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isPartOf:"Regional science & urban economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Research in international business and finance"
~subject:"Volatility"
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Search: subject_exact:"Übertragungseffekt"
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Volatility
Spillover effect
219
Spillover-Effekt
219
Volatilität
87
Aktienmarkt
50
Estimation
50
Schätzung
50
Stock market
50
ARCH model
48
ARCH-Modell
48
Welt
41
World
41
Theorie
37
Theory
37
Financial crisis
34
Finanzkrise
34
Capital income
29
Kapitaleinkommen
29
Börsenkurs
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26
Spillovers
22
China
20
EU countries
18
EU-Staaten
18
Financial market
17
Finanzmarkt
17
Contagion effect
16
Coronavirus
16
Spillover
16
USA
16
United States
16
Ansteckungseffekt
15
Contagion
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International financial market
14
Internationaler Finanzmarkt
14
Virtual currency
14
Virtuelle Währung
14
Volatility spillover
14
Volatility spillovers
14
Emerging economies
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87
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Bouri, Elie
3
Kang, Sang Hoon
3
Lau, Chi Keung
3
Abedin, Mohammad Zoynul
2
Awartani, Basel
2
Chen, Jing
2
Chi, Xie
2
Hamori, Shigeyuki
2
Jiang, Junhua
2
Koulakiotis, Athanasios
2
Lucey, Brian M.
2
Maghyereh, Aktham I.
2
McMillan, David G.
2
Mensi, Walid
2
Miralles-Quirós, José Luis
2
Serletis, Apostolos
2
Tamakoshi, Go
2
Vigne, Samuel A.
2
Wang, Gang-Jin
2
Xuan Vinh Vo
2
Zhou, Wei-Xing
2
Abid, Ilyes
1
Aboura, Sofiane
1
Aharon, David Y.
1
Ahmad, Wasim
1
Ahmed, Abdullahi Dahir
1
Ahmed, Walid M. A.
1
Al Shiab, Mohammad
1
Alsarhan, Abdulwahab A.
1
Alshater, Muneer Maher
1
Andreou, Elena
1
Antonakakis, Nikolaos
1
Apergēs, Nikolaos
1
Apostolakis, George N.
1
Arfaoui, Mongi
1
Ashok, Shruti
1
Atenga, Eric Martial Etoundi
1
Atukeren, Erdal
1
Au-Yeung, Siu Pang
1
Aydoğan, Berna
1
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Regional science & urban economics
Journal of international financial markets, institutions & money
Research in international business and finance
Energy economics
104
The North American journal of economics and finance : a journal of financial economics studies
74
International review of financial analysis
71
Finance research letters
52
International review of economics & finance : IREF
50
Economic modelling
46
Applied economics
41
Journal of risk and financial management : JRFM
35
Econometric Institute research papers
21
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
Journal of banking & finance
20
Applied economics letters
19
Pacific-Basin finance journal
19
Emerging markets, finance and trade : EMFT
18
International journal of finance & economics : IJFE
18
CESifo working papers
17
Journal of international money and finance
17
Discussion paper / Tinbergen Institute
16
International Journal of Energy Economics and Policy : IJEEP
15
Applied financial economics
13
Global business review
13
Global finance journal
13
Working paper
13
Cogent economics & finance
12
Economics letters
12
Financial innovation : FIN
12
International Journal of Financial Studies : open access journal
11
Emerging markets review
10
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
10
Journal of emerging market finance
9
The empirical economics letters : a monthly international journal of economics
9
The journal of futures markets
9
Theoretical economics letters
9
Economics and finance working paper series
8
Journal of commodity markets
8
Journal of economics and finance
8
Journal of multinational financial management
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ECONIS (ZBW)
87
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1
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
2
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
3
Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets
Wang, Yong
;
Liu, Shimiao
;
Abedin, Mohammad Zoynul
; …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494792
Saved in:
4
From black gold to financial fallout : analyzing extreme risk spillovers in oil-exporting nations
Abid, Ilyes
;
Benkraiem, Ramzi
;
Mzoughi, Hela
;
Urom, …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014494830
Saved in:
5
Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi
;
Bouri, Elie
;
Gemici, Eray
- In:
Research in international business and finance
66
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014460654
Saved in:
6
Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications
Liu, Zhenhua
;
Ji, Qiang
;
Zhai, Pengxiang
;
Ding, Zhihua
- In:
Research in international business and finance
66
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462203
Saved in:
7
Did mega-regional trade agreements reshuffle the financial influence of the US, China, and Japan in ASEAN? : evidence from the volatility-spillover effects
Cao, Li
;
Jiang, Junhua
;
Piljak, Vanja
- In:
Research in international business and finance
65
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014432635
Saved in:
8
Realized higher-order moments spillovers across cryptocurrencies
Apergēs, Nikolaos
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014433236
Saved in:
9
Investigating volatility spillover of energy commodities in the context of the Chinese and European stock markets
Yadav, Miklesh Prasad
;
Sharif, Taimur
;
Ashok, Shruti
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014434056
Saved in:
10
Financial market spillovers and macroeconomic shocks : evidence from China
Feng, Haoyuan
;
Liu, Yue
;
Wu, Jie
;
Guo, Kun
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014434097
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