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~accessRights:"restricted"
~language:"eng"
~person:"Salisu, Afees A."
~person:"Xuan Vinh Vo"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Schätzung
Estimation
62
Volatility
62
Volatilität
62
Welt
60
World
60
Aktienmarkt
50
Stock market
50
Börsenkurs
47
Share price
47
Spillover effect
44
Spillover-Effekt
44
Capital income
36
Kapitaleinkommen
36
Forecasting model
34
Prognoseverfahren
34
Coronavirus
33
Oil price
31
Ölpreis
31
Emerging economies
30
Schwellenländer
30
USA
28
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28
Viet Nam
27
Vietnam
27
ARCH model
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ARCH-Modell
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COVID-19
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Impact assessment
21
Risiko
21
Risk
21
Wirkungsanalyse
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Exchange rate
19
Wechselkurs
19
Portfolio selection
17
Portfolio-Management
17
Hedging
14
Cointegration
13
Kointegration
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Article
62
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Article in journal
Sammlung
Aufsatz in Zeitschrift
62
Language
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English
Author
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Salisu, Afees A.
Xuan Vinh Vo
Gupta, Rangan
143
Bahmani-Oskooee, Mohsen
71
Gil-Alaña, Luis A.
61
Zaremba, Adam
52
Tiwari, Aviral Kumar
47
Wohar, Mark E.
45
Apergēs, Nikolaos
41
Balcilar, Mehmet
40
Lee, Chien-chiang
38
Shahbaz, Muhammad
37
Hammoudeh, Shawkat
32
Ma, Feng
32
Bouri, Elie
31
Jalles, João Tovar
30
Caporale, Guglielmo Maria
29
Narayan, Paresh Kumar
28
Pierdzioch, Christian
27
Kang, Sang Hoon
26
Wang, Yudong
26
Serletis, Apostolos
24
Shahzad, Syed Jawad Hussain
24
Yoon, Seong-min
24
Chang, Tsangyao
23
Kumbhakar, Subal
23
Mensi, Walid
23
Gozgor, Giray
22
Jawadi, Fredj
22
Zhu, Huiming
22
Zhang, Yaojie
21
Afonso, António
20
Demirer, Rıza
20
Polemis, Michael
20
Tsionas, Efthymios G.
20
Wagner, Joachim
20
Yin, Libo
19
Lau, Chi Keung
18
McMillan, David G.
18
Sehgal, Sanjay
18
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International review of economics & finance : IREF
9
The North American journal of economics and finance : a journal of financial economics studies
8
Finance research letters
7
International review of financial analysis
5
Energy economics
3
International journal of finance & economics : IJFE
3
Applied economics
2
Economic modelling
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Annals of financial economics
1
Australian economic papers
1
Economic change & restructuring
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Global finance journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of emerging markets
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of financial stability
1
Journal of international financial markets, institutions & money
1
Journal of international trade & economic development : an international and comparative review
1
Journal of macroeconomics
1
Macroeconomics and finance in emerging market economies
1
Pacific-Basin finance journal
1
Research in international business and finance
1
Risk management : an international journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
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ECONIS (ZBW)
62
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62
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1
Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions
Ur Rehman, Mobeen
;
Ghardallou, Wafa
;
Ahmad, Nasir
;
Xuan …
- In:
Risk management : an international journal
26
(
2024
)
1
,
pp. 1-49
Persistent link: https://www.econbiz.de/10014478847
Saved in:
2
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
3
Are short stocks susceptible to geopolitical shocks? : time-frequency evidence from the Russian-Ukrainian conflict
Umar, Zaghum
;
Bossman, Ahmed
;
Choi, Sun-Yong
;
Xuan Vinh Vo
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472256
Saved in:
4
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
5
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
6
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
7
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
8
Good and bad high-frequency volatility spillovers among developed and emerging stock markets
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International journal of emerging markets
18
(
2023
)
9
,
pp. 2107-2132
Persistent link: https://www.econbiz.de/10014449774
Saved in:
9
How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Mensi, Walid
;
Ur Rehman, Mobeen
;
Hammoudeh, Shawkat
; …
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 212-232
Persistent link: https://www.econbiz.de/10014373763
Saved in:
10
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
Saved in:
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