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~subject:"ARCH model"
~subject:"Finanzmarkt"
~type:"article"
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Search: subject_exact:"Ausstrahlungseffekt"
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ARCH model
Finanzmarkt
Spillover effect
4,677
Spillover-Effekt
4,677
Volatility
1,024
Volatilität
1,024
Estimation
716
Schätzung
716
China
673
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667
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666
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658
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658
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609
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608
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492
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258
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657
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Bouri, Elie
13
Kang, Sang Hoon
10
Xuan Vinh Vo
10
Mensi, Walid
7
Ahmed, Abdullahi Dahir
6
Brooks, Robert
6
Gupta, Rangan
6
Hammoudeh, Shawkat
6
Lau, Chi Keung
6
Balli, Faruk
5
Do, Hung Xuan
5
Huo, Rui
5
McAleer, Michael
5
Sehgal, Sanjay
5
Shahzad, Syed Jawad Hussain
5
Tian, Maoxi
5
Tiwari, Aviral Kumar
5
Wang, Yudong
5
Yarovaya, Larisa
5
Yoon, Seong-min
5
Aggarwal, Vaibhav
4
Ahmad, Wasim
4
Corbet, Shaen
4
Doifode, Adesh
4
Floros, Christos
4
Ji, Qiang
4
Kočenda, Evžen
4
Lee, Chien-chiang
4
Lucey, Brian M.
4
Ngo Thai Hung
4
Serletis, Apostolos
4
Uddin, Mohammed Gazi Salah
4
Ur Rehman, Mobeen
4
Wang, Gang-Jin
4
Wohar, Mark E.
4
Yelkenci, Tezer
4
Zhuang, Xintian
4
Abakah, Emmanuel Joel Aikins
3
Aboura, Sofiane
3
Alshater, Muneer Maher
3
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Energy economics
49
Research in international business and finance
33
The North American journal of economics and finance : a journal of financial economics studies
33
International review of economics & finance : IREF
31
Finance research letters
30
International review of financial analysis
29
Economic modelling
25
Journal of international financial markets, institutions & money
17
Applied economics
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Journal of international money and finance
13
Applied economics letters
8
Emerging markets review
8
Emerging markets, finance and trade : EMFT
8
Pacific-Basin finance journal
8
Economics letters
7
Theoretical economics letters
7
Global business review
6
International journal of finance & economics : IJFE
6
Journal of quantitative economics
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Eurasian economic review : a journal in applied macroeconomics and finance
5
Journal of banking & finance
5
Journal of emerging market finance
5
The journal of futures markets
5
Annals of financial economics
4
Economic research
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
Journal of empirical finance
4
Journal of multinational financial management
4
Panoeconomicus
4
The North American journal of economics and finance : a journal of theory and practice
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
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ECONIS (ZBW)
657
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1
Over-expected shocks and financial market security : evidence from China's markets
Li, Yueshan
;
Chen, Shoudong
;
Sensoy, Ahmet
;
Wang, Lu
- In:
Research in international business and finance
68
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014451851
Saved in:
2
Quantitative easing and the spillover effects from the crude oil market to other financial markets : evidence from QE1 to QE3
Lyu, Yongjian
;
Zhang, Xinyu
;
Cao, Jin
;
Liu, Jiatao
;
Yang, Mo
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451417
Saved in:
3
Causality and volatility spillovers of banks' stock price returns on BSE Bankex returns
Subburayan, Baranidharan
- In:
The journal of corporate accounting & finance
35
(
2024
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10014472167
Saved in:
4
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
5
Does trade policy uncertainty in China and USA matter for key financial markets?
Riaz, Adeel
;
Ullah, Assad
;
Xingong, Li
- In:
Economic change & restructuring
57
(
2024
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014491130
Saved in:
6
Risk spillover from international crude oil markets to China's financial markets : evidence from extreme events and U.S. monetary policy
Changqing, Luo
;
Qu, Yi
;
Su, Yaya
;
Dong, Liang
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014491934
Saved in:
7
Dynamic volatility spillover and market emergency : matching and forecasting
Zhou, Wei
;
Chen, Yan
;
Chen, Jin
- In:
The North American journal of economics and finance : a …
71
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014492092
Saved in:
8
An investigation on dynamic connectedness of commodity market with financial market during the Russia–Ukraine invasion
Malhotra, Gaytri
;
Yadav, Miklesh Prasad
;
Tandon, Priyanka
; …
- In:
Benchmarking : an international journal
31
(
2024
)
2
,
pp. 439-465
Persistent link: https://www.econbiz.de/10014503072
Saved in:
9
Stock market volatility : a systematic review
Dhingra, Barkha
;
Batra, Shallu
;
Aggarwal, Vaibhav
; …
- In:
Journal of modelling in management
19
(
2024
)
3
,
pp. 925-952
Persistent link: https://www.econbiz.de/10014512902
Saved in:
10
Exploring the relationship between digital trails of social signals and bitcoin returns
Yelkenci, Tezer
;
Yelkenci, Birce Dobrucalı
;
Vardar, Gülin
- In:
Studies in economics and finance
41
(
2024
)
1
,
pp. 125-147
Persistent link: https://www.econbiz.de/10014467192
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