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ARCH model
Theorie
120
Theory
120
Hedging
100
Volatility
81
Volatilität
79
Capital income
71
Kapitaleinkommen
71
Stock market
71
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Börsenkurs
69
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Welt
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61
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53
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51
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51
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46
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45
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45
Forecasting model
43
Prognoseverfahren
43
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33
Behavioural finance
33
Portfolio selection
31
Portfolio-Management
31
Herdenverhalten
28
Herding
28
Commodity derivative
27
Rohstoffderivat
27
Oil price
26
Ölpreis
26
Emerging economies
24
Schwellenländer
24
ARCH-Modell
22
Schock
18
Shock
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Demirer, Rıza
14
Lien, Da-hsiang Donald
8
Gupta, Rangan
6
Li, Yang
4
Suleman, Muhammad Tahir
3
Hammoudeh, Shawkat
2
Niu, Zibo
2
Zhang, Hongwei
2
Badshah, Ihsan Ullah
1
Balcilar, Mehmet
1
Balcılar, Mehmet
1
Bathia, Deven
1
Bouri, Elie
1
Gillas, Konstantinos Gkillas
1
Karmakar, Sayar
1
Kotzé, Kevin
1
Lai, Yu-Sheng
1
Lee, Geul
1
Luo, Jiawen
1
Nguyen, Duc Khuong
1
Omay, Tolga
1
Pierdzioch, Christian
1
Salisu, Afees A.
1
Tse, Yiu Kuen
1
Tsui, Albert K.
1
Xu, Yingying
1
Yüksel, Aslı
1
Yüksel, Aydın
1
Zhang, Yuyin
1
Ҫepni, Oğuzhan
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Economics letters
3
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2
Energy economics
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of futures markets
2
Applied financial economics
1
Economia politica : journal of analytical and institutional economics
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of multinational financial management
1
Research in international business and finance
1
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ECONIS (ZBW)
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1
Can advanced markets help diversify risks in frontier stock markets? : evidence from Gulf Arab stock markets
Demirer, Rıza
- In:
Research in international business and finance
29
(
2013
),
pp. 77-98
Persistent link: https://www.econbiz.de/10009759908
Saved in:
2
Investor herds and regime-switching : evidence from Gulf Arab stock markets
Balcilar, Mehmet
;
Demirer, Rıza
;
Hammoudeh, Shawkat
- In:
Journal of international financial markets, …
23
(
2013
),
pp. 295-321
Persistent link: https://www.econbiz.de/10009707497
Saved in:
3
Bitcoin mining activity and volatility dynamics in the power market
Karmakar, Sayar
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
209
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013209321
Saved in:
4
Unemployment fluctuations and currency returns in the United Kingdom : Evidence from over one and a half century of data
Bathia, Deven
;
Demirer, Rıza
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Journal of multinational financial management
61
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012887858
Saved in:
5
Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk
Balcılar, Mehmet
;
Demirer, Rıza
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
54
(
2016
),
pp. 159-172
Persistent link: https://www.econbiz.de/10011662798
Saved in:
6
Global risk aversion and emerging market return comovements
Demirer, Rıza
;
Omay, Tolga
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Economics letters
173
(
2018
),
pp. 118-121
Persistent link: https://www.econbiz.de/10012022952
Saved in:
7
Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
167
(
2018
),
pp. 36-39
Persistent link: https://www.econbiz.de/10012015767
Saved in:
8
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
9
The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging
Badshah, Ihsan Ullah
;
Demirer, Rıza
;
Suleman, Muhammad …
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012182796
Saved in:
10
On the volatility transmission between oil and stock markets : a comparison of emerging importers and exporters
Bouri, Elie
;
Demirer, Rıza
- In:
Economia politica : journal of analytical and …
33
(
2016
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10011637703
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