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~isPartOf:"Journal of international financial markets, institutions & money"
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Chkili, Walid
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Journal of international financial markets, institutions & money
IMF Working Papers
392
Journal of econometrics
126
Economics letters
113
Finance research letters
99
Economic modelling
85
Applied economics
81
MPRA Paper
76
Physica A: Statistical Mechanics and its Applications
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Journal of banking & finance
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Energy economics
61
Journal of empirical finance
61
NBER Working Paper
59
NBER working paper series
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Discussion paper / Tinbergen Institute
56
International review of financial analysis
55
Research in international business and finance
55
Applied economics letters
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Working paper / National Bureau of Economic Research, Inc.
51
International review of economics & finance : IREF
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Computational economics
41
Econometric reviews
41
CESifo Working Paper
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Journal of international money and finance
37
Journal of risk and financial management : JRFM
35
The North American journal of economics and finance : a journal of financial economics studies
34
International journal of theoretical and applied finance
33
Discussion paper series / IZA
30
European journal of operational research : EJOR
30
International journal of forecasting
29
Journal of forecasting
29
Econometric theory
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
27
The review of financial studies
27
CREATES research paper
26
Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
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1
Instabilities in the relationships and hedging strategies between crude oil and US stock markets : do long memory and asymmetry matter?
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 354-366
Persistent link: https://www.econbiz.de/10011299818
Saved in:
2
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
22
(
2012
)
4
,
pp. 738-757
Persistent link: https://www.econbiz.de/10009582536
Saved in:
3
Value-at-Risk under Lévy GARCH models : evidence from global stock markets
Slim, Skander
;
Koubaa, Yosra
;
BenSaïda, Ahmed
- In:
Journal of international financial markets, …
46
(
2017
),
pp. 30-53
Persistent link: https://www.econbiz.de/10011745291
Saved in:
4
A multifractal model of asset (in)variances
Grobys, Klaus
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014433281
Saved in:
5
Volatility spillovers and dynamic
correlation
in European bond markets
Skintzi, Vasiliki D.
;
Refenes, Apostolos-Paul
- In:
Journal of international financial markets, …
16
(
2006
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10003285772
Saved in:
6
Volatility transmission between stock and bond markets
Steeley, James M.
- In:
Journal of international financial markets, …
16
(
2006
)
1
,
pp. 71-86
Persistent link: https://www.econbiz.de/10003285791
Saved in:
7
Dynamic correlations and volatility effects in the Balkan equity markets
Syriopoulos, Theodore
;
Roumpis, Efthimios
- In:
Journal of international financial markets, …
19
(
2009
)
4
,
pp. 565-587
Persistent link: https://www.econbiz.de/10003879499
Saved in:
8
International stock markets interactions and conditional correlations
Savva, Christos S.
- In:
Journal of international financial markets, …
19
(
2009
)
4
,
pp. 645-661
Persistent link: https://www.econbiz.de/10003879516
Saved in:
9
Volatility and
correlation
in international stock markets and the role of exchange rate fluctuations
Mun, Kyung-chun
- In:
Journal of international financial markets, …
17
(
2007
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10003413272
Saved in:
10
Comovements in international stock markets
Morana, Claudio
;
Beltratti, Andrea
- In:
Journal of international financial markets, …
18
(
2008
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10003710300
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