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~accessRights:"restricted"
~subject:"Spillover effect"
~type_genre:"Article in journal"
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Spillover effect
Structural break
792
Strukturbruch
791
Time series analysis
332
Zeitreihenanalyse
332
Estimation
323
Schätzung
323
Structural breaks
209
Cointegration
207
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206
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161
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161
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143
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143
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140
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140
structural breaks
116
Estimation theory
103
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103
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90
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90
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90
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90
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83
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83
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70
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structural break
64
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61
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60
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59
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36
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36
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Hammoudeh, Shawkat
3
Malik, Farooq
3
Chang, Chun Ping
2
Kashyap, Sachin
2
Mensi, Walid
2
Serletis, Apostolos
2
Abu Hassan Shaari Mohd Nor
1
Ahmed, Walid M. A.
1
Al-Maadid, Alanoud
1
Ali, Faek Menla
1
Aloui, Chaker
1
Bassil, Charbel
1
Belhassine, Olfa
1
Ben Hamida, Hela
1
Benlagha, Noureddine
1
Budd, Bruce Q.
1
Caporale, Guglielmo Maria
1
Chen, Shun
1
Chen, Tai-Feng
1
Chu, Yin
1
Dash, Saumya Ranjan
1
Ewing, Bradley T.
1
Guhathakurta, Kousik
1
Guo, Jin
1
Hamadi, Hassan
1
Iqbal, Azhar
1
Janković, Irena
1
Kang, Sang Hoon
1
Karamti, Chiraz
1
Karanasos, Menelaos
1
Kashyap, Suresh
1
Kirkulak-Uludag, Berna
1
Kumar, Dilip
1
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1
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1
Lkhamazhapov, Zorikto
1
Maderitsch, Robert
1
Maitra, Debasish
1
Margaronis, Zannis
1
Mseddi, Slim
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Energy economics
5
Research in international business and finance
4
Global finance journal
2
International review of financial analysis
2
Annals of financial economics
1
Business economics : the journal of the National Association for Business Economists
1
Economic research
1
Environmental and resource economics
1
Finance research letters
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of business innovation and research : IJBIR
1
International review of economics & finance : IREF
1
Journal of economics and finance
1
Journal of emerging market finance
1
Journal of modelling in management
1
Macroeconomic dynamics
1
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1
Pacific-Basin finance journal
1
Panoeconomicus
1
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1
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1
Review of quantitative finance and accounting
1
The North American journal of economics and finance : a journal of financial economics studies
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
The journal of asset management
1
The journal of international trade & economic development
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Review on volatility and return analysis including emerging developments : evidence from stock market empirics
Kashyap, Sachin
- In:
Journal of modelling in management
18
(
2023
)
3
,
pp. 756-816
Persistent link: https://www.econbiz.de/10014334988
Saved in:
2
Spillover effects in the presence of structural breaks, persistence and conditioned heteroscedasticity
Souza, Francisca Mendonça
;
Ramser, Claudia Aline de Souza
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10014442610
Saved in:
3
Time-varying herding spillover for emerging countries : evidence from BRIC countries and Turkey
Yasir, Muhammad
;
Özlem Önder, A.
- In:
Review of behavioral finance : RBF
15
(
2023
)
5
,
pp. 709-728
Persistent link: https://www.econbiz.de/10014340965
Saved in:
4
Risk spillovers from China's and the US stock markets during high-volatility periods : evidence from East Asianstock markets
Wang, Bo
;
Xiao, Yang
- In:
International review of financial analysis
86
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014249132
Saved in:
5
Structural change in the correlation, return and volatility spillovers : evidence from the oil, stock and exchange rate markets in the United States
Su, Jung-bin
- In:
Economic research
35
(
2022
)
1,6
,
pp. 6918-6944
Persistent link: https://www.econbiz.de/10014428554
Saved in:
6
Volatility spillover among sector equity returns under structural breaks
Malik, Farooq
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
Saved in:
7
Does innovation co-move with FDI? : evidence from OECD countries
Chang, Chun Ping
- In:
Panoeconomicus
69
(
2022
)
4
,
pp. 509-525
Persistent link: https://www.econbiz.de/10013352961
Saved in:
8
Political stability : an impetus for spatial environmental spillovers
Sui, Bo
;
Chang, Chun Ping
;
Chu, Yin
- In:
Environmental and resource economics
79
(
2021
)
2
,
pp. 387-415
Persistent link: https://www.econbiz.de/10012543933
Saved in:
9
Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
Saved in:
10
Volatility spillovers and hedging effectiveness between oil and stock markets : evidence from a wavelet-based and structural breaks analysis
Belhassine, Olfa
;
Karamti, Chiraz
- In:
Energy economics
102
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013162440
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