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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Journal of empirical finance"
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Mansur Masih
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Obiyathulla Ismath Bacha
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Journal of empirical finance
Discussion paper / Tinbergen Institute
95
Economic modelling
78
Economics letters
55
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54
Journal of econometrics
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The North American journal of economics and finance : a journal of financial economics studies
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1
International comovement of r* : a case study of the G7 countries
Goto, Eiji
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014477081
Saved in:
2
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
3
Volatility cascades in cryptocurrency trading
Gradojevic, Nikola
;
Tsiakas, Ilias
- In:
Journal of empirical finance
62
(
2021
),
pp. 252-265
Persistent link: https://www.econbiz.de/10012693424
Saved in:
4
Factor state-space models for high-dimensional realized covariance matrices of asset returns
Gribisch, Bastian
;
Hartkopf, Jan Patrick
;
Liesenfeld, Roman
- In:
Journal of empirical finance
55
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012175249
Saved in:
5
Contagion of capital markets in CEE countries : evidence from wavelet analysis
Cărăuşu, Dumitru Nicuşor
;
Filip, Bogdan Florin
; …
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
1/2/3
,
pp. 618-641
Persistent link: https://www.econbiz.de/10012123340
Saved in:
6
A multiple and partial wavelet analysis of the oil price, inflation, exchange rate, and economic growth nexus in Saudi Arabia
Aloui, Chaker
;
Hkiri, Besma
;
Hammoudeh, Shawkat
; …
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
4/5/6
,
pp. 935-956
Persistent link: https://www.econbiz.de/10012123535
Saved in:
7
Exploring portfolio diversification opportunities through venture capital financing : evidence from MGARCH-DCC, Markov switching, and wavelet approaches
Yusuf Jaffar
;
Dewandaru, Ginanjar
;
Mansur Masih
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
4/5/6
,
pp. 1320-1336
Persistent link: https://www.econbiz.de/10012123592
Saved in:
8
Do Islamic stock returns hedge against inflation? : a wavelet approach
Haniff, Norazza M.
;
Abul Mansur Mohammed Masih
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
10/11/12
,
pp. 2348-2366
Persistent link: https://www.econbiz.de/10012124725
Saved in:
9
Portfolio diversification benefits at different investment horizons during the Arab Uprisings : Turkish perspectives based on MGARCH-DCC and wavelet approaches
Abdul Aziz Buriev
;
Dewandaru, Ginanjar
;
Mohd Pisal Zainal
; …
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
13/14/15
,
pp. 3272-3293
Persistent link: https://www.econbiz.de/10012125782
Saved in:
10
An empirical investigation of eastern European bond markets
Wang, Jinghua
;
Bilson, John F.
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
1
,
pp. 199-212
Persistent link: https://www.econbiz.de/10011763968
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