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subject:"Volatilität"
~person:"Bouri, Elie"
~subject:"Economic growth"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Economic growth
Schätztheorie
Estimation
36
Schätzung
36
Volatility
24
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14
Kapitaleinkommen
14
Welt
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Bouri, Elie
Gupta, Rangan
77
Bahmani-Oskooee, Mohsen
35
Pradhan, Rudra Prakash
35
Tiwari, Aviral Kumar
32
Ma, Feng
27
Shahbaz, Muhammad
27
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26
Todorov, Viktor
25
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25
Balcilar, Mehmet
24
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24
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24
Pierdzioch, Christian
24
Apergēs, Nikolaos
23
Xuan Vinh Vo
23
Lee, Chien-chiang
22
Gil-Alaña, Luis A.
21
Narayan, Paresh Kumar
21
Kumar, Dilip
20
Mensi, Walid
20
Kang, Sang Hoon
18
Brooks, Robert
17
Kumbhakar, Subal
17
Sosvilla-Rivero, Simón
17
Hammoudeh, Shawkat
16
McMillan, David G.
16
Rashid, Abdul
16
Tauchen, George Eugene
16
Yoon, Seong-min
16
Asai, Manabu
15
Zhu, Huiming
15
Hook, Law Siong
14
Li, Jia
14
Wei, Yu
14
Andersen, Torben
13
Caporin, Massimiliano
13
Chang, Tsangyao
13
Chiang, Thomas C.
13
Jawadi, Fredj
13
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Energy economics
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
International review of financial analysis
2
Journal of international financial markets, institutions & money
2
Research in international business and finance
2
Economic research
1
Economics : the open-access, open-assessment journal
1
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ECONIS (ZBW)
24
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1
Can a self-exciting jump structure better capture the jump behavior of cryptocurrencies? : a comparative analysis with the S&P 500
Chen, Yan
;
Zhang, Lei
;
Bouri, Elie
- In:
Research in international business and finance
69
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015052810
Saved in:
2
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
3
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:
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
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:
6
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:
7
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:
8
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:
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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