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~accessRights:"restricted"
~isPartOf:"Research in international business and finance"
~language:"eng"
~subject:"Spillover effect"
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Search: subject_exact:"GARCH-Modell"
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Spillover effect
ARCH model
95
ARCH-Modell
95
Volatility
74
Volatilität
74
Aktienmarkt
39
Börsenkurs
39
Share price
39
Stock market
39
Capital income
28
Kapitaleinkommen
28
Spillover-Effekt
26
Estimation
25
Schätzung
25
Welt
24
World
24
Correlation
17
Korrelation
17
Time series analysis
15
Zeitreihenanalyse
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GARCH
13
Virtual currency
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Virtuelle Währung
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Forecasting model
12
Prognoseverfahren
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Theorie
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Emerging economies
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Aktienindex
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Oil price
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China
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Serletis, Apostolos
2
Aharon, David Y.
1
Ahmad, Wasim
1
Ahmed, Abdullahi Dahir
1
Arfaoui, Mongi
1
Atukeren, Erdal
1
Aydoğan, Berna
1
Baklaci, Hasan Fehmi
1
Baldi, Lucia
1
Bassil, Charbel
1
Belhassine, Olfa
1
Ben Rejeb, Aymen
1
Beneki, Christina
1
Brik, Hatem
1
Ding, Zhihua
1
El Ouakdi, Jihene
1
Ftiti, Zied
1
Hamadi, Hassan
1
Hamori, Shigeyuki
1
He, Feng
1
He, Mengxi
1
Huo, Rui
1
Istiak, Khandokar
1
Ji, Qiang
1
Jiang, Shangrong
1
Kang, Sang Hoon
1
Kirkulak-Uludag, Berna
1
Kizys, Renatas
1
Korkmaz, Turhan
1
Koulis, Alexandros
1
Kundu, Srikanta
1
Kyriazis, Nikolaos A.
1
Kyritsis, Evangelos
1
Laborda, Ricardo
1
Li, Youwei
1
Li, Yuze
1
Liu, Zhenhua
1
Lkhamazhapov, Zorikto
1
Lu, Quanying
1
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Research in international business and finance
Energy economics
43
Finance research letters
26
The North American journal of economics and finance : a journal of financial economics studies
25
International review of financial analysis
22
International review of economics & finance : IREF
21
Economic modelling
17
Journal of international financial markets, institutions & money
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Applied economics
9
Global business review
6
Pacific-Basin finance journal
6
Theoretical economics letters
6
Applied economics letters
5
Emerging markets review
5
Eurasian economic review : a journal in applied macroeconomics and finance
5
International journal of finance & economics : IJFE
5
Journal of emerging market finance
5
Journal of international money and finance
5
The journal of futures markets
5
Annals of financial economics
4
Economics letters
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Emerging markets, finance and trade : EMFT
4
Global finance journal
4
International journal of financial research
4
International journal of forecasting
4
Journal of commodity markets
4
Journal of economics and finance
4
The journal of risk finance : JRF
4
Afro-Asian Journal of Finance and Accounting : AAJFA
3
Asia-Pacific journal of management research and innovation : APJMRI
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of banking & finance
3
Journal of financial markets
3
Journal of risk
3
Panoeconomicus
3
The North American journal of economics and finance : a journal of theory and practice
3
Asia Pacific financial markets
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ECONIS (ZBW)
26
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1
Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications
Liu, Zhenhua
;
Ji, Qiang
;
Zhai, Pengxiang
;
Ding, Zhihua
- In:
Research in international business and finance
66
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462203
Saved in:
2
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
Saved in:
3
Did David win a battle or the war against Goliath? : dynamic return and volatility connectedness between the GameStop stock and the high short interest indices
Aharon, David Y.
;
Kizys, Renatas
;
Umar, Zaghum
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014266177
Saved in:
4
Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics
Brik, Hatem
;
El Ouakdi, Jihene
;
Ftiti, Zied
- In:
Research in international business and finance
62
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014247888
Saved in:
5
Volatility communicator or receiver? : investigating volatility spillover mechanisms among Bitcoin and other financial markets
Jiang, Shangrong
;
Li, Yuze
;
Lu, Quanying
;
Wang, Shouyang
; …
- In:
Research in international business and finance
59
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013402124
Saved in:
6
Volatility spillovers between WTI and Brent spot crude oil prices : an analysis of granger causality in variance patterns over time
Atukeren, Erdal
;
Çevik, Emrah İsmail
;
Korkmaz, Turhan
- In:
Research in international business and finance
56
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013267899
Saved in:
7
Conditional volatility persistence and volatility spillovers in the foreign exchange market
Su, Fei
- In:
Research in international business and finance
55
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013264608
Saved in:
8
Volatility spillover between economic sectors in financial crisis prediction : evidence spanning the great financial crisis and Covid-19 pandemic
Laborda, Ricardo
;
Olmo, Jose
- In:
Research in international business and finance
57
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013332964
Saved in:
9
Financial crises and the dynamics of the spillovers between the US and BRICS stock markets
McIver, Ron
;
Kang, Sang Hoon
- In:
Research in international business and finance
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012581346
Saved in:
10
Impact of stock market trading on currency market volatility spillovers
Baklaci, Hasan Fehmi
;
Aydoğan, Berna
;
Yelkenci, Tezer
- In:
Research in international business and finance
52
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012548558
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