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~person:"McAleer, Michael"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
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Volatility
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Financial crisis
12
Finanzkrise
12
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5
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5
World
5
Portfolio selection
4
Portfolio-Management
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Basel Accord
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1997-2007
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McAleer, Michael
Aizenman, Joshua
29
Reinhart, Carmen M.
17
Rogoff, Kenneth S.
15
Willett, Thomas D.
15
Bordo, Michael D.
14
Dungey, Mardi H.
14
Eichengreen, Barry
14
Haan, Jakob de
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Subbarao, Duvvuri
13
Borio, Claudio E. V.
12
Demirgüç-Kunt, Asli
12
Gupta, Rangan
12
Claessens, Stijn
11
Hammoudeh, Shawkat
11
Hamori, Shigeyuki
11
Hassan, M. Kabir
11
Kenourgios, Dimitris
11
Frankel, Jeffrey A.
10
Gorton, Gary
10
Jawadi, Fredj
10
Kose, M. Ayhan
10
Salvatore, Dominick
10
Shin, Hyun Song
10
Stiglitz, Joseph E.
10
Taylor, Alan M.
10
Acharya, Viral V.
9
Allen, Franklin
9
Andrieş, Alin Marius
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Apergēs, Nikolaos
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Bouri, Elie
9
Jinjarak, Yothin
9
Kutan, Ali Mustafa
9
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9
Yousaf, Imran
9
Choudhry, Taufiq
8
Goldberg, Linda S.
8
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The North American journal of economics and finance : a journal of financial economics studies
3
The Japanese economic review : the journal of the Japanese Economic Association
2
Annals of financial economics
1
International review of economics & finance : IREF
1
Journal of forecasting
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The Korean economic review
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ECONIS (ZBW)
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1
Non-parametric multiple change point analysis of the global financial crisis
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011931167
Saved in:
2
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 346-358
Persistent link: https://www.econbiz.de/10011938136
Saved in:
3
Profiteering from the dot-com bubble, subprime crisis and Asian financial crisis
McAleer, Michael
;
Suen, John
;
Wong, Wing Keung
- In:
The Japanese economic review : the journal of the …
67
(
2016
)
3
,
pp. 257-279
Persistent link: https://www.econbiz.de/10011720858
Saved in:
4
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 267-288
Persistent link: https://www.econbiz.de/10009758640
Saved in:
5
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
Saved in:
6
Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 250-265
Persistent link: https://www.econbiz.de/10010365769
Saved in:
7
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
Saved in:
8
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
- In:
The Japanese economic review : the journal of the …
63
(
2012
)
3
,
pp. 397-419
Persistent link: https://www.econbiz.de/10009666576
Saved in:
9
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
- In:
The Korean economic review
50
(
2009
)
2
,
pp. 241-267
Persistent link: https://www.econbiz.de/10003926815
Saved in:
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