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~person:"Malik, Farooq"
~subject:"Capital income"
~subject:"Exchange rate"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Exchange rate
ARCH model
17
ARCH-Modell
17
Volatility
17
Volatilität
17
Estimation
11
Schätzung
11
GARCH
10
Structural break
10
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10
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Aufsatz in Zeitschrift
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6
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Malik, Farooq
Gupta, Rangan
22
Kumar, Dilip
18
Ma, Feng
18
Bouri, Elie
14
Chiang, Thomas C.
14
McAleer, Michael
11
McMillan, David G.
11
Wu, Xinyu
11
Bahmani-Oskooee, Mohsen
10
Han, Young Wook
10
Zhang, Yaojie
10
Brooks, Robert
9
Floros, Christos
9
Tiwari, Aviral Kumar
9
Yoon, Seong-min
9
Li, Yan
8
Liang, Chao
8
Nguyen, Duc Khuong
8
Tsui, Albert K.
8
Wang, Yudong
8
Chevallier, Julien
7
Elyasiani, Elyas
7
Hamori, Shigeyuki
7
Huang, Zhuo
7
Lyócsa, Štefan
7
Mansur, Iqbal
7
Mensi, Walid
7
Molnár, Peter
7
Nonejad, Nima
7
Speight, Alan E. H.
7
Wei, Yu
7
Xuan Vinh Vo
7
Asai, Manabu
6
Chang, Chia-Lin
6
Chen, Cathy W. S.
6
Choudhry, Taufiq
6
Degiannakis, Stavros
6
Demirer, Rıza
6
Kang, Sang Hoon
6
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Review of quantitative finance and accounting
2
International review of economics & finance : IREF
1
Journal of multinational financial management
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
6
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1
Volatility spillover among sector equity returns under structural breaks
Malik, Farooq
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
Saved in:
2
Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
Saved in:
3
Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
Saved in:
4
Estimating downside risk in stock returns under structural breaks
Hood, Matthew
;
Malik, Farooq
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 102-112
Persistent link: https://www.econbiz.de/10012034196
Saved in:
5
Revisiting the relationship between risk and return
Malik, Farooq
- In:
Review of quantitative finance and accounting
44
(
2015
)
1
,
pp. 25-40
Persistent link: https://www.econbiz.de/10011327668
Saved in:
6
Sudden changes in variance and volatility persistence in foreign exchange markets
Malik, Farooq
- In:
Journal of multinational financial management
13
(
2003
)
3
,
pp. 217-230
Persistent link: https://www.econbiz.de/10001753725
Saved in:
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