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~accessRights:"free"
~language:"eng"
~person:"Billio, Monica"
~person:"McAleer, Michael"
~person:"Weber, Enzo"
~subject:"Spillover effect"
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Spillover effect
Volatility
50
Volatilität
49
United States
38
Theorie
36
Theory
36
USA
36
ARCH model
35
ARCH-Modell
35
Estimation
34
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Welt
27
World
27
Time series analysis
26
Zeitreihenanalyse
26
Forecasting model
22
Prognoseverfahren
22
Risikomaß
22
Risk measure
22
Spillover-Effekt
20
Modellierung
19
Scientific modelling
19
Taiwan
19
Börsenkurs
18
Cointegration
18
Share price
18
Capital market returns
17
Correlation
17
Kapitalmarktrendite
17
VAR model
17
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17
Korrelation
16
Bibliometrics
14
Bibliometrie
14
Portfolio selection
14
Portfolio-Management
14
Financial crisis
13
Finanzkrise
13
Schock
13
Shock
13
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Billio, Monica
McAleer, Michael
Weber, Enzo
Atallah, Gamal
8
Caporale, Guglielmo Maria
8
König, Michael D.
8
Keller, Wolfgang
7
Spagnolo, Nicola
7
Kose, M. Ayhan
6
Chang, Chia-Lin
5
Damijan, Jože P.
5
Fischer, Manfred M.
5
Hale, Galina
5
Lakatos, Csilla
5
Larch, Mario
5
Lechthaler, Wolfgang
5
Ohnsorge, Franziska
5
Rojec, Matija
5
Stocker, Marc
5
Zimmermann, Christian
5
Antonakakis, Nikolaos
4
Burgstaller, Johann
4
Felbermayr, Gabriel
4
Gorodnichenko, Yuriy
4
Hayo, Bernd
4
Liu, Xiaodong
4
Masso, Jaan
4
Terrell, Katherine D.
4
Tillmann, Peter
4
Veugelers, Reinhilde
4
Švejnar, Jan
4
Aloi, Marta
3
Balsvik, Ragnhild
3
Bjorvatn, Kjetil
3
Caporin, Massimiliano
3
Cassiman, Bruno
3
Conrad, Christian
3
Frattarolo, Lorenzo
3
Ghosal, Vivek
3
Gopal, Sucharita
3
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Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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Econometric Institute research papers
5
Working paper
4
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
3
SFB 649 discussion paper
3
Discussion paper series / University of Heidelberg, Department of Economics
2
Working papers
2
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
1
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ECONIS (ZBW)
20
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1
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701646
Saved in:
2
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10010410189
Saved in:
3
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009787937
Saved in:
4
Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2020
Persistent link: https://www.econbiz.de/10012244841
Saved in:
5
Volatility spillovers from the Chinese stock market to economic neighbours
Allena, David E.
;
Amrama, Ron
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413631
Saved in:
6
Measuring persistence in volatility spillovers
Conrad, Christian
;
Weber, Enzo
-
2013
Persistent link: https://www.econbiz.de/10009771293
Saved in:
7
Financial contagion, vulnerability and information : empirical identification
Weber, Enzo
-
2009
Persistent link: https://www.econbiz.de/10003908053
Saved in:
8
On the sources of U.S. stock market comovement
Weber, Enzo
-
2010
Persistent link: https://www.econbiz.de/10003943740
Saved in:
9
Risk spillovers in returns for Chinese and international tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823285
Saved in:
10
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
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