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~accessRights:"free"
~isPartOf:"Applied economics"
~isPartOf:"Quantitative finance and economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Impact assessment"
~subject:"Shock"
~subject:"Spillover-Effekt"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
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2
Foreign R&D spillovers to the USA and strategic reactions
Ziesemer, Thomas
- In:
Applied economics
54
(
2022
)
37
,
pp. 4274-4291
Persistent link: https://www.econbiz.de/10013410900
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3
Time-Frequency connectedness between developing countries in the COVID-19 pandemic : the case of East Africa
Katusiime, Lorna
- In:
Quantitative finance and economics
6
(
2022
)
4
,
pp. 722-748
Persistent link: https://www.econbiz.de/10013500737
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4
Volatility connectedness and market dependence across major financial markets in China economy
Liow, Kim Hiang
;
Song, Jeongseop
;
Zhou, Xiaoxia
- In:
Quantitative finance and economics
5
(
2021
)
3
,
pp. 397-420
Persistent link: https://www.econbiz.de/10012592476
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5
The spillover effects among offshore and onshore RMB exchange rate markets, RMB Hibor market
Zhong, Yonghong
;
Harris, Richard I. D.
- In:
Quantitative finance and economics
4
(
2020
)
2
,
pp. 294-309
Persistent link: https://www.econbiz.de/10012271396
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6
Investigating the risk spillover from crude oil market to BRICS stock markets based on Copula-POT-CoVaR models
Liu, Ke
;
Changqing, Luo
;
Li, Zhao
- In:
Quantitative finance and economics
3
(
2019
)
4
,
pp. 754-771
Persistent link: https://www.econbiz.de/10012176689
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7
Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system
Ferrario, Andrea
;
Guidolin, Massimo
;
Pedio, Manuela
- In:
Quantitative finance and economics
2
(
2018
)
3
,
pp. 661-701
Persistent link: https://www.econbiz.de/10012156828
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