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person:"McAleer, Michael"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Bouri, Elie"
~person:"Jacks, David S."
~subject:"Volatilität"
~subject:"World"
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Search: subject_exact:"Volatility"
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Volatilität
World
Volatility
3
Bitcoin
2
Coronavirus
2
Cryptocurrencies
2
Estimation
2
Schätzung
2
Spillover effect
2
Spillover-Effekt
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Extreme good and bad volatility
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High-frequency data
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Prognoseverfahren
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Returns and volatility spillovers
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Shock
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Shock size at various quantiles
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Stichprobenerhebung
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McAleer, Michael
Bouri, Elie
Jacks, David S.
Hammoudeh, Shawkat
5
Narayan, Paresh Kumar
5
McMillan, David G.
4
Du, Ding
3
Fung, Hung-gay
3
Hu, Ou
3
Lucey, Brian M.
3
Nguyen, Duc Khuong
3
Wang, Gang-Jin
3
Wohar, Mark E.
3
Abd-Elsalam, Omneya H.
2
Aloui, Chaker
2
Ané, Thierry
2
Beltratti, Andrea
2
Benkraiem, Ramzi
2
Bley, Jorg
2
Booth, G. Geoffrey
2
Brooks, Robert
2
Brzeszczyński, Janusz
2
Bu, Ruijun
2
Caporale, Guglielmo Maria
2
Chakraborty, Sandip
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Chau, Frankie
2
Chen, Jing
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Chen, Yangyang
2
Chi, Xie
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Chkili, Walid
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Christiansen, Charlotte
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Corbet, Shaen
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Filis, George
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Hou, Ai Jun
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Hu, Michael Y.
2
Jawadi, Fredj
2
Joseph, Nathan Lael
2
Junttila, Juha
2
Kakani, Ram Kumar
2
Kalev, Petko S.
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Journal of international financial markets, institutions & money
Econometric Institute research papers
72
Discussion paper / Tinbergen Institute
51
Working paper
40
Energy economics
18
Econometric reviews
13
Finance research letters
12
International review of financial analysis
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Department of Economics working paper series
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Journal of econometrics
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of risk and financial management : JRFM
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Defence and peace economics
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Econometrics : open access journal
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Financial innovation : FIN
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Research in international business and finance
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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Discussion paper / Centre for Economic Policy Research
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Emerging markets review
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IIIS discussion paper series
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International journal of forecasting
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NBER Working Paper
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NBER working paper series
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The econometrics journal
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The quarterly review of economics and finance
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Tourism economics : the business and finance of tourism and recreation
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Annals of financial economics
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1
The size of good and bad volatility shocks does matter for spillovers
Bouri, Elie
;
Harb, Etienne
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013533155
Saved in:
2
Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak
Kumar, Ashish
;
Iqbal, Najaf
;
Mitra, Subrata Kumar
; …
- In:
Journal of international financial markets, …
77
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013357237
Saved in:
3
Exogenous drivers of Bitcoin and Cryptocurrency volatility : a mixed data sampling approach to forecasting
Walther, Thomas
;
Klein, Tony
;
Bouri, Elie
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012263290
Saved in:
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