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~accessRights:"restricted"
~person:"Shahzad, Syed Jawad Hussain"
~person:"Zaremba, Adam"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
~type_genre:"Übersichtsarbeit"
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69
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Shahzad, Syed Jawad Hussain
Zaremba, Adam
Gupta, Rangan
125
Bouri, Elie
72
Tsionas, Efthymios G.
68
Lee, Chien-chiang
66
Tiwari, Aviral Kumar
59
Cheng, T. C. E.
55
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53
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52
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51
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47
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46
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45
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44
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44
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41
Xuan Vinh Vo
41
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39
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39
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38
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35
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35
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12
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11
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6
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6
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3
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3
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3
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3
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2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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2
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2
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1
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41
The momentum effect in country-level stock market anomalies
Zaremba, Adam
- In:
Economic research
31
(
2018
)
1,1
,
pp. 703-721
Persistent link: https://www.econbiz.de/10012486546
Saved in:
42
Commodity financialisation and price co-movement : lessons from two centuries of evidence
Zaremba, Adam
;
Umar, Zaghum
;
Mikutowski, Mateusz
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012490185
Saved in:
43
Investor sentiment and dollar-pound exchange rate returns : evidence from over a century of data using a cross-quantilogram approach
Shahzad, Syed Jawad Hussain
;
Kyei, Clement Kweku
; …
- In:
Finance research letters
38
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012490225
Saved in:
44
Inflation hedging in the long run : practical perspectives from seven centuries of commodity prices
Zaremba, Adam
;
Szczygielski, Jan J.
;
Umar, Zaghum
; …
- In:
The journal of alternative investments : JAI
24
(
2021
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10012613092
Saved in:
45
Oil price shocks, global financial markets and their connectedness
Demirer, Rıza
;
Ferrer, Román
;
Shahzad, Syed Jawad Hussain
- In:
Energy economics
88
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012515158
Saved in:
46
Tail dependence risk and spillovers between oil and food prices
Hanif, Waqas
;
Areola Hernandez, Jose
;
Shahzad, Syed …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 195-209
Persistent link: https://www.econbiz.de/10012655347
Saved in:
47
Regional and copula estimation effects on EU and US energy equity portfolios
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Shahzad, Syed …
- In:
Applied economics
52
(
2020
)
49
,
pp. 5311-5342
Persistent link: https://www.econbiz.de/10012307235
Saved in:
48
Causal flows between oil and forex markets using high-frequency data : asymmetries from good and bad volatility
Alam, Md. Samsul
;
Shahzad, Syed Jawad Hussain
;
Ferrer, …
- In:
Energy economics
84
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012183298
Saved in:
49
The sources of momentum in international government bond returns
Zaremba, Adam
;
Kambouris, George
- In:
Applied economics
51
(
2019
)
8
,
pp. 848-857
Persistent link: https://www.econbiz.de/10012196480
Saved in:
50
Is Bitcoin a better safe-haven investment than gold and commodities?
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Roubaud, David
; …
- In:
International review of financial analysis
63
(
2019
),
pp. 322-330
Persistent link: https://www.econbiz.de/10012207497
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