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~isPartOf:"Applied economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Spillover effect"
~type_genre:"Aufsatz in Zeitschrift"
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Spillover effect
ARCH model
270
ARCH-Modell
270
Volatility
178
Volatilität
178
Estimation
94
Schätzung
94
Aktienmarkt
80
Börsenkurs
80
Share price
80
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80
Capital income
68
Kapitaleinkommen
68
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57
Prognoseverfahren
57
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32
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32
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Spillover-Effekt
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Portfolio-Management
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Aufsatz in Zeitschrift
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29
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29
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Todorova, Neda
2
Zhou, Wei-Xing
2
Akdoğu, Serpil Kahraman
1
Alhothuali, Mohammad S.
1
Allen, David E.
1
Alshater, Muneer Maher
1
Alsulami, Hamed Hamdan
1
Antonakakis, Nikolaos
1
Apergēs, Nikolaos
1
Apostolakis, George N.
1
Babalos, Vassilios
1
Bojnec, Štefan
1
Bonato, Matteo
1
Bouri, Elie
1
Chakraborty, Sandip
1
Cheffou, Abdoulkarim Idi
1
Chi, Xie
1
Dai, Peng-Fei
1
Dai, Yun-Shi
1
Dang Khoa Tran
1
Das, Mahamitra
1
El Khoury, Rim
1
Finta, Marinela Adriana
1
Floros, Christos
1
Foglia, Matteo
1
Frijns, Bart
1
Gil, José María
1
Gillas, Konstantinos Gkillas
1
Gong, Jue
1
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1
Guo, Peng
1
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1
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1
Harvie, Charles
1
Hassouneh, Islam
1
Hua, Jian
1
Jawadi, Fredj
1
Jiang, Huayun
1
Kakani, Ram Kumar
1
Kang, Sang Hoon
1
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Applied economics
Journal of international financial markets, institutions & money
Energy economics
52
Research in international business and finance
32
The North American journal of economics and finance : a journal of financial economics studies
32
International review of financial analysis
31
Economic modelling
29
Finance research letters
27
International review of economics & finance : IREF
24
Journal of risk and financial management : JRFM
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
12
International Journal of Energy Economics and Policy : IJEEP
12
Financial innovation : FIN
11
Global business review
10
Cogent economics & finance
9
Pacific-Basin finance journal
8
Emerging markets review
7
International Journal of Financial Studies : open access journal
7
International journal of finance & economics : IJFE
7
Journal of banking & finance
7
The empirical economics letters : a monthly international journal of economics
7
Applied economics letters
6
Economics letters
6
International journal of financial research
6
Journal of economics and finance
6
Journal of emerging market finance
6
The journal of futures markets
6
Theoretical economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Eurasian economic review : a journal in applied macroeconomics and finance
5
Finance a úvěr
5
Global finance journal
5
International journal of economics and financial issues : IJEFI
5
Journal of international money and finance
5
Afro-Asian Journal of Finance and Accounting : AAJFA
4
Annals of financial economics
4
Emerging markets, finance and trade : EMFT
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International journal of bonds and derivatives
4
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ECONIS (ZBW)
29
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29
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1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
Do gulf stock markets share time varying connectedness
Saeed, Tareq
;
Nautiyal, Neeraj
;
Ur Rehman, Mobeen
; …
- In:
Applied economics
55
(
2023
)
48
,
pp. 5700-5718
Persistent link: https://www.econbiz.de/10014335664
Saved in:
3
Realized higher-order moments spillovers across cryptocurrencies
Apergēs, Nikolaos
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014433236
Saved in:
4
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi
;
Dai, Peng-Fei
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014482970
Saved in:
5
The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies
Tian, Maoxi
;
El Khoury, Rim
;
Alshater, Muneer Maher
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014246021
Saved in:
6
Spreading of cross-market volatility information : evidence from multiplex network analysis of volatility spillovers
Gong, Jue
;
Wang, Gang-Jin
;
Zhou, Yang
;
Zhu, You
;
Chi, Xie
; …
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014306328
Saved in:
7
Volatility transmission between the Japanese stock market and the Western stock market indices : time & frequency domain connectedness analysis with high-frequency data
Akdoğu, Serpil Kahraman
;
Keser, Merve
- In:
Applied economics
54
(
2022
)
6
,
pp. 670-684
Persistent link: https://www.econbiz.de/10012874238
Saved in:
8
Factor volatility spillover and its implications on factor premia
Shi, Huai-Long
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013533171
Saved in:
9
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Xuan Vinh Vo
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
10
Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803182
Saved in:
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