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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"International review of economics & finance : IREF"
~person:"Balli, Faruk"
~person:"Caporale, Guglielmo Maria"
~subject:"Schätzung"
~subject:"Stock market"
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Volatilität
Schätzung
Stock market
Estimation
7
Aktienmarkt
3
Spillover effect
3
Spillover-Effekt
3
USA
3
United States
3
Börsenkurs
2
Cointegration
2
Deutschland
2
Germany
2
Interest rate
2
Kointegration
2
Risiko
2
Risk
2
Share price
2
Welt
2
World
2
Zins
2
Aktienindex
1
Arabische Golf-Staaten
1
Bilateral cross-border equity holdings
1
Calendar effect
1
Determinants of spillovers
1
EU countries
1
EU markets
1
EU-Staaten
1
Emerging economies
1
Emerging markets
1
Endogeneity bias
1
Expected uncertainty transmission
1
Financial integration
1
Financial market regulation
1
Financial openness
1
Finanzmarktregulierung
1
Foreign portfolio investment
1
Fractional cointegration
1
Fractional integration
1
France
1
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Article
7
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7
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English
7
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Balli, Faruk
Caporale, Guglielmo Maria
Wohar, Mark E.
9
Brooks, Robert
8
Xuan Vinh Vo
8
Faff, Robert W.
6
Gupta, Rangan
6
Balcilar, Mehmet
5
Gil-Alaña, Luis A.
5
Hammoudeh, Shawkat
5
Kutan, Ali Mustafa
5
Madura, Jeff
5
McAleer, Michael
5
Salisu, Afees A.
5
Becchetti, Leonardo
4
Bissoondoyal-Bheenick, Emawtee
4
Chang, Tsangyao
4
Chiang, Thomas C.
4
Hamori, Shigeyuki
4
Lucey, Brian M.
4
Masih, Rumi
4
McMillan, David G.
4
Sosvilla-Rivero, Simón
4
Akhigbe, Aigbe O.
3
Arize, Augustine Chuck
3
Balli, Hatice Ozer
3
Barkoulas, John T.
3
Beckmann, Joscha
3
Brockman, Paul
3
Chatrath, Arjun
3
Chen, Shyh-Wei
3
Coakley, Jerry
3
Danbolt, Jo
3
Fountas, Stilianos
3
Garrett, Ian
3
Huang, Alex
3
Kang, Sang Hoon
3
Kouretas, Georgios P.
3
Kryzanowski, Lawrence
3
Lee, Chien-chiang
3
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Applied financial economics
International review of economics & finance : IREF
CESifo working papers
76
Economics and finance working paper series
53
Discussion papers / Deutsches Institut für Wirtschaftsforschung
34
CESifo Working Paper Series
28
DIW Berlin Discussion Paper
24
Discussion paper / Centre for Economic Forecasting
22
CESifo Working Paper
21
Applied economics letters
7
Applied economics
5
Economic modelling
5
Research in international business and finance
5
International journal of finance & economics : IJFE
4
International review of financial analysis
4
Journal of international money and finance
4
Department of Economics working papers
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of economics and finance
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Bulletin of economic research
2
Discussion paper series / IZA
2
Empirica : journal of european economics
2
Journal of economic integration
2
Journal of economics and finance : JEF
2
Open economies review
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
Review of international economics
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
African development review
1
Applied financial economics letters
1
CAMA Working Paper
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
China economic review : an international journal
1
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ECONIS (ZBW)
7
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1
An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices
Kapar, Burcu
;
Syed Mabruk Billah
;
Rana, Faisal
;
Balli, Faruk
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1442-1467
Persistent link: https://www.econbiz.de/10014446633
Saved in:
2
Sectoral uncertainty spillovers in emerging markets : a quantile time-frequency connectedness approach
Tam Hoang‑Nhat Dang
;
Balli, Faruk
;
Balli, Hatice Ozer
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 121-139
Persistent link: https://www.econbiz.de/10014535528
Saved in:
3
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:
4
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
Saved in:
5
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:
6
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
7
Domestic and external factors in interest rate determination
Caporale, Guglielmo Maria
- In:
Applied financial economics
7
(
1997
)
5
,
pp. 465-471
Persistent link: https://www.econbiz.de/10001229845
Saved in:
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