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type:"article"
~isPartOf:"The review of economics and statistics"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Volatility"
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Volatility
Welt
267
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37
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30
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28
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The review of economics and statistics
Pacific-Basin finance journal
Energy economics
205
Finance research letters
93
International review of economics & finance : IREF
73
International review of financial analysis
65
Applied economics
64
Journal of international money and finance
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International Journal of Energy Economics and Policy : IJEEP
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57
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39
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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1
Volatility spillover features in financial industries and identification of systemically important financial institutions : a new perspective
Wang, Hu
;
Liu, Xin
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491127
Saved in:
2
Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict
Yousaf, Imran
;
Hunjra, Ahmed Imran
;
Alshater, Muneer Maher
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014463516
Saved in:
3
The relationship between cash flow uncertainty and extreme risk : international evidence
Wang, Chih-Wei
;
Lee, Chien-chiang
;
Wu, Lin-Tan
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014463679
Saved in:
4
Learning in the oil futures markets : evidence and macroeconomic implications
Leduc, Sylvain
;
Moran, Kevin
;
Vigfusson, Robert J.
- In:
The review of economics and statistics
105
(
2023
)
2
,
pp. 392-407
Persistent link: https://www.econbiz.de/10014295667
Saved in:
5
The impact of COVID-19 pandemic on the volatility connectedness network of global stock market
Cheng, Tingting
;
Liu, Junli
;
Yao, Wenying
;
Zhao, Albert Bo
- In:
Pacific-Basin finance journal
71
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014513730
Saved in:
6
The world price of tail risk
Lee, Kuan-hui
;
Yang, Cheol-Won
- In:
Pacific-Basin finance journal
71
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014513928
Saved in:
7
How did the oil price affect Japanese yen and other currencies? : fresh insights from the COVID-19 pandemic
Li, Kaifeng
;
Devpura, Neluka
;
Cheng, Sijia
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013552650
Saved in:
8
Extreme risk connectedness among global major financial institutions : links to globalization and emerging market fear
Liao, Yin
;
Pan, Zheyao
- In:
Pacific-Basin finance journal
76
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013552682
Saved in:
9
Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? : evidence from the global financial crisis and Covid-19 pande...
Yousaf, Imran
;
Beljid, Makram
;
Chaibi, Anis
;
Ajlouni, …
- In:
Pacific-Basin finance journal
73
(
2022
),
pp. 1-45
Persistent link: https://www.econbiz.de/10013388961
Saved in:
10
Search for safe havens and resilience to global financial volatility : response of GCC equity indexes to GFC and Covid-19
Hassan, M. Kabir
;
Kamran, Muhammad
;
Djajadikerta, …
- In:
Pacific-Basin finance journal
73
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013389084
Saved in:
11
Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis
Umar, Zaghum
;
Manel, Youssef
;
Riaz, Yasir
;
Gubareva, Mariya
- In:
Pacific-Basin finance journal
67
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013258118
Saved in:
12
Faith-based investments and the Covid-19 pandemic : analyzing equity volatility and media coverage time-frequency relations
Umar, Zaghum
;
Gubareva, Mariya
- In:
Pacific-Basin finance journal
67
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013258158
Saved in:
13
Does crude oil price stimulate economic policy uncertainty in BRICS?
Su, Chi-Wei
;
Huang, Shi-Wen
;
Qin, Meng
;
Umar, Muhammad
- In:
Pacific-Basin finance journal
66
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013252889
Saved in:
14
Volatility regime, inverted asymmetry, contagion, and flights in the gold market
Chang, Meng-Shiuh
;
Kung, Chih-Chun
;
Chen, Meng-Wei
; …
- In:
Pacific-Basin finance journal
67
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013252907
Saved in:
15
Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? : a multi-scale perspective
Ftiti, Zied
;
Hadhri, Sinda
- In:
Pacific-Basin finance journal
53
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012133290
Saved in:
16
Tail risk and expected stock returns around the world
Long, Huaigang
;
Zhu, Yanjian
;
Chen, Lifang
;
Jiang, Yuexiang
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 162-178
Persistent link: https://www.econbiz.de/10012169574
Saved in:
17
Return dispersion and conditional momentum returns : international evidence
Docherty, Paul
;
Hurst, Gareth
- In:
Pacific-Basin finance journal
50
(
2018
),
pp. 263-278
Persistent link: https://www.econbiz.de/10012033806
Saved in:
18
Market volatility, liquidity shocks, and stock returns : worldwide evidence
Ma, Rui
;
Anderson, Hamish D.
