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isPartOf:"Journal of econometrics"
~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
543
Volatilität
542
Theorie
189
Theory
189
Estimation
170
Schätzung
170
Estimation theory
117
Schätztheorie
117
Time series analysis
108
Zeitreihenanalyse
108
Stochastic process
106
Stochastischer Prozess
106
Capital income
104
Kapitaleinkommen
104
Börsenkurs
97
Share price
97
ARCH model
93
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93
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91
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91
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67
Forecasting model
64
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64
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50
United States
50
Market microstructure
46
Marktmikrostruktur
46
Option pricing theory
42
Optionspreistheorie
42
Aktienmarkt
40
Nichtparametrisches Verfahren
40
Nonparametric statistics
40
Stock market
40
Statistical distribution
37
Statistische Verteilung
37
Stochastic volatility
36
Risikoprämie
31
Risk premium
31
CAPM
29
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Li, Jie
2
Prokopczuk, Marcel
2
Aguilar, Mike
1
Ali, Faek Menla
1
Alsakka, Rasha
1
Amira, Khaled
1
Ap Gwilym, Owain
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
Baum, Christopher F.
1
Baur, Dirk
1
Bauwens, Luc
1
Bekaert, Geert
1
Ben Omrane, Walid
1
Berg, Kimberly A.
1
Blau, Benjamin
1
Bollerslev, Tim
1
Bonciani, Dario
1
Booth, G. Geoffrey
1
Boucher Breuer, Janice
1
Brough, Tyler J.
1
Brzeszczyński, Janusz
1
Buncic, Daniel
1
Caglayan, Mustafa
1
Cai, Fang
1
Campa, José Manuel
1
Cao, Jin
1
Caporale, Guglielmo Maria
1
Cenedese, Gino
1
Chalamandaris, Georgios
1
Chang, Chia-Lin
1
Chang, Kuang-Liang
1
Chang, P. H. Kevin
1
Cheng, Ai-ru Meg
1
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Conference on Realized Volatility <2006, Montréal>
1
Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
1
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Journal of econometrics
Journal of international money and finance
Energy economics
268
Finance research letters
137
International review of financial analysis
124
The North American journal of economics and finance : a journal of financial economics studies
118
International review of economics & finance : IREF
111
Research in international business and finance
102
Economic modelling
98
Applied economics
91
International Journal of Energy Economics and Policy : IJEEP
69
Journal of international financial markets, institutions & money
66
NBER working paper series
65
NBER Working Paper
60
Working paper / National Bureau of Economic Research, Inc.
58
Journal of risk and financial management : JRFM
56
Applied economics letters
55
Journal of banking & finance
55
Working paper
50
CESifo working papers
49
International journal of finance & economics : IJFE
42
Economics letters
40
Discussion paper / Centre for Economic Policy Research
37
Pacific-Basin finance journal
37
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
35
The journal of futures markets
34
Emerging markets, finance and trade : EMFT
33
Discussion paper / Tinbergen Institute
32
Global finance journal
31
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Applied financial economics
22
Emerging markets review
22
IMF working paper
22
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
22
Department of Economics working paper series
20
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61
Inter-regional and region-specific transmission of international stock market returns : the role of foreign information
Ibrahim, Boulis Maher
;
Brzeszczyński, Janusz
- In:
Journal of international money and finance
28
(
2009
)
2
,
pp. 322-343
Persistent link: https://www.econbiz.de/10003817217
Saved in:
62
Informational linkages across trading regions : evidence from foreign exchange markets
Cai, Fang
;
Howorka, Edward
;
Wongswan, Jon
- In:
Journal of international money and finance
27
(
2008
)
8
,
pp. 1215-1243
Persistent link: https://www.econbiz.de/10003804840
Saved in:
63
A Gaussian approximation scheme for computation of option prices in stochastic volatility models
Cheng, Ai-ru Meg
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
Saved in:
64
Volatility spillovers across international swap markets : the US, Japan, and the UK
In, Francis Haeuck
- In:
Journal of international money and finance
26
(
2007
)
3
,
pp. 329-341
Persistent link: https://www.econbiz.de/10003441989
Saved in:
65
Growth volatility and financial liberalization
Bekaert, Geert
;
Harvey, Campbell R.
;
Lundblad, Christian
- In:
Journal of international money and finance
25
(
2006
)
3
,
pp. 370-403
Persistent link: https://www.econbiz.de/10003336148
Saved in:
66
Linkages between extreme stock market and currency returns
Cumperayot, Phornchanok J.
;
Keijzer, Tjeert
;
Kouwenberg, Roy
- In:
Journal of international money and finance
25
(
2006
)
3
,
pp. 528-550
Persistent link: https://www.econbiz.de/10003336184
Saved in:
67
Return and volatility linkages between the US and the German stock market
Baur, Dirk
;
Jung, Robert
- In:
Journal of international money and finance
25
(
2006
)
4
,
pp. 598-613
Persistent link: https://www.econbiz.de/10003336485
Saved in:
68
Testing the uncovered interest parity using traded volatility, a time-varying risk premium and heterogeneous expectations
Sarantis, Nicholas
- In:
Journal of international money and finance
25
(
2006
)
7
,
pp. 1168-1186
Persistent link: https://www.econbiz.de/10003394357
Saved in:
69
Size matters : the impact of financial liberalization on individual firms
Chritoffersen, Peter
;
Chung, Hyunchul
;
Errunza, Vihang R.
- In:
Journal of international money and finance
25
(
2006
)
8
,
pp. 1296-1318
Persistent link: https://www.econbiz.de/10003398660
Saved in:
70
News announcements, market activity and volatility in the euro/dollar foreign exchange market
Bauwens, Luc
;
Ben Omrane, Walid
;
Giot, Pierre
- In:
Journal of international money and finance
24
(
2005
)
7
,
pp. 1180-1125
Persistent link: https://www.econbiz.de/10003210043
Saved in:
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