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~isPartOf:"Finance research letters"
~isPartOf:"International review of financial analysis"
~person:"An, Haizhong"
~person:"Caporale, Guglielmo Maria"
~subject:"Macro news"
~subject:"Volatility"
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An, Haizhong
Caporale, Guglielmo Maria
Bouri, Elie
23
Gupta, Rangan
16
Ma, Feng
16
Corbet, Shaen
14
Roubaud, David
14
Lucey, Brian M.
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9
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Xuan Vinh Vo
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Finance research letters
International review of financial analysis
CESifo working papers
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33
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1
Which time-frequency domain dominates spillover in the Chinese energy stock market?
Sun, Qingru
;
Gao, Xiangyun
;
An, Haizhong
;
Guo, Sui
; …
- In:
International review of financial analysis
73
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012803729
Saved in:
2
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
3
Macro news and exchange rates in the BRICS
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Finance research letters
21
(
2017
),
pp. 140-143
Persistent link: https://www.econbiz.de/10011807527
Saved in:
4
Identifying influential energy stocks based on spillover network
Wang, Ze
;
Gao, Xiangyun
;
An, Haizhong
;
Tang, Renwu
; …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012301082
Saved in:
5
Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
International review of financial analysis
45
(
2016
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
Saved in:
6
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
7
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
8
The impacts of climate policy uncertainty on stock markets : comparison between China and the US
Xu, Xin
;
Huang, Shupei
;
Lucey, Brian M.
;
An, Haizhong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014462184
Saved in:
9
Revealing dynamic intrinsic temporal and spatial scale characteristics of oil price volatility in bubble and non-bubble periods
Chen, Weijia
;
Huang, Shupei
;
An, Haizhong
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473286
Saved in:
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