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~person:"Girma, Sourafel"
~person:"Hammoudeh, Shawkat"
~subject:"Volatilität"
~type:"article"
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Volatilität
Spillover effect
41
Spillover-Effekt
41
Volatility
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14
Foreign investment
14
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13
Oil price
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Girma, Sourafel
Hammoudeh, Shawkat
Kang, Sang Hoon
36
Mensi, Walid
29
Bouri, Elie
28
Xuan Vinh Vo
22
Tiwari, Aviral Kumar
17
Gupta, Rangan
16
Yoon, Seong-min
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Lau, Chi Keung
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Sehgal, Sanjay
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Umar, Zaghum
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Hamori, Shigeyuki
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Maitra, Debasish
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Ngo Thai Hung
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Yarovaya, Larisa
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Abakah, Emmanuel Joel Aikins
9
Ji, Qiang
9
Kumar, Dilip
9
Brooks, Robert
8
Corbet, Shaen
8
Naeem, Muhammad Abubakr
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Nguyen, Duc Khuong
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Shahzad, Syed Jawad Hussain
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Spagnolo, Nicola
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Wohar, Mark E.
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Caporale, Guglielmo Maria
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Chi, Xie
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Floros, Christos
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Guesmi, Khaled
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Liow, Kim Hiang
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The North American journal of economics and finance : a journal of financial economics studies
5
Energy economics
4
Applied economics
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of economics & finance : IREF
1
Journal of banking & finance
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Pacific-Basin finance journal
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ECONIS (ZBW)
18
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1
Nonlinearity in the causality and systemic risk
spillover
between the OPEC oil and GCC equity markets : a pre- and post-financial crisis analysis
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
3
,
pp. 1027-1103
Persistent link: https://www.econbiz.de/10014330173
Saved in:
2
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:
3
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:
4
Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model
Hammoudeh, Shawkat
;
Mensi, Walid
;
Cho, Jin Seo
- In:
International economics : a journal published by CEPII …
170
(
2022
),
pp. 66-78
Persistent link: https://www.econbiz.de/10013368869
Saved in:
5
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Xuan Vinh Vo
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
6
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
7
Global financial crisis and
spillover
effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
8
Extreme dependence and risk spillovers between oil and Islamic stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Emerging markets review
34
(
2018
),
pp. 42-63
Persistent link: https://www.econbiz.de/10012114666
Saved in:
9
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Journal of banking & finance
75
(
2017
),
pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
Saved in:
10
Are Islamic indexes a safe haven for investors? : an analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis...
Hkiri, Besma
;
Hammoudeh, Shawkat
;
Aloui, Chaker
; …
- In:
Pacific-Basin finance journal
43
(
2017
),
pp. 124-150
Persistent link: https://www.econbiz.de/10011800663
Saved in:
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