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isPartOf:"The journal of futures markets"
type:"article"
~isPartOf:"Applied economics"
~subject:"ARCH model"
~subject:"Volatility"
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ARCH model
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Großbritannien
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Kyriacou, Kyriacos
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The journal of futures markets
Applied economics
Applied financial economics
24
The European journal of finance
18
International review of financial analysis
17
Journal of international financial markets, institutions & money
16
Journal of banking & finance
11
International review of economics & finance : IREF
10
International journal of finance & economics : IJFE
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Finance research letters
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Economic modelling
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Economics letters
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Forecasting volatility in the financial markets
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Journal of multinational financial management
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The North American journal of economics and finance : a journal of financial economics studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
30
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1
Volatility transmission between stock and foreign exchange markets : a connectedness analysis
Fernández Rodríguez, Fernando
;
Sosvilla-Rivero, Simón
- In:
Applied economics
52
(
2020
)
19
,
pp. 2096-2108
Persistent link: https://www.econbiz.de/10012197679
Saved in:
2
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
3
Asymmetric volatility spillovers between the U.K. regional worker flows and vacancies
Gefang, Deborah
;
Johnes, Geraint
- In:
Applied economics
49
(
2017
)
50
,
pp. 5117-5133
Persistent link: https://www.econbiz.de/10011845089
Saved in:
4
Return-implied volatility dynamics of high and low yielding currencies
Kaurijoki, Miikka
;
Nikkinen, Jussi
;
Äijö, Janne
- In:
The journal of futures markets
35
(
2015
)
11
,
pp. 1026-1041
Persistent link: https://www.econbiz.de/10011546212
Saved in:
5
Intraday bidirectional volatility spillover across international stock markets : does the global financial crisis matter?
Jawadi, Fredj
;
Louhichi, Waël
;
Cheffou, Abdoulkarim Idi
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3633-3650
Persistent link: https://www.econbiz.de/10011293475
Saved in:
6
Dependence structure between nominal and index-linked bond returns : a bivariate copula and DCC-GARCH approach
Benlagha, Noureddine
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3849-3860
Persistent link: https://www.econbiz.de/10010419885
Saved in:
7
Oil volatility and the option value of waiting : an analysis of the G-7
Bredin, Donal
;
Elder, John
;
Fountas, Stilianos
- In:
The journal of futures markets
31
(
2011
)
7
,
pp. 679-702
Persistent link: https://www.econbiz.de/10009009212
Saved in:
8
Implicit bands in the yen/dollar exchange rate
Ledesma-Rodríguez, Francisco José
;
Navarro Ibáñez, …
- In:
Applied economics
43
(
2011
)
10/12
,
pp. 1241-1255
Persistent link: https://www.econbiz.de/10009239432
Saved in:
9
Modelling house price volatility states in the UK by switching ARCH models
Tsai, I-chun
;
Chen, Ming-chi
;
Ma, Tai
- In:
Applied economics
42
(
2010
)
7/9
,
pp. 1145-1153
Persistent link: https://www.econbiz.de/10003991990
Saved in:
10
A simplified approach to modeling the co-movement of asset returns
Harris, Richard D. F.
;
Stoja, Evarist
;
Tucker, Jon
- In:
The journal of futures markets
27
(
2007
)
6
,
pp. 575-598
Persistent link: https://www.econbiz.de/10003493113
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