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Capital income
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Gupta, Rangan
121
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77
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75
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72
Zaremba, Adam
72
Diebold, Francis X.
66
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60
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52
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49
Bouri, Elie
46
Bali, Turan G.
44
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40
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39
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37
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37
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37
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37
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34
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33
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33
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32
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31
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Working paper / National Bureau of Economic Research, Inc.
344
The journal of finance : the journal of the American Finance Association
276
Finance research letters
235
Journal of banking & finance
235
Journal of financial economics
225
The review of financial studies
221
International review of financial analysis
216
Journal of empirical finance
184
Applied financial economics
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International review of economics & finance : IREF
164
NBER working paper series
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142
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Research in international business and finance
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Applied economics letters
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99
The journal of real estate finance and economics
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Review of quantitative finance and accounting
95
Economic modelling
91
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82
Discussion paper / Centre for Economic Policy Research
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73
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of forecasting
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Journal of economics and finance
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Research paper series / Swiss Finance Institute
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Global finance journal
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The financial review : the official publication of the Eastern Finance Association
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ECONIS (ZBW)
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1
The impact of uncertainty in the oil and gold market on the cross-section of stock returns
Bams, Dennis
;
Blanchard, Gildas
;
Honarvar, Iman
; …
-
2015
Persistent link: https://www.econbiz.de/10011547101
Saved in:
2
An inverted U-shaped crude oil price return-implied
volatility
relationship
Agbeyegbe, Terence D.
- In:
Review of financial economics : RFE
27
(
2015
),
pp. 28-45
Persistent link: https://www.econbiz.de/10011498314
Saved in:
3
Relationship between gold and stock markets during the global financial crisis : evidence from nonlinear causality tests
Choudhry, Taufiq
;
Ul Hassan, Syed Shabi
;
Shabi, Sarosh
- In:
International review of financial analysis
41
(
2015
),
pp. 247-256
Persistent link: https://www.econbiz.de/10011508942
Saved in:
4
Does crude oil price play an important role in explaining stock return behavior?
Chang, Kuang-liang
;
Yu, Shih-ti
- In:
Energy economics
39
(
2013
),
pp. 159-168
Persistent link: https://www.econbiz.de/10010234976
Saved in:
5
Volatility
spillovers between oil prices and stock returns : a focus on frontier markets
Gomes, Mathieu
;
Chaibi, Anissa
- In:
The journal of applied business research
30
(
2014
)
2
,
pp. 509-525
Persistent link: https://www.econbiz.de/10010353528
Saved in:
6
Oil prices and stock markets : does the effect of uncertainty change over time?
Joo, Young C.
;
Park, Sung Y.
- In:
Energy economics
61
(
2017
),
pp. 42-51
Persistent link: https://www.econbiz.de/10011737651
Saved in:
7
Volatility
spillover between stock returns and oil prices during the Covid-19 pandemic in ASEAN
Alexandri, Mohammad Benny
;
Supriyanto
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
1
,
pp. 126-133
Persistent link: https://www.econbiz.de/10013169343
Saved in:
8
The impact of oil prices on sectoral equity returns : evidence from UK and US stock market data
Falzon, Joseph
;
Castillo, Daniel
- In:
Journal of financial management, markets and institutions
1
(
2013
)
2
,
pp. 247-268
Persistent link: https://www.econbiz.de/10011949614
Saved in:
9
Forecasting
volatility
of European and Asian equity indices with Hansen's skew-t and fat tailed distributions, as well as with non-linear asymmetric effects
Gabrielsen, Alexandros
;
Sarmpezoudis, Sotirios
- In:
International journal of economic research
9
(
2012
)
2
,
pp. 243-263
Persistent link: https://www.econbiz.de/10009685246
Saved in:
10
International portfolio flows and exchange rate
volatility
in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
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