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~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
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ARCH model
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Bonga-Bonga, Lumengo
2
Boughrara, Adel
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Bouri, Elie
2
Gupta, Rangan
2
Serna, Gregorio
2
Ur Rehman, Mobeen
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Al Rababa'a, Abdel Razzaq
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Al-Shboul, Mohammad
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
254
Finance research letters
180
Applied economics
164
Economic modelling
157
Journal of econometrics
148
International review of financial analysis
137
Journal of empirical finance
132
Research in international business and finance
128
The North American journal of economics and finance : a journal of financial economics studies
125
International review of economics & finance : IREF
114
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
98
International journal of forecasting
93
Journal of risk and financial management : JRFM
89
Journal of forecasting
87
Applied economics letters
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric theory
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The European journal of finance
72
The journal of futures markets
70
Econometric Institute research papers
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Working paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International Journal of Energy Economics and Policy : IJEEP
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
International journal of economics and financial issues : IJEFI
49
Econometric reviews
47
International journal of economics and finance
47
International journal of finance & economics : IJFE
47
Journal of international money and finance
46
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
44
Review of quantitative finance and accounting
44
CREATES research paper
43
Journal of risk
41
The econometrics journal
40
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ECONIS (ZBW)
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Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets
Mensi, Walid
;
Ur Rehman, Mobeen
;
Maitra, Debasish
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 139-157
Persistent link: https://www.econbiz.de/10014461547
Saved in:
2
On the predictive ability of conditional market skewness
Serna, Gregorio
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 186-191
Persistent link: https://www.econbiz.de/10014461560
Saved in:
3
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
4
Skewness in energy returns : estimation, testing and implications for tail risk
Carnero, M. Angeles
;
León, Angel
;
Ñíguez, Trino-Manuel
- In:
The quarterly review of economics and finance : journal …
90
(
2023
),
pp. 178-189
Persistent link: https://www.econbiz.de/10014431948
Saved in:
5
Time-varying dependence of Bitcoin
Haffar, Adlane
;
Le Fur, Eric
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 211-220
Persistent link: https://www.econbiz.de/10014249105
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6
Revisiting the accuracy of standard VaR methods for risk assessment : using the Copula-EVT multidimensional approach for stock markets in the MENA region
Chebbi, Ali
;
Hedhli, Amel
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 430-445
Persistent link: https://www.econbiz.de/10013335886
Saved in:
7
Volatility spillovers between foreign exchange and stock markets in industrialized countries
Morales Zumaquero, Amalia
;
Sosvilla-Rivero, Simón
- In:
The quarterly review of economics and finance : journal …
70
(
2018
),
pp. 121-136
Persistent link: https://www.econbiz.de/10012035037
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8
Financial contagion in the futures markets amidst global geo-economic events
Zainudin, Ahmad Danial
;
Azhar Mohamad
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 288-308
Persistent link: https://www.econbiz.de/10012656295
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9
On the effect of full-fledged IT adoption on stock returns and their conditional volatility : evidence from propensity score matching
Dridi, Ichrak
;
Boughrara, Adel
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 179-194
Persistent link: https://www.econbiz.de/10012655300
Saved in:
10
Geopolitical risk and volatility spillovers in oil and stock markets
Smales, L. A.
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 358-366
Persistent link: https://www.econbiz.de/10012655491
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