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~isPartOf:"Economic modelling"
~isPartOf:"Emerging markets review"
~isPartOf:"European economic review : EER"
~subject:"Volatility"
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Volatility
Spillover effect
157
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Economic modelling
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ECONIS (ZBW)
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1
Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion
Zhao, Wandi
;
Gao, Yang
- In:
Emerging markets review
59
(
2024
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014533597
Saved in:
2
The asymmetric dynamics of stock-bond liquidity correlation in China : the role of macro-financial determinants
Pan, Beier
- In:
Economic modelling
124
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463273
Saved in:
3
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
4
Dynamic volatility spillover effects between wind and solar power generations : implications for hedging strategies and a sustainable power sector
Song, Feng
;
Cui, Jian
;
Yu, Yihua
- In:
Economic modelling
116
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014513221
Saved in:
5
The existence of flight-to-quality under extreme conditions : evidence from a nonlinear perspective in Chinese stocks and bonds' sectors
Deng, Chao
;
Su, Xiaojian
;
Wang, Gangjin
;
Peng, Cheng
- In:
Economic modelling
113
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013349183
Saved in:
6
Spillovers from the European Central Bank's asset purchases to countries in Central and Eastern Europe
Antal, Mark
;
Kaszab, Lorant
- In:
Economic modelling
113
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013349300
Saved in:
7
Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?
Jiang, Kunliang
;
Ye, Wuyi
- In:
Economic modelling
117
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014229176
Saved in:
8
Effects of investor sentiment on stock return volatility : a spatio-temporal dynamic panel model
Jiang, Shangwei
;
Jin, Xiu
- In:
Economic modelling
97
(
2021
),
pp. 298-306
Persistent link: https://www.econbiz.de/10012793454
Saved in:
9
Volatility spillovers between food and fuel markets : do administrative regulations affect the transmission?
An, Henry
;
Qiu, Feng
;
Rude, James
- In:
Economic modelling
102
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012796579
Saved in:
10
Volatility spillovers and the global financial cycle across economies : evidence from a global semi-structural model
Gómez Pineda, Javier Guillermo
- In:
Economic modelling
90
(
2020
),
pp. 331-373
Persistent link: https://www.econbiz.de/10012428921
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