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1.Causes and consequences of energy price shocks on petroleum-based stock market using the spillover asymmetric multiplicative error model

作者：Ahmed A. Khalifa^a ; ^{aliabdelkh@qu.edu.qa} ; Abdulwahab A. Alsarhan^b ; ^{aa.alsarhan@paaet.edu.kw} ; Pietro Bertuccelli^c ; ^{pietro.bertuccelli@gmail.com}

关键词：G11 ; G15

刊名：Research in International Business and Finance

出版年：2017

2.Asymmetric and persistent responses in price volatility of fertilizers through stable and unstable periods

作者：Salim Lahmiri ^{slahmiri@esca.ma" class="auth_mail" title="E-mail the corresponding author}

关键词：Fertilizer ; Volatility ; EGARCH ; Asymmetric responses ; Stable and unstable periods ; International financial crisis

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2017

3.Sector heterogeneity and credit market imperfections in emerging markets

作者：Liliana Varela ^{lvvarela@uh.edu}

关键词：E44 ; F34 ; F41 ; F43

刊名：Journal of International Money and Finance

出版年：2017

4.US economic policy uncertainty and co-movements between Chinese and US stock markets

作者：Xiao-Ming Li^a ; ^{x.n.li@massey.ac.nz} ; Lu Peng^b

关键词：G1

刊名：Economic Modelling

出版年：2017

5.Asymmetrical long-run dependence between oil price and US dollar exchange rate—Based on structural oil shocks

作者：Jiaqi Jiang ; ^{drvd@qq.com" class="auth_mail" title="E-mail the corresponding author} ; Rongbao Gu

关键词：Oil price ; Exchange rate ; Asymmetric indicators ; Multifractal asymmetric detrended cross-correlation

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2016

6.Asymmetric causality in-mean and in-variance among equity markets indexes

作者：Mariano Gonzá ; lez ; ^{gonsan@ceu.es" class="auth_mail" title="E-mail the corresponding author}

关键词：Asymmetric causality ; Bidirectional causality ; Equity market ; Volatility spillovers

刊名：The North American Journal of Economics and Finance

出版年：2016

7.Asymmetric impacts of fundamentals on the natural gas futures volatility: An augmented GARCH approach

作者：Ibrahim Ergen^a ; ^{ibrahim.ergen@rich.frb.org" class="auth_mail" title="E-mail the corresponding author} ; Islam Rizvanoghlu^b ; ^{irizvanoghlu@uh.edu" class="auth_mail" title="E-mail the corresponding author}

关键词：Natural gas futures ; GARCH ; Price volatility ; Storage ; Weather ; Asymmetric volatility

刊名：Energy Economics

出版年：2016

8.Investigating Asymmetric Effects of Monetary Shocks on the Exchange Rate and Trade Balance, with an Emphasis on Inflation Targeting

作者：Naser Elahi^a ; Farshid Salimi^b ; ^{Farshid.Salimi@Ymail.com" class="auth_mail" title="E-mail the corresponding author} ; Elahe Masoomzadeh^b

关键词：monetary shock ; exchange rate ; trade balance ; inflation targeting

刊名：Procedia Economics and Finance

出版年：2016

9.Jumps in equilibrium prices and asymmetric news in foreign exchange markets

作者：Imane El Ouadghiri¹ ; ^{im.elouadghiri@gmail.com" class="auth_mail" title="E-mail the corresponding author} ; Remzi Uctum ; ^{uctum@u-paris10.fr" class="auth_mail" title="E-mail the corresponding author}

关键词：Forex market ; Announcements ; Jump detection test ; High frequency data ; Microstructure noise ; Asymmetric GARCH

刊名：Economic Modelling

出版年：2016

10.Asymmetric oil shocks and external balances of major oil exporting and importing countries

作者：Shudhasattwa Rafiq^a ; ^{Shuddhasattwa.Rafiq@deakin.ed.au" class="auth_mail" title="E-mail the corresponding author} ; Pasquale Sgro^a ; ^{Pasquale.Sgro@deakin.ed.au" class="auth_mail" title="E-mail the corresponding author} ; Nicholas Apergis^b ; ^{napergis@unipi.gr" class="auth_mail" title="E-mail the corresponding author}

关键词：Q20 ; E24 ; C33

刊名：Energy Economics

出版年：2016

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