;
Marshall, Ben R.
- In:
Pacific-Basin finance journal
49
(
2018
),
pp. 164-199
Persistent link: https://www.econbiz.de/10012117692
Saved in:
19
Cross-border scheduled macroeconomic news impacts : evidence from high-frequency Asia Pacific currencies
Kam Fong Chan
;
Chhagan, Mahesh
;
Marsden, Alastair
- In:
Pacific-Basin finance journal
43
(
2017
),
pp. 37-54
Persistent link: https://www.econbiz.de/10011800614
Saved in:
20
Do global financial distress and uncertainties impact GCC and global sukuk return dynamics?
Naifar, Nader
;
Hammoudeh, Shawkat
- In:
Pacific-Basin finance journal
39
(
2016
),
pp. 57-69
Persistent link: https://www.econbiz.de/10011669181
Saved in:
21
Do securitized real estate markets jump? : international evidence
Li, Jie
;
Li, Guangzhong
;
Zhou, Yinggang
- In:
Pacific-Basin finance journal
31
(
2015
),
pp. 13-35
Persistent link: https://www.econbiz.de/10011471503
Saved in:
22
Policy volatility, institutions, and economic growth
Fatás, Antonio
;
Mihov, Ilian
- In:
The review of economics and statistics
95
(
2013
)
2
,
pp. 362-376
Persistent link: https://www.econbiz.de/10009763778
Saved in:
23
Volatility spillovers between the Chinese and world equity markets
Zhou, Xiangyi
;
Zhang, Weijin
;
Zhang, Jie
- In:
Pacific-Basin finance journal
20
(
2012
)
2
,
pp. 247-270
Persistent link: https://www.econbiz.de/10009488273
Saved in:
24
Commodity price volatility and world market integration since 1700
Jacks, David S.
;
O'Rourke, Kevin Hjortshøj
; …
- In:
The review of economics and statistics
93
(
2011
)
3
,
pp. 800-813
Persistent link: https://www.econbiz.de/10009268698
Saved in:
25
On the international effects of inflation targeting
Lin, Shu
- In:
The review of economics and statistics
92
(
2010
)
1
,
pp. 195-199
Persistent link: https://www.econbiz.de/10008737819
Saved in:
26
Trade openness and volatility
Di Giovanni, Julian
;
Levchenko, Andrei A.
- In:
The review of economics and statistics
91
(
2009
)
3
,
pp. 558-585
Persistent link: https://www.econbiz.de/10003880341
Saved in:
27
Real exchange rate and international reserves in an era of growing financial and trade integration
Aizenman, Joshua
;
Riera-Crichton, Daniel
- In:
The review of economics and statistics
90
(
2008
)
4
,
pp. 812-815
Persistent link: https://www.econbiz.de/10003772100
Saved in:
28
Democracy, volatility, and economic development
Mobarak, Ahmed Mushfiq
- In:
The review of economics and statistics
87
(
2005
)
2
,
pp. 348-361
Persistent link: https://www.econbiz.de/10002937349
Saved in:
29
The global transmission of volatility in the foreign exchange market
Melvin, Michael
;
Melvin, Bettina Peiers
- In:
The review of economics and statistics
85
(
2003
)
3
,
pp. 670-679
Persistent link: https://www.econbiz.de/10001791774
Saved in:
30
Trading-round-the clock : return, volatility and volume spillovers in the Eurodollar futures markets
Abhyankar, Abhay
- In:
Pacific-Basin finance journal
3
(
1995
)
1
,
pp. 75-92
Persistent link: https://www.econbiz.de/10001184050
Saved in:
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