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subject:"EU-Staaten"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"ARCH-Modell"
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EU-Staaten
ARCH-Modell
Estimation
249
Schätzung
249
Capital income
79
Kapitaleinkommen
79
Börsenkurs
72
Share price
72
Volatility
68
Volatilität
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Aktienmarkt
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Welt
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ARCH model
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USA
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United States
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EU countries
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Spillover effect
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Spillover-Effekt
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English
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Antonakakis, Nikolaos
2
Filis, George
2
Floros, Christos
2
Hou, Ai Jun
2
MacDonald, Ronald
2
Narayan, Paresh Kumar
2
Wohar, Mark E.
2
Afonso, António
1
Akhtaruzzaman, Md.
1
Aloui, Chaker
1
Antell, Jan
1
Apostolakis, George N.
1
Arestis, Philip
1
Asgharian, Hossein
1
Babalos, Vassilios
1
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1
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1
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1
Bénassy-Quéré, Agnès
1
Carroll, Rachael
1
Celov, Dmitrij
1
Chakraborty, Sandip
1
Chatziantoniou, Ioannis
1
Chatzivgeri, Eleni
1
Chi, Xie
1
Chi, Yeguang
1
Chiang, Thomas C.
1
Chkili, Walid
1
Christiansen, Charlotte
1
Degiannakisa, Stavros
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Dinh Hoang Bach Phan
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Drakos, Anastassios A.
1
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Economou, Fotini
1
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1
Fernández Rodríguez, Fernando
1
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1
Fry, Tim R. L.
1
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1
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Journal of international financial markets, institutions & money
CESifo working papers
134
Applied economics
131
Economic modelling
129
Applied economics letters
88
Discussion paper series / IZA
87
Energy economics
87
Working paper series / European Central Bank
87
Discussion paper / Centre for Economic Policy Research
84
International review of economics & finance : IREF
81
Finance research letters
73
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
72
Working paper
72
International review of financial analysis
59
The North American journal of economics and finance : a journal of financial economics studies
58
Discussion paper
57
Discussion paper / Tinbergen Institute
54
Journal of empirical finance
54
ECB Working Paper
50
Journal of international money and finance
50
Journal of banking & finance
49
Economics letters
45
IZA Discussion Paper
45
Research in international business and finance
45
Empirica : journal of european economics
44
ZEW discussion papers
42
International journal of finance & economics : IJFE
39
Journal of risk and financial management : JRFM
39
Discussion papers / Deutsches Institut für Wirtschaftsforschung
38
European economic review : EER
36
Applied financial economics
35
Journal of econometrics
35
Kiel working paper
35
The European journal of finance
35
Discussion paper / Deutsche Bundesbank
34
HWWA discussion paper
33
International journal of forecasting
33
CESifo Working Paper Series
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
27
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ECONIS (ZBW)
55
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1
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
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2
Hedging effectiveness of cryptocurrencies in the European stock market
Gambarelli, Luca
;
Marchi, Gianluca
;
Muzzioli, Silvia
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014333731
Saved in:
3
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
4
European stock market volatility connectedness : the role of country and sector membership
Vidal-Llana, Xenxo
;
Uribe, Jorge
;
Guillén, Montserrat
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014245900
Saved in:
5
Spreading of cross-market volatility information : evidence from multiplex network analysis of volatility spillovers
Gong, Jue
;
Wang, Gang-Jin
;
Zhou, Yang
;
Zhu, You
;
Chi, Xie
; …
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014306328
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6
Dynamic connectedness between investors' sentiment and asset prices : a comparison between major markets in Europe and USA
Sakariyahu, Rilwan
;
Johan, Sofia Atiqah
;
Lawal, Rodiat
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490069
Saved in:
7
Price levels in the European Monetary Union : even tradables follow independent random walks
Maurer, Rainer
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013533346
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8
Independent policy, dependent outcomes : a game of cross-country dominoes across European yield curves
Stenfors, Alexis
;
Chatziantoniou, Ioannis
;
Gabauer, David
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013533377
Saved in:
9
Dynamic relationship between exchange rates and stock prices for the G7 countries : a nonlinear ARDL approach
Nusair, Salah A.
;
Olson, Dennis O.
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013357282
Saved in:
10
How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?
Sakurai, Yuji
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012820927
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