers / Institut für Weltwirtschaft (IfW)
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Journal of economic integration
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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EconStor
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1
Identifying asymmetric responses of sectoral equities to oil
price
shocks
in a NARDL model
Dhaoui, Abderrazak
;
Chevallier, Julien
;
Ma, Feng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012507450
Saved in:
2
Empirical linkage between oil price and stock market returns and volatility: Evidence from international developed markets
Dhaoui, Abderrazak
;
Khraief, Naceur
-
Institut für Weltwirtschaft (IfW)
-
2014
This paper examines empirically whether oil
price
shocks
impact stock market returns. Using monthly data for eight …
Persistent link: https://www.econbiz.de/10010956152
Saved in:
3
Empirical linkage between oil price and stock market returns and volatility: Evidence from international developed markets
Dhaoui, Abderrazak
;
Khraief, Naceur
-
2014
This paper examines empirically whether oil
price
shocks
impact stock market returns. Using monthly data for eight …
Persistent link: https://www.econbiz.de/10010334219
Saved in:
4
Empirical linkage between oil price and stock market returns and volatility : evidence from international developed markets
Dhaoui, Abderrazak
;
Khraief, Naceur
-
2014
This paper examines empirically whether oil
price
shocks
impact stock market returns. Using monthly data for eight …
Persistent link: https://www.econbiz.de/10010257720
Saved in:
5
The asymmetric responses of stock markets
Dhaoui, Abderrazak
;
Goutte, Stéphane
;
Guesmi, Khaled
- In:
Journal of economic integration
33
(
2018
)
1
,
pp. 1096-1140
Persistent link: https://www.econbiz.de/10011903559
Saved in:
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