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source:"econis"
subject:"Kapitaleinkommen"
~person:"Brooks, Robert"
~subject:"Panel study"
~subject:"Spillover-Effekt"
~subject:"Wechselkurs"
~type_genre:"Article in journal"
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Kapitaleinkommen
Panel study
Spillover-Effekt
Wechselkurs
Estimation
35
Schätzung
35
Volatility
14
Volatilität
14
Australia
12
Australien
12
Börsenkurs
11
Capital income
11
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11
Aktienmarkt
10
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Theorie
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Theory
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ARCH-Modell
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Spillover effect
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Estimation theory
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Schätztheorie
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1974-1992
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Brooks, Robert
Gupta, Rangan
83
Bahmani-Oskooee, Mohsen
68
Zaremba, Adam
61
Tiwari, Aviral Kumar
41
Wohar, Mark E.
38
Narayan, Paresh Kumar
36
McMillan, David G.
34
Apergēs, Nikolaos
32
Xuan Vinh Vo
28
Chang, Tsangyao
27
Pierdzioch, Christian
27
Lee, Chien-chiang
26
Westerlund, Joakim
26
Caporale, Guglielmo Maria
24
Kang, Sang Hoon
24
Bouri, Elie
22
Mensi, Walid
22
Sehgal, Sanjay
22
Baltagi, Badi H.
21
Bollerslev, Tim
21
Balcilar, Mehmet
20
Ma, Feng
20
Salisu, Afees A.
20
Yoon, Seong-min
20
Belke, Ansgar
19
Gil-Alaña, Luis A.
19
Wang, Yudong
19
Beckmann, Joscha
18
Cakici, Nusret
18
MacDonald, Ronald
18
Su, Chi-Wei
18
Todorov, Viktor
18
Afonso, António
17
Bali, Turan G.
17
Hook, Law Siong
17
Kumar, Dilip
17
Rashid, Abdul
17
Umar, Zaghum
17
Shahbaz, Muhammad
16
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International review of economics & finance : IREF
3
International review of financial analysis
2
Journal of international financial markets, institutions & money
2
Applied financial economics
1
Applied financial economics letters
1
Australian journal of management
1
Economics letters
1
Global finance journal
1
Journal of business finance & accounting : JBFA
1
Journal of emerging market finance
1
Journal of empirical finance
1
Journal of financial management, markets and institutions
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Pacific-Basin finance journal
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ECONIS (ZBW)
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1
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
2
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
3
Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets
Kang, Sang Hoon
;
Maitra, Debasish
;
Dash, Saumya Ranjan
; …
- In:
Pacific-Basin finance journal
58
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012231049
Saved in:
4
Thai financial markets and political change
Sutsarun Lumjiak
;
Sirimon Treepongkaruna
;
Wee, Marvin
; …
- In:
Journal of financial management, markets and institutions
2
(
2014
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10011949641
Saved in:
5
Volatility spillover between the US, Chinese and Australian stock markets
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Chi, Wei
; …
- In:
Australian journal of management
43
(
2018
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10011890710
Saved in:
6
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
7
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
8
Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
- In:
Global finance journal
28
(
2015
),
pp. 24-37
Persistent link: https://www.econbiz.de/10011478085
Saved in:
9
Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments
Brooks, Robert
;
Faff, Robert W.
;
Sirimon Treepongkaruna
; …
- In:
Journal of business finance & accounting : JBFA
42
(
2015
)
5/6
,
pp. 777-799
Persistent link: https://www.econbiz.de/10011442342
Saved in:
10
Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression
Nath, Harmindar B.
;
Brooks, Robert
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 94-111
Persistent link: https://www.econbiz.de/10011572339
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