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~isPartOf:"International review of financial analysis"
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A comparison of the stylised f...
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Capital income
502
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502
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419
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419
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333
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333
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237
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941
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Ma, Feng
15
Bouri, Elie
14
Guesmi, Khaled
11
Urquhart, Andrew
11
Xiong, Xiong
10
Goodell, John W.
9
Xuan Vinh Vo
9
Corbet, Shaen
8
Lau, Chi Keung
8
Yarovaya, Larisa
8
Zaremba, Adam
8
Brooks, Chris
6
Brooks, Robert
6
Clare, Andrew D.
6
Li, Youwei
6
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6
Roubaud, David
6
Shahzad, Syed Jawad Hussain
6
Yin, Libo
6
Choudhry, Taufiq
5
Fletcher, Jonathan
5
Floros, Christos
5
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5
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5
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5
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5
Hudson, Robert
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Ji, Qiang
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Li, Yan
5
Lin, Boqiang
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Lu, Xinjie
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Lucey, Brian M.
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Narayan, Paresh Kumar
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Sensoy, Ahmet
5
Uddin, Mohammed Gazi Salah
5
Wei, Yu
5
Zhong, Angel
5
Abid, Ilyes
4
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International review of financial analysis
NBER working paper series
1,665
Working paper / National Bureau of Economic Research, Inc.
1,541
Applied economics
1,440
Finance research letters
1,416
NBER Working Paper
1,351
Discussion paper series / IZA
1,085
Discussion paper / Centre for Economic Policy Research
1,047
The economic journal : the journal of the Royal Economic Society
1,036
Journal of banking & finance
1,012
Energy economics
881
Cmnd.
738
Applied financial economics
735
Economics letters
733
The economic history review : a journal of economic and social history
706
International review of economics & finance : IREF
693
IZA Discussion Paper
682
Working paper
678
Applied economics letters
676
Economic modelling
674
The South African journal of economics
672
Research in international business and finance
634
Journal of financial economics
606
Journal of empirical finance
599
Discussion paper
572
Scottish journal of political economy : the journal of the Scottish Economic Society
560
Journal of international financial markets, institutions & money
540
The North American journal of economics and finance : a journal of financial economics studies
538
IZA Discussion Papers
532
The journal of finance : the journal of the American Finance Association
532
CESifo working papers
524
The journal of futures markets
521
Journal of econometrics
511
Pacific-Basin finance journal
493
The European journal of finance
465
Journal of international money and finance
462
Oxford economic papers
426
Journal of risk and financial management : JRFM
416
The review of financial studies
414
Regional studies
412
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941
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1
Return-
volatility
relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
2
Economic fundamentals or investor perceptions? : the role of uncertainty in predicting long-term cryptocurrency
volatility
Fang, Tong
;
Su, Zhi
;
Yin, Libo
- In:
International review of financial analysis
71
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012439776
Saved in:
3
Bitcoin
price
volatility
transmission between spot and futures markets
Apostolakis, George N.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014543923
Saved in:
4
Spillovers of joint
volatility
-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
5
Enhancing cryptocurrency market
volatility
forecasting with daily dynamic tuning strategy
Feng, Lingbing
;
Qi, Jiajun
;
Lucey, Brian M.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543914
Saved in:
6
Asymmetric
volatility
in the cryptocurrency market : new evidence from models with structural breaks
Aharon, David Y.
;
Butt, Hassan Anjum
;
Jaffri, Ali
; …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460602
Saved in:
7
Intra- and inter-regional return and
volatility
spillovers across emerging and developed markets : evidence from stock indices and stock index futures
Yarovaya, Larisa
;
Brzeszczyński, Janusz
;
Lau, Chi Keung
- In:
International review of financial analysis
43
(
2016
),
pp. 96-114
Persistent link: https://www.econbiz.de/10011623719
Saved in:
8
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
9
GARCH
-M model with an asymmetric risk premium : distinguishing between "good" and "bad"
volatility
periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
10
Giver and the receiver : understanding spillover effects and predictive power in cross-market
Bitcoin
prices
Gillaizeau, Marc
;
Jayasekera, Ranadeva
;
Maaitah, Ahmad
; …
- In:
International review of financial analysis
63
(
2019
),
pp. 86-104
Persistent link: https://www.econbiz.de/10012207422
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