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person:"Bahmani-Oskooee, Mohsen"
~subject:"ARCH model"
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Search: subject_exact:"Volatility"
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ARCH model
Volatility
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exchange rate volatility
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Bahmani-Oskooee, Mohsen
McAleer, Michael
125
Chang, Chia-Lin
64
Ma, Feng
60
Gupta, Rangan
58
Bouri, Elie
36
Caporale, Guglielmo Maria
33
Bauwens, Luc
32
Kumar, Dilip
32
Zhang, Yaojie
30
Engle, Robert F.
28
Hansen, Peter Reinhard
25
McMillan, David G.
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Teräsvirta, Timo
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Hafner, Christian M.
23
Bollerslev, Tim
22
Herwartz, Helmut
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Kang, Sang Hoon
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Wang, Yudong
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Wei, Yu
22
Caporin, Massimiliano
21
Hammoudeh, Shawkat
21
Liang, Chao
21
Conrad, Christian
20
Serletis, Apostolos
20
Silvennoinen, Annastiina
20
Tiwari, Aviral Kumar
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Wu, Xinyu
20
Yoon, Seong-min
20
Laurent, Sébastien
19
Molnár, Peter
19
Spagnolo, Nicola
19
Diebold, Francis X.
18
Floros, Christos
18
Koopman, Siem Jan
18
Andersen, Torben
17
Degiannakis, Stavros
17
Hamori, Shigeyuki
17
Huang, Zhuo
17
Mittnik, Stefan
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Empirica : journal of european economics
3
Applied economics quarterly
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Economic issues
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Economic modelling
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of trade and global markets
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1
Exchange rate volatility and Turkey-EU commodity trade : an asymmetry analysis
Bahmani-Oskooee, Mohsen
;
Durmaz, Nazif
- In:
Empirica : journal of european economics
48
(
2021
)
2
,
pp. 429-482
Persistent link: https://www.econbiz.de/10012543870
Saved in:
2
Exchange rate volatility and domestic investment in G7 : are the effects asymmetric?
Bahmani-Oskooee, Mohsen
;
Baek, Jungho
- In:
Empirica : journal of european economics
48
(
2021
)
3
,
pp. 775-799
Persistent link: https://www.econbiz.de/10012588145
Saved in:
3
Exchange rate volatility and domestic consumption in the G7 : an asymmetric analysis
Bahmani-Oskooee, Mohsen
;
Baek, Jungho
- In:
Applied economics quarterly
67
(
2021
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10013165459
Saved in:
4
Exchange rate volatility and Turkey-US commodity trade : An asymmetry analysis
Bahmani-Oskooee, Mohsen
;
Karamelikli, Huseyin
- In:
Economic issues
25
(
2020
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012654879
Saved in:
5
Who is hurt by dollar-euro volatility in the euro zone?
Bahmani-Oskooee, Mohsen
;
Harvey, Hanafiah
- In:
International economics : a journal published by CEPII …
159
(
2019
),
pp. 36-47
Persistent link: https://www.econbiz.de/10012318801
Saved in:
6
Malaysia-EU trade at the industry level : is there an asymmetric response to exchange rate volatility?
Bahmani-Oskooee, Mohsen
;
Aftab, Muhammad
- In:
Empirica : journal of european economics
45
(
2018
)
3
,
pp. 425-455
Persistent link: https://www.econbiz.de/10012031218
Saved in:
7
On the asymmetric effects of exchange rate volatility on trade flows : new evidence from US-Malaysia trade at the industry level
Bahmani-Oskooee, Mohsen
;
Aftab, Muhammad
- In:
Economic modelling
63
(
2017
),
pp. 86-103
Persistent link: https://www.econbiz.de/10011813437
Saved in:
8
GARCH-based versus traditional measures of exchange-rate volatility : evidence from Korean industry trade
Bahmani-Oskooee, Mohsen
;
Baek, Jungho
;
Hegerty, Scott W.
- In:
International journal of trade and global markets
9
(
2016
)
2
,
pp. 103-136
Persistent link: https://www.econbiz.de/10011548174
Saved in:
9
Exchange rate uncertainty and trade flows between the United States and China : the agricultural versus the nonagricultural sector
Huchet-Bourdon, Marilyne
;
Bahmani-Oskooee, Mohsen
- In:
The Chinese economy
46
(
2013
)
2
,
pp. 29-53
Persistent link: https://www.econbiz.de/10009772554
Saved in:
10
Exchange rate volatility and US commodity trade with the rest of the world
Bahmani-Oskooee, Mohsen
;
Ardalani, Zohre
;
Bolhasani, Marzieh
- In:
International review of applied economics
24
(
2010
)
5
,
pp. 511-532
Persistent link: https://www.econbiz.de/10008822753
Saved in:
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