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subject:"Volatilität"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"International review of financial analysis"
~person:"Caporale, Guglielmo Maria"
~person:"Xuan Vinh Vo"
~subject:"Internationaler Finanzmarkt"
~subject:"Spillover-Effekt"
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Volatilität
Internationaler Finanzmarkt
Spillover-Effekt
Estimation
16
Schätzung
16
Spillover effect
7
Volatility
7
Welt
5
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5
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3
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Caporale, Guglielmo Maria
Xuan Vinh Vo
Brooks, Robert
5
Balli, Faruk
4
Bouri, Elie
4
Do, Hung Xuan
4
Kang, Sang Hoon
4
Sensoy, Ahmet
4
Balli, Hatice Ozer
3
Degiannakis, Stavros
3
Floros, Christos
3
Gong, Xue
3
Goodell, John W.
3
Hammoudeh, Shawkat
3
Kumar, Dilip
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Ma, Feng
3
Mensi, Walid
3
Wu, Eliza
3
Yin, Libo
3
Aharon, David Y.
2
Antonakakis, Nikolaos
2
Balcilar, Mehmet
2
Bilgin, Mehmet Huseyin
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chen, Jinyu
2
Chen, Wang
2
Chortareas, Georgios E.
2
Chuliá, Helena
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Cipollini, Andrea
2
Daly, Kevin Edward
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2
Gil-Alaña, Luis A.
2
Gozgor, Giray
2
Gu, Chen
2
Gupta, Rangan
2
Han, Liyan
2
Henke, Harald
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International review of economics & finance : IREF
International review of financial analysis
Economics and finance working paper series
12
CESifo working papers
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
CESifo Working Paper Series
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DIW Berlin Discussion Paper
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Journal of international money and finance
3
Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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CESifo Working Paper
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Afro-Asian Journal of Finance and Accounting : AAJFA
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ECONIS (ZBW)
10
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date (oldest first)
1
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
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
The realized volatility of commodity futures : interconnectedness and determinants#
Bouri, Elie
;
Lucey, Brian M.
;
Saeed, Tareq
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 139-151
Persistent link: https://www.econbiz.de/10012692211
Saved in:
5
Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? : a portfolio risk analysis
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 96-113
Persistent link: https://www.econbiz.de/10013175750
Saved in:
6
Volatility spillovers and hedging effectiveness between health and tourism stocks : empirical evidence from the US
Salisu, Afees A.
;
Akanni, Lateef O.
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 150-159
Persistent link: https://www.econbiz.de/10012792946
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
Global and regional stock market integration in Asia : a panel convergence approach
Caporale, Guglielmo Maria
;
You, Kefei
;
Chen, Lei
- In:
International review of financial analysis
65
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012208866
Saved in:
9
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
10
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:
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