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ARCH model
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Wohar, Mark E.
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ECONIS (ZBW)
22
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1
What mitigates economic growth volatility in Morocco? : remittances or FDI
Bouoiyour, Jamal
;
Selmi, Refk
;
Miftah, Amal
- In:
Journal of economic integration
31
(
2016
)
1
,
pp. 65-102
Persistent link: https://www.econbiz.de/10011451682
Saved in:
2
Exchange volatility and trade performance in Morocco and Tunisia : what have we learned so far?
Bouoiyour, Jamal
;
Selmi, Refk
- In:
Macroeconomics and finance in emerging market economies
8
(
2015
)
1/3
,
pp. 244-274
Persistent link: https://www.econbiz.de/10011402384
Saved in:
3
Exchange volatility and export performance in Egypt : new insights from wavelet decomposition and optimal GARCH model
Bouoiyour, Jamal
;
Selmi, Refk
- In:
The journal of international trade & economic development
24
(
2015
)
1/2
,
pp. 201-227
Persistent link: https://www.econbiz.de/10011343487
Saved in:
4
Is there really causality between inflation and inflation uncertainty?
Bouoiyour, Jamal
;
Selmi, Refk
- In:
International financial markets
,
(pp. 286-315)
.
2019
Persistent link: https://www.econbiz.de/10012249056
Saved in:
5
Greek government-debt crisis events and European financial markets : news surprises on Greek bond yields and inter-relations of European financial markets
Gillas, Konstantinos Gkillas
;
Katsiampa, Paraskevi
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4037-4054
Persistent link: https://www.econbiz.de/10014429282
Saved in:
6
The relationship between energy and equity markets : evidence from volatility impulse response functions
Olson, Eric
;
Vivian, Andrew J.
;
Wohar, Mark E.
- In:
Energy economics
43
(
2014
),
pp. 297-305
Persistent link: https://www.econbiz.de/10010504812
Saved in:
7
Do commodities make effective hedges for equity investors?
Olson, Eric
;
Vivian, Andrew
;
Wohar, Mark E.
- In:
Research in international business and finance
42
(
2017
),
pp. 1274-1288
Persistent link: https://www.econbiz.de/10011760993
Saved in:
8
Structural breaks in volatility : the case of Chinese stock returns
Ni, Jinlan
;
Wohar, Mark E.
;
Wang, Beichen
- In:
The Chinese economy
49
(
2016
)
2
,
pp. 81-93
Persistent link: https://www.econbiz.de/10011619799
Saved in:
9
Commodity volatility breaks
Vivian, Andrew
;
Wohar, Mark E.
- In:
Journal of international financial markets, …
22
(
2012
)
2
,
pp. 395-422
Persistent link: https://www.econbiz.de/10009581694
Saved in:
10
Volatility spillovers across global asset classes : evidence from time and frequency domains
Tiwari, Aviral Kumar
;
Cuñado Eizaguirre, Juncal
; …
- In:
The quarterly review of economics and finance : journal …
70
(
2018
),
pp. 194-202
Persistent link: https://www.econbiz.de/10012035042
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