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~person:"Kočenda, Evžen"
~person:"Roubaud, David"
~subject:"Finanzkrise"
~subject:"Stock market"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Finanzkrise
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Volatility
51
Volatilität
51
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16
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16
Aktienmarkt
14
Spillover effect
14
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Kočenda, Evžen
Roubaud, David
Gupta, Rangan
80
Ma, Feng
70
Hammoudeh, Shawkat
47
Bouri, Elie
41
Kang, Sang Hoon
39
Mensi, Walid
39
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35
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31
Tiwari, Aviral Kumar
30
Wang, Yudong
30
Xuan Vinh Vo
29
Demirer, Rıza
28
Salisu, Afees A.
27
Liang, Chao
26
Ji, Qiang
25
Wohar, Mark E.
25
Yoon, Seong-min
24
Filis, George
22
Wen, Fenghua
22
Shahzad, Syed Jawad Hussain
21
Pierdzioch, Christian
20
Yin, Libo
20
Brooks, Robert
19
Nguyen, Duc Khuong
18
Umar, Zaghum
18
Caporale, Guglielmo Maria
17
Chiang, Thomas C.
17
Corbet, Shaen
17
Uddin, Mohammed Gazi Salah
17
Zhu, Huiming
17
Aloui, Chaker
16
Balcilar, Mehmet
16
Guesmi, Khaled
16
Kumar, Dilip
16
Lu, Xinjie
16
Degiannakis, Stavros
15
Li, Yan
15
Lin, Boqiang
15
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics
2
International review of economics & finance : IREF
1
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ECONIS (ZBW)
23
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1
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
2
Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Applied economics
55
(
2023
)
12
,
pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
Saved in:
3
The hedge asset for BRICS stock markets : bitcoin, gold or VIX
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ur Rehman, Mobeen
- In:
The world economy : the leading journal on …
45
(
2022
)
1
,
pp. 292-316
Persistent link: https://www.econbiz.de/10012818937
Saved in:
4
Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness
Asadi, Mehrad
;
Roubaud, David
;
Tiwari, Aviral Kumar
- In:
Energy economics
109
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013283917
Saved in:
5
Spillovers in higher-order moments of crude oil, gold, and bitcoin
Gillas, Konstantinos Gkillas
;
Bouri, Elie
;
Gupta, Rangan
; …
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 398-406
Persistent link: https://www.econbiz.de/10013335879
Saved in:
6
Causal nexus between crude oil and US corporate bonds
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Hernandez, …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 577-589
Persistent link: https://www.econbiz.de/10012655570
Saved in:
7
Rare earth and allied sectors in stock markets : extreme dependence of return and volatility
Bouri, Elie
;
Kanjilal, Kakali
;
Ghosh, Sajal
;
Roubaud, David
- In:
Applied economics
53
(
2021
)
49
,
pp. 5710-5730
Persistent link: https://www.econbiz.de/10012626945
Saved in:
8
Dynamics and determinants of spillovers across the option-implied volatilities of US equities
Bouri, Elie
;
Lucey, Brian M.
;
Roubaud, David
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 257-264
Persistent link: https://www.econbiz.de/10012416566
Saved in:
9
Exchange rate comovements, hedging and volatility spillovers on new EU forex markets
Kočenda, Evžen
;
Moravcová, Michala
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 42-64
Persistent link: https://www.econbiz.de/10012127823
Saved in:
10
Testing the oil price efficiency using various measures of long-range dependence
Tiwari, Aviral Kumar
;
Kumar, Satish
;
Pathak, Rajesh
; …
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012183291
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