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~accessRights:"restricted"
~isPartOf:"Applied economics"
~subject:"ARCH model"
~subject:"Finanzmarkt"
~subject:"Kapitaleinkommen"
~subject:"Theorie"
~type:"article"
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Search: subject_exact:"Ausstrahlungseffekt"
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ARCH model
Finanzmarkt
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Spillover effect
97
Spillover-Effekt
97
Volatility
34
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34
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20
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Balli, Faruk
2
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2
Jena, Sangram Keshari
2
Roubaud, David
2
Syed Mabruk Billah
2
Tiwari, Aviral Kumar
2
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1
Akdoğu, Serpil Kahraman
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Applied economics
Energy economics
70
The North American journal of economics and finance : a journal of financial economics studies
50
International review of financial analysis
46
Economic modelling
45
International review of economics & finance : IREF
45
Finance research letters
44
Research in international business and finance
40
Journal of international financial markets, institutions & money
24
Journal of international money and finance
23
Economics letters
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
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15
Pacific-Basin finance journal
14
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12
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12
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9
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9
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8
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Open economies review
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Technological forecasting & social change : an international journal
8
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7
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Journal of emerging market finance
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
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Letters in spatial and resource sciences : LSRS
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The B.E. journal of economic analysis & policy
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Eurasian economic review : a journal in applied macroeconomics and finance
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ECONIS (ZBW)
29
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1
Pollution havens and agglomeration : the effect of globalization and technological spillover
Hamaguchi, Yoshihiro
- In:
Applied economics
56
(
2024
)
19
,
pp. 2223-2240
Persistent link: https://www.econbiz.de/10014520737
Saved in:
2
Risk spillover effect of global financial markets in the context of novel coronavirus epidemic
Hu, Liqin
;
Zheng, Qiuyan
;
Chang, Tsangyao
- In:
Applied economics
56
(
2024
)
22
,
pp. 2654-2670
Persistent link: https://www.econbiz.de/10014525404
Saved in:
3
Spillover effects of the US stock market and the predictability of returns : international evidence based on daily data
Wen, Yi-Chieh
;
Li, Bin
;
Chen, Xiaoyue
;
Singh, Tarlok
- In:
Applied economics
55
(
2023
)
45
,
pp. 5251-5266
Persistent link: https://www.econbiz.de/10014335067
Saved in:
4
Do gulf stock markets share time varying connectedness
Saeed, Tareq
;
Nautiyal, Neeraj
;
Ur Rehman, Mobeen
; …
- In:
Applied economics
55
(
2023
)
48
,
pp. 5700-5718
Persistent link: https://www.econbiz.de/10014335664
Saved in:
5
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
6
Spillover effects of US uncertainty : does the type of US uncertainty matter?
Yildirim, Zekeriya
- In:
Applied economics
55
(
2023
)
29
,
pp. 3365-3389
Persistent link: https://www.econbiz.de/10014299158
Saved in:
7
The dynamic impacts of skewness on the risk-return relationship in the dry bulk spot freight rates and FFAs
Sun, Xiaolin
;
Ma, Jun
;
Guo, Haifeng
;
Liu, Hailong
- In:
Applied economics
55
(
2023
)
18
,
pp. 1991-2004
Persistent link: https://www.econbiz.de/10014294827
Saved in:
8
Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Applied economics
55
(
2023
)
12
,
pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
Saved in:
9
Volatility transmission between the Japanese stock market and the Western stock market indices : time & frequency domain connectedness analysis with high-frequency data
Akdoğu, Serpil Kahraman
;
Keser, Merve
- In:
Applied economics
54
(
2022
)
6
,
pp. 670-684
Persistent link: https://www.econbiz.de/10012874238
Saved in:
10
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
54
(
2022
)
20
,
pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
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