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subject:"Announcement effect"
~isPartOf:"Applied economics"
~person:"Aloui, Chaker"
~subject:"Capital income"
~subject:"USA"
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Announcement effect
Capital income
USA
Aktienmarkt
2
Estimation
2
Kapitaleinkommen
2
Schätzung
2
Stock market
2
Anleihe
1
Bond
1
Börsenkurs
1
Hurst exponent
1
Islamic bonds
1
Islamic finance
1
Islamisches Finanzsystem
1
Markov chain
1
Markov-Kette
1
Mediterranean market
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Mediterranean region
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Mittelmeerraum
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Multivariate Verteilung
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Multivariate distribution
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Portfolio selection
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Portfolio-Management
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Share price
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State space model
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Stocks
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Structural break
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Zeitreihenanalyse
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copula
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persistence
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structural breaks
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switching regime models
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Aloui, Chaker
Zaremba, Adam
6
Ramiah, Vikash
5
Grobys, Klaus
4
Moosa, Imad A.
4
Atilgan, Yigit
3
Balli, Faruk
3
Balli, Hatice Ozer
3
Gupta, Rangan
3
Hernandez, Jose Arreola
3
Jawadi, Fredj
3
Kolari, James W.
3
Li, Bin
3
Long, Huaigang
3
Mateus, Cesario
3
Nartea, Gilbert V.
3
Nguyen, Duc Khuong
3
Tang, Gordon Y. N.
3
Wohar, Mark E.
3
Wu, Chongfeng
3
Yang, Chunpeng
3
Zhu, Huiming
3
Auer, Benjamin R.
2
Bai, Xuelian
2
Bessler, David A.
2
Bhargava, Vivek
2
Bonaparte, Yosef
2
Bouri, Elie
2
Chaudhry, Mukesh
2
Cheema, Muhammad A.
2
Chen, An-sing
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Demirtas, K. Ozgur
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Fabozzi, Frank J.
2
Faff, Robert W.
2
Ftiti, Zied
2
Gunaydin, A. Doruk
2
Guo, Haifeng
2
Hammoudeh, Shawkat
2
Huy Nguyen Anh Pham
2
Hwang, Sun Young
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Applied economics
Journal of international financial markets, institutions & money
2
Defence and peace economics
1
Economic modelling
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Energy policy
1
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ECONIS (ZBW)
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Are Islamic bonds a good safe haven for stocks? : implications for portfolio management in a time-varying regime-switching copula framework
Shahzad, Syed Jawad Hussain
;
Aloui, Chaker
;
Jammazi, Rania
- In:
Applied economics
51
(
2019
)
3
,
pp. 219-238
Persistent link: https://www.econbiz.de/10012160482
Saved in:
2
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets : a wavelet-based approach
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Applied economics
46
(
2014
)
22/24
,
pp. 2611-2622
Persistent link: https://www.econbiz.de/10010417178
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