//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Guesmi, Khaled"
~subject:"ARCH model"
~subject:"Spillover effect"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: ("Aktienmarkt" OR "Europäische Zentralbank") AND NOT isPartOf:Wirtschaftsdienst
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Spillover effect
Aktienmarkt
42
Stock market
41
CAPM
11
Market integration
11
Marktintegration
11
Schätzung
11
Volatility
11
Volatilität
11
ARCH-Modell
10
Börsenkurs
10
Estimation
10
Share price
10
Oil price
9
Ölpreis
9
Ansteckungseffekt
7
Contagion effect
6
Emerging economies
6
ICAPM
6
Risikoprämie
6
Risk premium
6
Schwellenländer
6
Capital income
5
Coronavirus
5
Correlation
5
Financial crisis
5
Financial market
5
Finanzmarkt
5
Kapitaleinkommen
5
Korrelation
5
Spillover-Effekt
5
Exchange rate risk
4
Finanzkrise
4
OECD-Staaten
4
Portfolio selection
4
Portfolio-Management
4
Stock Markets
4
Währungsrisiko
4
Aktienindex
3
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Guesmi, Khaled
Kang, Sang Hoon
32
Mensi, Walid
28
Gupta, Rangan
27
Ma, Feng
27
Caporale, Guglielmo Maria
24
Xuan Vinh Vo
22
Spagnolo, Nicola
20
Hammoudeh, Shawkat
19
Bouri, Elie
17
Yoon, Seong-min
17
McMillan, David G.
16
Zhang, Yaojie
16
Chiang, Thomas C.
15
Kočenda, Evžen
15
Tiwari, Aviral Kumar
15
Engle, Robert F.
13
Nguyen, Duc Khuong
12
Brooks, Robert
11
Aloui, Chaker
10
Balli, Faruk
10
Beirne, John
10
Diebold, Francis X.
10
Hamori, Shigeyuki
10
Li, Yan
10
Liang, Chao
10
Lyócsa, Štefan
10
Schulze-Ghattas, Marianne
10
Shahzad, Syed Jawad Hussain
10
Wang, Jiqian
10
Weber, Enzo
10
Yousaf, Imran
10
Yılmaz, Kamil
10
Arouri, Mohamed
9
Lucey, Brian M.
9
Ngo Thai Hung
9
Ur Rehman, Mobeen
9
Wei, Yu
9
Amanjot Singh
8
Demirer, Rıza
8
more ...
less ...
Published in...
All
The journal of applied business research
4
Applied economics
1
Applied economics letters
1
Economic modelling
1
Finance research letters
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of financial analysis
1
Journal of economic integration
1
Journal of international financial markets, institutions & money
1
Revue Gestion 2000 : management & prospective
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Directional predictability and time-frequency spillovers among clean energy sectors and oil price uncertainty
Urom, Christian
;
Mzoughi, Hela
;
Ndubuisi, Gideon Onyewuchi
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 326-341
Persistent link: https://www.econbiz.de/10013336297
Saved in:
2
The unprecedented reaction of equity and commodity markets to COVID-19
Amar, Amine Ben
;
Belaid, Fateh
;
BenYoussef, Adel
; …
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012490962
Saved in:
3
Connectedness among regional financial markets in the context of the COVID-19
Amar, Amine Ben
;
Bélaïd, Fateh
;
BenYoussef, Adel
; …
- In:
Applied economics letters
28
(
2021
)
20
,
pp. 1789-1796
Persistent link: https://www.econbiz.de/10012652607
Saved in:
4
Hedging and diversification across commodity assets
Abid, Ilyes
;
Dhaoui, Abderrazak
;
Goutte, Stéphane
; …
- In:
Applied economics
52
(
2020
)
23
,
pp. 2472-2492
Persistent link: https://www.econbiz.de/10012210890
Saved in:
5
Is there a contagion between oil-importing countries?
Sahut, Jean-Michel
;
Guesmi, Khaled
;
Talbi, Dorra
- In:
Revue Gestion 2000 : management & prospective
34
(
2017
)
3
,
pp. 99-111
Persistent link: https://www.econbiz.de/10011964542
Saved in:
6
From oil to stock markets
Guesmi, Khaled
;
Boubaker, Heni
;
Lai, Van Son
- In:
Journal of economic integration
31
(
2016
)
1
,
pp. 103-133
Persistent link: https://www.econbiz.de/10011451684
Saved in:
7
The determinants of regional stock market integration in middle east : a conditional ICAPM approach
Guesmi, Khaled
;
Teulon, Frédéric
- In:
International economics : a journal published by CEPII …
137
(
2014
),
pp. 22-31
Persistent link: https://www.econbiz.de/10011620029
Saved in:
8
Return and volatility transmission between oil prices and oil-exporting and oil-importing countries
Guesmi, Khaled
;
Fattoum, Salma
- In:
Economic modelling
38
(
2014
),
pp. 305-310
Persistent link: https://www.econbiz.de/10010419073
Saved in:
9
The evolution of risk premium as a measure for intra-regional equity market integration
Guesmi, Khaled
;
Teulon, Frédéric
;
Taneem Muzaffar, Ahmed
- In:
International review of financial analysis
35
(
2014
),
pp. 13-19
Persistent link: https://www.econbiz.de/10010529640
Saved in:
10
Dynamic spillover between the oil and stock markets of emerging oil-exporting countries
Teulon, Frédéric
;
Guesmi, Khaled
- In:
The journal of applied business research
30
(
2014
)
1
,
pp. 51-57
Persistent link: https://www.econbiz.de/10010252114
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->