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Estimation
USA
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Theorie
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43,551
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10,194
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9,981
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9,572
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9,351
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9,242
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Gil-Alaña, Luis A.
258
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244
Gupta, Rangan
174
McAleer, Michael
103
Koopman, Siem Jan
80
Pesaran, M. Hashem
73
Kilian, Lutz
68
Heckman, James J.
66
Bahmani-Oskooee, Mohsen
63
Härdle, Wolfgang
62
Pierdzioch, Christian
62
Belke, Ansgar
60
Wohar, Mark E.
58
Hautsch, Nikolaus
54
Marcellino, Massimiliano
54
Engle, Robert F.
52
Miller, Stephen M.
52
Tiwari, Aviral Kumar
52
Kapetanios, George
49
Bollerslev, Tim
48
Herwartz, Helmut
48
Chan, Joshua
46
Timmermann, Allan
45
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43
Gao, Jiti
42
Hamermesh, Daniel S.
42
Cheung, Yin-Wong
41
Lütkepohl, Helmut
41
Balcilar, Mehmet
40
Chang, Tsangyao
39
Lucas, André
39
Todorov, Viktor
39
Koop, Gary
38
Phillips, Peter C. B.
38
Dijk, Dick van
37
Ma, Feng
37
Campbell, John Y.
36
Ghysels, Eric
36
Stulz, René M.
36
Watson, Mark W.
36
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National Bureau of Economic Research
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University of Canterbury / Dept. of Economics and Finance
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Goethe-Universität Frankfurt am Main
5
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5
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442
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Applied economics letters
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CESifo working papers
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Journal of econometrics
251
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NBER Working Paper
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Energy economics
206
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Economics letters
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Applied financial economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
190
Finance research letters
187
International review of economics & finance : IREF
184
Finance and economics discussion series
179
The review of economics and statistics
179
The American economic review
157
The journal of finance : the journal of the American Finance Association
156
Journal of banking & finance
147
The North American journal of economics and finance : a journal of financial economics studies
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Journal of applied econometrics
143
International review of financial analysis
141
Journal of international money and finance
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Discussion paper / Tinbergen Institute
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Journal of empirical finance
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International journal of forecasting
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The journal of futures markets
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion paper
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Journal of forecasting
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Journal of international financial markets, institutions & money
95
Journal of financial economics
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Journal of money, credit and banking : JMCB
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The review of financial studies
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International journal of finance & economics : IJFE
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Journal of monetary economics
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ECONIS (ZBW)
29,328
RePEc
6
Other ZBW resources
2
BASE
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EconStor
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ArchiDok
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1
Instabilities in the relationships and hedging strategies between crude oil and US stock markets : do long memory and asymmetry matter?
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 354-366
Persistent link: https://www.econbiz.de/10011299818
Saved in:
2
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:
3
Dependences and
volatility
spillovers between the oil and stock markets: new evidence from the copula and VAR-BEKK-GARCH models
Yu, Lean
;
Zha, Rui
;
Stafylas, Dimitrios
;
He, Kaijian
; …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012301075
Saved in:
4
The asymmetric effect of G7 stock market
volatility
on predicting oil price
volatility
: evidence from quantile autoregression model
Zhang, Feipeng
;
Gao, Hongfu
;
Yuan, Di
- In:
Journal of commodity markets : JCM
35
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015077268
Saved in:
5
Regime switching model of US crude oil and stock market prices : 1859 to 2013
Balcilar, Mehmet
;
Gupta, Rangan
;
Miller, Stephen M.
-
2014
Persistent link: https://www.econbiz.de/10010415510
Saved in:
6
Regime switching model of US crude oil and stock market prices : 1859 to 2013
Balcilar, Mehmet
;
Gupta, Rangan
;
Miller, Stephen M.
- In:
Energy economics
49
(
2015
),
pp. 317-327
Persistent link: https://www.econbiz.de/10011537104
Saved in:
7
Essays in corporate bonds and futures markets
Taksler, Glen Barry
-
2002
Persistent link: https://www.econbiz.de/10001717890
Saved in:
8
Oil shocks and state-level stock market
volatility
of the United States : a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Cepni, Oguzhan
; …
- In:
Review of quantitative finance and accounting
63
(
2024
)
4
,
pp. 1473-1510
Persistent link: https://www.econbiz.de/10015178531
Saved in:
9
Volatility
spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Vo Xuan Vinh
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
10
Volatility
transmission between the oil market and the financial market
Farías, Fidel
-
2011
-
1. Ausg.
Persistent link: https://www.econbiz.de/10008989040
Saved in:
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