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~accessRights:"restricted"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Brooks, Robert"
~person:"Xuan Vinh Vo"
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Search: subject_exact:"Ausstrahlungseffekt"
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Spillover effect
9
Spillover-Effekt
9
Estimation
7
Schätzung
7
Volatility
7
Volatilität
7
ARCH model
4
ARCH-Modell
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Connectedness measures
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Brooks, Robert
Xuan Vinh Vo
Kang, Sang Hoon
7
Umar, Zaghum
7
Yousaf, Imran
7
Audretsch, David B.
6
Mensi, Walid
6
Bouri, Elie
5
Veugelers, Reinhilde
5
Balli, Faruk
4
Gupta, Rangan
4
Görg, Holger
4
Haskel, Jonathan
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Tiwari, Aviral Kumar
4
Akcigit, Ufuk
3
Al-Yahyaee, Khamis Hamed
3
Blomström, Magnus
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Cassiman, Bruno
3
Kokko, Ari
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Kose, M. Ayhan
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Lehmann, Erik
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Müller, Gernot J.
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Olarreaga, Marcelo
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Rey, Hélène
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Syed Mabruk Billah
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Teplova, Tamara V.
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Terrell, Katherine D.
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Van Reenen, John
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Wang, Gang-Jin
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Wohar, Mark E.
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Yoon, Seong-min
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Švejnar, Jan
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Abakah, Emmanuel Joel Aikins
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Acs, Zoltán J.
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Adekoya, Oluwasegun B.
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Aharon, David Y.
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Areola Hernandez, Jose
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Discussion paper / Centre for Economic Policy Research
International review of economics & finance : IREF
Pacific-Basin finance journal
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
International review of financial analysis
8
The North American journal of economics and finance : a journal of financial economics studies
6
Finance research letters
4
Journal of international financial markets, institutions & money
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International journal of emerging markets
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ECONIS (ZBW)
9
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1
Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets
Mensi, Walid
;
Ur Rehman, Mobeen
;
Maitra, Debasish
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 139-157
Persistent link: https://www.econbiz.de/10014461547
Saved in:
2
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:
3
Spillover and risk transmission between the term structure of the US interest rates and Islamic equities
Umar, Zaghum
;
Yousaf, Imran
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
Pacific-Basin finance journal
72
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013370392
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
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:
6
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:
7
Modelling volatility spillovers from the US equity market to ASEAN stock markets
Xuan Vinh Vo
;
Tran Thi Tuan Anh
- In:
Pacific-Basin finance journal
59
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012231221
Saved in:
8
Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets
Kang, Sang Hoon
;
Maitra, Debasish
;
Dash, Saumya Ranjan
; …
- In:
Pacific-Basin finance journal
58
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012231049
Saved in:
9
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
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