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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
ARCH-Modell
93
Exchange rate
91
Wechselkurs
91
World
67
Forecasting model
64
Prognoseverfahren
64
USA
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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2
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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
Published in...
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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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ECONIS (ZBW)
80
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1
Quantitative easing and the spillover effects from the crude oil market to other financial markets : evidence from QE1 to QE3
Lyu, Yongjian
;
Zhang, Xinyu
;
Cao, Jin
;
Liu, Jiatao
;
Yang, Mo
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451417
Saved in:
2
Growth and inflation tradeoffs of dollarization : meta-analysis evidence
Koráb, Petr
;
Fidrmuc, Jarko
;
Dibooglu, Sel
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478135
Saved in:
3
Liquidity shocks and the negative premium of liquidity volatility around the world
Feng, Frank Y.
;
Kang, Wenjin
;
Zhang, Huiping
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478240
Saved in:
4
The network and own effects of global-systemically-important-bank designations
Egger, Peter
;
Li, Jie
;
Zhu, Jiaqing
- In:
Journal of international money and finance
136
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014333319
Saved in:
5
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Saved in:
6
Listed real estate futures trading, market efficiency, and direct real estate linkages : international evidence
Lee, Chyi Lin
;
Stevenson, Simon
;
Cho, Hyunbum
- In:
Journal of international money and finance
127
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013435638
Saved in:
7
Fluctuations in global output volatility
Ductor, Lorenzo
;
Leiva-León, Danilo
- In:
Journal of international money and finance
120
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013417369
Saved in:
8
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
9
Is volatility spillover enough for investor decisions? : a new viewpoint from higher moments
He, Xie
;
Hamori, Shigeyuki
- In:
Journal of international money and finance
116
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013206923
Saved in:
10
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
- In:
Journal of international money and finance
119
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013285015
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