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isPartOf:"Journal of econometrics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of international money and finance"
~subject:"Spillover effect"
~subject:"Welt"
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Search: subject_exact:"Volatility"
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Spillover effect
Welt
Volatility
697
Volatilität
697
Theorie
222
Theory
222
Estimation
219
Schätzung
219
Capital income
138
Kapitaleinkommen
138
ARCH model
135
ARCH-Modell
135
Börsenkurs
135
Exchange rate
135
Share price
135
Wechselkurs
135
Estimation theory
121
Schätztheorie
121
Time series analysis
121
Zeitreihenanalyse
121
Stochastic process
114
Stochastischer Prozess
114
World
101
Forecasting model
91
Prognoseverfahren
91
Aktienmarkt
80
Stock market
80
USA
61
United States
61
Market microstructure
52
Marktmikrostruktur
52
Option pricing theory
48
Optionspreistheorie
48
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Statistical distribution
40
Statistische Verteilung
40
Risk
39
Spillover-Effekt
39
Financial market
38
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Undetermined
73
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4
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Article
128
Book / Working Paper
1
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Article in journal
129
Aufsatz in Zeitschrift
129
Collection of articles of several authors
2
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2
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2
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2
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English
129
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Ma, Feng
4
Liang, Chao
3
Gong, Xu
2
Jawadi, Fredj
2
Li, Jie
2
Li, Xiafei
2
Lin, Boqiang
2
Nasir, Muhammad Ali
2
Nitzsche, Dirk
2
Prokopczuk, Marcel
2
Triantafyllou, Athanasios
2
Wei, Yu
2
Aboura, Sofiane
1
Aguilar, Mike
1
Ahmed Hannan, Swarnali
1
Ahmed, Junaid
1
Aizenman, Joshua
1
Ali, Faek Menla
1
Alsakka, Rasha
1
Amira, Khaled
1
Ap Gwilym, Owain
1
Apeti, Ablam Estel
1
Arezki, Rabah
1
Asai, Manabu
1
Asgharian, Hossein
1
Auray, Stéphane
1
Baele, Lieven
1
Bakas, Dimitrios
1
Bartsch, Zachary
1
Baruník, Jozef
1
Bathia, Deven
1
Baum, Christopher F.
1
Baur, Dirk
1
Bauwens, Luc
1
Bekaert, Geert
1
Ben Omrane, Walid
1
Bentsos, Christos
1
Berg, Kimberly A.
1
Bermpei, Theodora
1
Bhutta, Nousheen Tariq
1
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Institution
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Conference on Realized Volatility <2006, Montréal>
1
Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
1
Published in...
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Journal of econometrics
International journal of finance & economics : IJFE
Journal of international money and finance
Energy economics
275
Finance research letters
161
International review of financial analysis
133
International review of economics & finance : IREF
130
The North American journal of economics and finance : a journal of financial economics studies
118
Research in international business and finance
102
Economic modelling
98
Applied economics
92
International Journal of Energy Economics and Policy : IJEEP
73
Journal of international financial markets, institutions & money
68
NBER working paper series
65
NBER Working Paper
60
Working paper / National Bureau of Economic Research, Inc.
58
Applied economics letters
56
Journal of risk and financial management : JRFM
56
Journal of banking & finance
55
Working paper
50
CESifo working papers
49
Economics letters
40
Pacific-Basin finance journal
38
The journal of futures markets
38
Discussion paper / Centre for Economic Policy Research
37
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
35
Emerging markets, finance and trade : EMFT
33
Global finance journal
33
Discussion paper / Tinbergen Institute
32
Econometric Institute research papers
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
IMF working papers
28
Journal of empirical finance
27
CAMA working paper series
25
Cogent economics & finance
24
Department of Economics working paper series
23
Emerging markets review
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Financial innovation : FIN
23
Applied financial economics
22
Discussion papers / CEPR
22
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ECONIS (ZBW)
129
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51
The international effects of global financial uncertainty shocks
Bonciani, Dario
;
Ricci, Martino
- In:
Journal of international money and finance
109
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012403954
Saved in:
52
How important are global factors for understanding the dynamics of international capital flows?
Eller, Markus
;
Huber, Florian
;
Schuberth, Helene
- In:
Journal of international money and finance
109
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012403958
Saved in:
53
Disentangling crashes from tail events
Aboura, Sofiane
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 206-219
Persistent link: https://www.econbiz.de/10011348417
Saved in:
54
Modeling volatility spillover effects between developed stock markets and Asian emerging stock markets
Li, Yanan
;
Giles, David E. A.
- In:
International journal of finance & economics : IJFE
20
(
2015
)
2
,
pp. 155-177
Persistent link: https://www.econbiz.de/10011348426
Saved in:
55
The effect of central bank transparency on exchange rate volatility
Weber, Christoph Sebastian
- In:
Journal of international money and finance
95
(
2019
),
pp. 165-181
Persistent link: https://www.econbiz.de/10012135234
Saved in:
56
International tail risk and world fear
Hollstein, Fabian
;
Nguyen, Duc Binh Benno
;
Prokopczuk, …
- In:
Journal of international money and finance
93
(
2019
),
pp. 244-259
Persistent link: https://www.econbiz.de/10012138644
Saved in:
57
Volatility risk premia and future commodity returns
Ornelas, José Renato Haas
;
Mauad, Roberto Baltieri
- In:
Journal of international money and finance
96
(
2019
),
pp. 341-360
Persistent link: https://www.econbiz.de/10012139839
Saved in:
58
International spillovers of U.S. financial volatility
Berg, Kimberly A.
;
Vu, Nam T.
- In:
Journal of international money and finance
97
(
2019
),
pp. 19-34
Persistent link: https://www.econbiz.de/10012139846
Saved in:
59
The economic drivers of commodity market volatility
Prokopczuk, Marcel
;
Stancu, Andrei
;
Symeonidis, Lazaros
- In:
Journal of international money and finance
98
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012140078
Saved in:
60
Economic policy uncertainty and dollar-pound exchange rate return volatility
Bartsch, Zachary
- In:
Journal of international money and finance
98
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012140084
Saved in:
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