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subject:"EU countries"
subject:"Estimation"
~isPartOf:"International journal of forecasting"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The Japanese economic review : the journal of the Japanese Economic Association"
~person:"Balli, Hatice Ozer"
~person:"Chang, Chia-Lin"
~person:"Chiang, Thomas C."
~subject:"Prognoseverfahren"
~subject:"Stock market spillovers"
~subject:"World"
~type_genre:"Article in journal"
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EU countries
Estimation
Prognoseverfahren
Stock market spillovers
World
Schätzung
9
Volatility
4
Volatilität
4
Welt
4
Aktienmarkt
3
Börsenkurs
3
Share price
3
Stock market
3
Taiwan
3
ARCH model
2
ARCH-Modell
2
Capital income
2
Kapitaleinkommen
2
Spillover effect
2
Spillover-Effekt
2
Time series analysis
2
Zeitreihenanalyse
2
1973-1996
1
1978-2008
1
1990-2008
1
Aktienindex
1
Annual leave
1
Asia
1
Asian stock markets
1
Asien
1
Asymmetric volatility
1
Asymmetry
1
Bilateral cross-border equity holdings
1
Biofuel
1
Biokraftstoff
1
Cointegration
1
Commodity derivative
1
Consistent estimation
1
Cross-sectional stock dispersion
1
Crude oil futures
1
Daily Model-based Tourism Financial Conditions Index
1
Day-night realized volatility
1
Day-night returns
1
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9
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Article in journal
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9
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English
9
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Balli, Hatice Ozer
Chang, Chia-Lin
Chiang, Thomas C.
Wohar, Mark E.
8
McAleer, Michael
7
Xuan Vinh Vo
7
Gupta, Rangan
6
Balcilar, Mehmet
5
Koopman, Siem Jan
5
Salisu, Afees A.
5
Gil-Alaña, Luis A.
4
Hammoudeh, Shawkat
4
Kutan, Ali Mustafa
4
Wang, Yudong
4
Arize, Augustine Chuck
3
Athanasopoulos, George
3
Balli, Faruk
3
Brooks, Robert
3
Chang, Tsangyao
3
Chao, Chi-Chur
3
Chen, Shyh-Wei
3
Ho, Tsung-wu
3
Huber, Florian
3
Lee, Chien-chiang
3
Malindretos, John
3
Narayan, Paresh Kumar
3
Narayan, Seema
3
Sosvilla-Rivero, Simón
3
Wu, Po-chin
3
Xie, Zixiong
3
Yin, Libo
3
Zeaiter, Hussein
3
Ahmad, Ahmad Hassan
2
Ahmad, Wasim
2
Ali, Syed Zahid
2
Ando, Koichi
2
Asai, Manabu
2
Asano, Seki
2
Beckmann, Joscha
2
Bissoondoyal-Bheenick, Emawtee
2
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International journal of forecasting
International review of economics & finance : IREF
The Japanese economic review : the journal of the Japanese Economic Association
Applied economics
4
Risks : open access journal
3
The North American journal of economics and finance : a journal of financial economics studies
3
Finance research letters
2
Journal of international financial markets, institutions & money
2
Research in international business and finance
2
Review of quantitative finance and accounting
2
Applied financial economics
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
International Journal of Financial Studies : open access journal
1
International journal of business
1
International review of finance
1
International review of financial analysis
1
Inventi impact: emerging economies
1
Journal of banking & finance
1
Journal of economics and finance
1
Journal of mathematical finance
1
Journal of risk and financial management : JRFM
1
Quantitative finance and economics
1
Regional studies : official journal of the Regional Studies Association
1
Review of Pacific Basin financial markets and policies
1
The Korean economic review
1
Tourism analysis : an interdisciplinary tourism & hospitality journal
1
Tourism economics : the business and finance of tourism and recreation
1
Tourism management : research, policies, practice
1
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ECONIS (ZBW)
9
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9
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1
Why do U.S. uncertainties drive stock market spillovers? : international evidence
Balli, Faruk
;
Hasan, Mudassar
;
Balli, Hatice Ozer
; …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 288-301
Persistent link: https://www.econbiz.de/10013175813
Saved in:
2
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
3
Determinants of sector of holders international equity holdings
Balli, Faruk
;
Balli, Hatice Ozer
;
Basher, Syed Abul
; …
- In:
International review of economics & finance : IREF
63
(
2019
),
pp. 329-338
Persistent link: https://www.econbiz.de/10012321991
Saved in:
4
Herding within industries : evidence from Asian stock markets
Zheng, Dazhi
;
Li, Huimin
;
Chiang, Thomas C.
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 487-509
Persistent link: https://www.econbiz.de/10011754568
Saved in:
5
Stock returns and economic fundamentals in an emerging market : an empirical investigation of domestic and global market forces
Chiang, Thomas C.
;
Chen, Xiaoyu
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 107-120
Persistent link: https://www.econbiz.de/10011625549
Saved in:
6
Modelling a latent daily Tourism Financial Conditions Index
Chang, Chia-Lin
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 113-126
Persistent link: https://www.econbiz.de/10011573563
Saved in:
7
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
- In:
The Japanese economic review : the journal of the …
63
(
2012
)
3
,
pp. 397-419
Persistent link: https://www.econbiz.de/10009666576
Saved in:
8
How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
- In:
International journal of forecasting
27
(
2011
)
4
,
pp. 1066-1075
Persistent link: https://www.econbiz.de/10009316905
Saved in:
9
Short-term eurocurrency rate behavior and specifications of cointegrating processes
Chiang, Thomas C.
;
Kim, Doseong
- In:
International review of economics & finance : IREF
9
(
2000
)
2
,
pp. 157-179
Persistent link: https://www.econbiz.de/10001523655
Saved in:
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