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subject:"Estimation"
subject:"Schätzung"
~isPartOf:"International review of financial analysis"
~person:"Chortareas, Georgios E."
~person:"Chuliá, Helena"
~person:"Xuan Vinh Vo"
~subject:"ARCH-Modell"
~subject:"Spillover-Effekt"
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Estimation
Schätzung
ARCH-Modell
Spillover-Effekt
Volatility
5
Volatilität
5
Spillover effect
4
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
Liquidity
3
Share price
3
Ankündigungseffekt
2
Announcement effect
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Devisenmarkt
2
Exchange rate
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Financial crisis
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Finanzkrise
2
Foreign exchange market
2
Geldpolitik
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Impact assessment
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Liquidität
2
Market liquidity
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Marktliquidität
2
Monetary policy
2
Stock returns
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Wechselkurs
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Welt
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Wirkungsanalyse
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World
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ARCH model
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Abwertung
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Aktienmarkt
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Asia-Pacific countries
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Asia-Pacific region
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Asiatisch-pazifischer Raum
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Australia
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Australien
1
Betriebliche Liquidität
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Chortareas, Georgios E.
Chuliá, Helena
Xuan Vinh Vo
Ma, Feng
5
Bouri, Elie
4
Narayan, Paresh Kumar
4
Caporale, Guglielmo Maria
3
Coakley, Jerry
3
Cummins, Mark
3
Deesomsak, Rataporn
3
Degiannakis, Stavros
3
Dowling, Michael
3
Gil-Alaña, Luis A.
3
Hammoudeh, Shawkat
3
Kim, Jae H.
3
Liu, Jia
3
Nonejad, Nima
3
Sensoy, Ahmet
3
Smith, Simon C.
3
Urquhart, Andrew
3
Wohar, Mark E.
3
Yarovaya, Larisa
3
Zaremba, Adam
3
Aharon, David Y.
2
Al-Khazali, Osamah
2
Antonakakis, Nikolaos
2
Audrino, Francesco
2
Azad, A. S. M. Sohel
2
Bilgin, Mehmet Huseyin
2
Bredin, Donal
2
Brooks, Chris
2
Brooks, Robert
2
Charles, Amélie
2
Chau, Frankie
2
Cipollini, Andrea
2
Daly, Kevin Edward
2
Dang, Viet Anh
2
Darné, Olivier
2
Do, Hung Xuan
2
Fabozzi, Frank J.
2
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International review of financial analysis
International review of economics & finance : IREF
9
Working paper
5
Applied economics
4
Finance research letters
4
The North American journal of economics and finance : a journal of financial economics studies
4
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Cogent economics & finance
2
Emerging markets review
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Advances in risk management
1
Applied financial economics
1
Australian economic papers
1
Bank of England Working Paper
1
Borsa Istanbul Review
1
Cambridge journal of economics
1
Economics and Business Letters : EBL
1
Energy economics
1
Financial innovation : FIN
1
Global economic review
1
Global finance journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of emerging markets
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International review of applied economics
1
Investigaciones en seguros y gestión del riesgo: RIESGO 2013 : ponencias del V Congreso "RIESGO 2013" ; 17 y 18 de octubre Gran Canaria (España)
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of financial stability
1
Journal of international financial markets, institutions & money
1
Journal of international trade & economic development : an international and comparative review
1
Journal of post-Keynesian economics : JPKE
1
Metroeconomica : international review of economics
1
Oxford bulletin of economics and statistics
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Pacific-Basin finance journal
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Research in international business and finance
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Review of development economics
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Risk management : an international journal
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The European journal of finance
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ECONIS (ZBW)
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1
Nonlinear market liquidity : an empirical examination
Chuliá, Helena
;
Mosquera-López, Stephania
;
Uribe, Jorge
- In:
International review of financial analysis
87
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014456381
Saved in:
2
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:
3
Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor
Mensi, Walid
;
Hernandez, Jose Arroeola
;
Yoon, Seong-min
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803817
Saved in:
4
Credit risk and the business cycle: what do we know?
Chortareas, Georgios E.
;
Magkonis, Georgios
;
Zekente, …
- In:
International review of financial analysis
67
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012299173
Saved in:
5
Uncovering the time-varying relationship between commonality in liquidity and volatility
Chuliá, Helena
;
Koser, Christoph
;
Uribe, Jorge
- In:
International review of financial analysis
69
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012316887
Saved in:
6
Predicting stock returns in the presence of COVID-19 pandemic : the role of health news
Salisu, Afees A.
;
Xuan Vinh Vo
- In:
International review of financial analysis
71
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012437031
Saved in:
7
Extreme spillovers across Asian-Pacific currencies : a quantile-based analysis
Bouri, Elie
;
Lucey, Brian M.
;
Saeed, Tareq
;
Xuan Vinh Vo
- In:
International review of financial analysis
72
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012437557
Saved in:
8
Monetary policy and stock returns under the MPC and inflation targeting
Chortareas, Georgios E.
;
Noikokyris, Emmanouil
- In:
International review of financial analysis
31
(
2014
),
pp. 109-116
Persistent link: https://www.econbiz.de/10010461531
Saved in:
9
The determinants of home bias puzzle in equity portfolio investment in Australia
Daly, Kevin James
;
Xuan Vinh Vo
- In:
International review of financial analysis
27
(
2013
),
pp. 34-42
Persistent link: https://www.econbiz.de/10009736951
Saved in:
10
Switching to floating exchange rates, devaluations, and stock returns in MENA countries
Chortareas, Georgios E.
;
Cipollini, Andrea
;
Eissa, …
- In:
International review of financial analysis
21
(
2012
),
pp. 119-127
Persistent link: https://www.econbiz.de/10009633319
Saved in:
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