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~person:"Malik, Farooq"
~person:"Morales Zumaquero, Amalia"
~subject:"1970-2011"
~subject:"Schätzung"
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Search: subject_exact:"Structural break"
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1970-2011
Schätzung
Structural break
22
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22
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18
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18
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13
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10
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Malik, Farooq
Morales Zumaquero, Amalia
Gil-Alaña, Luis A.
32
Caporale, Guglielmo Maria
30
Chang, Tsangyao
18
Narayan, Paresh Kumar
15
Pesaran, M. Hashem
15
Balcilar, Mehmet
14
Ozdemir, Zeynel Abidin
12
Cuestas, Juan Carlos
10
Lee, Chien-chiang
10
Timmermann, Allan
10
Gil-Alana, Luis A.
9
Miller, Stephen M.
9
Ranjbar, Omid
9
Ravazzolo, Francesco
9
Gupta, Rangan
8
Tansel, Aysıt
8
Bahmani-Oskooee, Mohsen
7
Sibbertsen, Philipp
7
Tiwari, Aviral Kumar
7
Chang, Hsu-Ling
6
Cheng, Xu
6
Gonzalo, Jesús
6
Kapetanios, George
6
Katrakilides, K.
6
Lee, Junsoo
6
Liao, Zhipeng
6
Nazlıoğlu, Şaban
6
Omay, Tolga
6
Papell, David H.
6
Pettenuzzo, Davide
6
Pick, Andreas
6
Schorfheide, Frank
6
Singh, Tarlok
6
Su, Chi-Wei
6
Tamarit Escalona, Cecilio R.
6
Wohar, Mark E.
6
Belke, Ansgar
5
Canarella, Giorgio
5
Candelon, Bertrand
5
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2
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2
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1
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1
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1
Energy economics
1
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1
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1
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ECONIS (ZBW)
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1
Volatility spillover among sector equity returns under structural breaks
Malik, Farooq
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
Saved in:
2
Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
Saved in:
3
Do structural breaks in volatility cause spurious volatility transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
Saved in:
4
Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
Saved in:
5
Estimating downside risk in stock returns under structural breaks
Hood, Matthew
;
Malik, Farooq
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 102-112
Persistent link: https://www.econbiz.de/10012034196
Saved in:
6
Real exchange rate volatility, financial crises and nominal exchange regimes
Morales Zumaquero, Amalia
;
Sosvilla-Rivero, Simón
-
2013
Persistent link: https://www.econbiz.de/10010436859
Saved in:
7
Modelling asymmetric volatility in oil prices under structural breaks
Ewing, Bradley T.
;
Malik, Farooq
- In:
Energy economics
63
(
2017
),
pp. 227-233
Persistent link: https://www.econbiz.de/10011757936
Saved in:
8
Volatility spillovers between oil prices and the stock market under structural breaks
Ewing, Bradley T.
;
Malik, Farooq
- In:
Global finance journal
29
(
2016
),
pp. 12-23
Persistent link: https://www.econbiz.de/10011714558
Saved in:
9
Temporary ban on short positions and financial market volatility : evidence from the Madrid Stock Market
Morales Zumaquero, Amalia
;
Sosvilla-Rivero, Simón
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 854-859
Persistent link: https://www.econbiz.de/10011286053
Saved in:
10
Revisiting the relationship between risk and return
Malik, Farooq
- In:
Review of quantitative finance and accounting
44
(
2015
)
1
,
pp. 25-40
Persistent link: https://www.econbiz.de/10011327668
Saved in:
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