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accessRights:"restricted"
subject:"Wirtschaftswachstum"
~person:"Bouri, Elie"
~person:"Nonejad, Nima"
~subject:"Volatility"
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Wirtschaftswachstum
Volatility
Estimation
48
Schätzung
48
Volatilität
32
Welt
22
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22
Capital income
21
Forecasting model
21
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Bouri, Elie
Nonejad, Nima
Gupta, Rangan
64
Ma, Feng
24
Bahmani-Oskooee, Mohsen
21
Balcilar, Mehmet
21
Pierdzioch, Christian
20
Tiwari, Aviral Kumar
20
Wohar, Mark E.
18
Shahbaz, Muhammad
17
Todorov, Viktor
16
Xuan Vinh Vo
16
Apergēs, Nikolaos
15
Hammoudeh, Shawkat
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Kang, Sang Hoon
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Mensi, Walid
15
Lee, Chien-chiang
14
Zhu, Huiming
14
Bollerslev, Tim
13
Gil-Alaña, Luis A.
13
Li, Jia
13
Pradhan, Rudra Prakash
13
Wei, Yu
13
Yoon, Seong-min
13
Wu, Xinyu
12
Jawadi, Fredj
11
Kumar, Dilip
11
Sosvilla-Rivero, Simón
11
Wang, Yudong
11
Chevallier, Julien
10
Shahzad, Syed Jawad Hussain
10
Zhang, Yaojie
10
Arvin, B. Mak
9
Brooks, Robert
9
Demirer, Rıza
9
Ji, Qiang
9
Kelly, Bryan T.
9
McAleer, Michael
9
Yin, Libo
9
Caporale, Guglielmo Maria
8
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Energy economics
7
International review of financial analysis
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of international financial markets, institutions & money
2
The North American journal of economics and finance : a journal of financial economics studies
2
Economic modelling
1
Economic research
1
Economics letters
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
International review of economics & finance : IREF
1
Journal of behavioral and experimental finance
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Journal of risk
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1
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:
2
FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie
;
Kamal, Elham
;
Kinateder, Harald
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
Saved in:
3
Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi
;
Bouri, Elie
;
Gemici, Eray
- In:
Research in international business and finance
66
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014460654
Saved in:
4
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
5
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
6
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
Saved in:
7
The asymmetric relationship between returns and implied higher moments : evidence from the crude oil market
Zhang, Xinxin
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Gongqiu
- In:
Energy economics
109
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013283886
Saved in:
8
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
9
The size of good and bad volatility shocks does matter for spillovers
Bouri, Elie
;
Harb, Etienne
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013533155
Saved in:
10
Information transmission and hedging effectiveness for the pairs crude oil-gold and crude oil-Bitcoin during the COVID-19 outbreak
Yousaf, Imran
;
Ali, Shoaib
;
Bouri, Elie
;
Saeed, Tareq
- In:
Economic research
35
(
2022
)
1,2
,
pp. 1913-1934
Persistent link: https://www.econbiz.de/10014381000
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