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~language:"eng"
~language:"por"
~person:"Apergēs, Nikolaos"
~person:"Bahmani-Oskooee, Mohsen"
~person:"McMillan, David G."
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
Estimation
277
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277
Exchange rate
199
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199
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198
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198
Volatility
152
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135
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Apergēs, Nikolaos
Bahmani-Oskooee, Mohsen
McMillan, David G.
Gupta, Rangan
152
Bouri, Elie
87
Ma, Feng
87
McAleer, Michael
73
Hammoudeh, Shawkat
63
Tiwari, Aviral Kumar
58
Kang, Sang Hoon
53
Bollerslev, Tim
51
Mensi, Walid
48
Wohar, Mark E.
48
Xuan Vinh Vo
45
Kumar, Dilip
44
Wang, Yudong
44
Caporale, Guglielmo Maria
41
Pierdzioch, Christian
40
Zhang, Yaojie
40
Andersen, Torben
39
Demirer, Rıza
38
Corbet, Shaen
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Salisu, Afees A.
36
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35
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35
Lucey, Brian M.
34
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Ji, Qiang
33
Liang, Chao
33
Roubaud, David
33
Brooks, Robert
32
Zhang, Jin E.
31
Asai, Manabu
30
Gil-Alaña, Luis A.
30
Hamori, Shigeyuki
30
Ryu, Doojin
30
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30
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Applied financial economics
10
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7
Empirica : journal of european economics
7
Economic systems
5
Journal of international financial markets, institutions & money
5
International review of applied economics
4
Applied economics letters
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European review of agricultural economics : ERAE
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Asian African journal of economics and econometrics
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China finance review international
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ECONIS (ZBW)
152
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152
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1
Asymmetric effects of exchange rate volatility on trade flows : evidence from G7
Bahmani-Oskooee, Mohsen
;
Karamelikli, Huseyin
; …
- In:
Journal of economics and finance : JEF
47
(
2023
)
1
,
pp. 38-62
Persistent link: https://www.econbiz.de/10014227689
Saved in:
2
Asymmetric impact of exchange rate volatility on commodity trade between Pakistan and China
Bahmani-Oskooee, Mohsen
;
Usman, Ahmed
;
Ullah, Sana
- In:
Global business review
24
(
2023
)
3
,
pp. 510-534
Persistent link: https://www.econbiz.de/10014366010
Saved in:
3
Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets
Korkusuz, Burak
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1517-1537
Persistent link: https://www.econbiz.de/10014253685
Saved in:
4
Do artificial neural networks provide improved volatility forecasts : evidence from Asian markets
Sahiner, Mehmet
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
Journal of economics and finance : JEF
47
(
2023
)
3
,
pp. 723-762
Persistent link: https://www.econbiz.de/10014380680
Saved in:
5
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
6
Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets
Apergēs, Nikolaos
;
Chatziantoniou, Ioannis
;
Gabauer, David
- In:
Applied economics
55
(
2023
)
24
,
pp. 2740-2754
Persistent link: https://www.econbiz.de/10014295269
Saved in:
7
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
8
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
9
On the asymmetric effects of exchange rate volatility on the U.S. Bilateral Trade with its 12 South American partners
Bahmani-Oskooee, Mohsen
;
Arize, Augustine Chuck
;
Kalu, …
- In:
Economic change & restructuring
56
(
2023
)
2
,
pp. 701-732
Persistent link: https://www.econbiz.de/10014252301
Saved in:
10
Realized higher-order moments spillovers across cryptocurrencies
Apergēs, Nikolaos
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014433236
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