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~accessRights:"restricted"
~language:"cat"
~language:"eng"
~person:"McAleer, Michael"
~person:"Serletis, Apostolos"
~subject:"Spillover effect"
~type_genre:"Article in journal"
~type_genre:"Textbook"
~type_genre:"Übersichtsarbeit"
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Spillover effect
Volatility
48
Volatilität
48
Theorie
44
Theory
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Estimation
35
Schätzung
34
ARCH model
31
ARCH-Modell
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Geldpolitik
22
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McAleer, Michael
Serletis, Apostolos
Kang, Sang Hoon
53
Mensi, Walid
42
Xuan Vinh Vo
41
Bouri, Elie
34
Tiwari, Aviral Kumar
30
Gupta, Rangan
29
Umar, Zaghum
26
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24
Hammoudeh, Shawkat
23
Shahzad, Syed Jawad Hussain
21
Yousaf, Imran
21
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18
Lucey, Brian M.
18
Naeem, Muhammad Abubakr
18
Wang, Gang-Jin
18
Yarovaya, Larisa
17
Uddin, Mohammed Gazi Salah
16
Ur Rehman, Mobeen
16
Lau, Chi Keung
15
Gabauer, David
14
Goodell, John W.
14
Roubaud, David
14
Hamori, Shigeyuki
13
Abakah, Emmanuel Joel Aikins
12
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11
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10
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10
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10
Nekhili, Ramzi
10
Sitara Karim
10
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9
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9
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9
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International review of economics & finance : IREF
2
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2
Research in international business and finance
2
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1
Emerging markets review
1
Energy economics
1
International journal of forecasting
1
Journal of econometrics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Macroeconomic dynamics
1
The American economist : journal of the International Honor Society in Economics, Omicron Delta Epsilon
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ECONIS (ZBW)
14
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1
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
Spillovers of US monetary policy uncertainty on inflation targeting emerging economies
Azad, Nahiyan Faisal
;
Serletis, Apostolos
- In:
Emerging markets review
51
(
2022
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013417311
Saved in:
3
Emerging market volatility spillovers
Serletis, Apostolos
;
Azad, Nahiyan Faisal
- In:
The American economist : journal of the International …
65
(
2020
)
1
,
pp. 78-87
Persistent link: https://www.econbiz.de/10012167351
Saved in:
4
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
5
Risk spillovers in returns for Chinese and international tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
- In:
Journal of travel research : a quarterly publication of …
59
(
2020
)
2
,
pp. 335-351
Persistent link: https://www.econbiz.de/10012151658
Saved in:
6
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
7
International monetary policy spillovers
Nsafoah, Dennis
;
Serletis, Apostolos
- In:
Open economies review
30
(
2019
)
1
,
pp. 87-104
Persistent link: https://www.econbiz.de/10012153798
Saved in:
8
Volatility in the cryptocurrency market
Liu, Jinan
;
Serletis, Apostolos
- In:
Open economies review
30
(
2019
)
4
,
pp. 779-811
Persistent link: https://www.econbiz.de/10012155631
Saved in:
9
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
10
The zero lower bound and crude oil and financial markets spillovers
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 654-665
Persistent link: https://www.econbiz.de/10011916669
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