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~isPartOf:"Emerging markets review"
~language:"bul"
~language:"eng"
~language:"nld"
~language:"spa"
~person:"Caporale, Guglielmo Maria"
~person:"Gupta, Rangan"
~subject:"International financial market"
~subject:"Internationaler Finanzmarkt"
~subject:"Konsumentenverhalten"
~subject:"Volatility"
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International financial market
Internationaler Finanzmarkt
Konsumentenverhalten
Volatility
Aktienmarkt
2
Börsenkurs
2
Estimation
2
Schätzung
2
Share price
2
Stock market
2
VAR model
2
VAR-Modell
2
Volatilität
2
ARCH model
1
ARCH-Modell
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Ansteckungseffekt
1
BRICS
1
BRICS countries
1
BRICS-Staaten
1
Bayes-Statistik
1
Bayesian Graphical Structural VAR
1
Bayesian inference
1
Causality analysis
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Contagion effect
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Emerging economies
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Forecasting model
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Implied volatility index
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Inflation
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Inflation expectations
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Inflation uncertainty
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Markov switching model
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Markov-Kette
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Bulgarian
English
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Caporale, Guglielmo Maria
Gupta, Rangan
Narayan, Paresh Kumar
4
Hammoudeh, Shawkat
3
Bouri, Elie
2
Lau, Chi Keung
2
Mensi, Walid
2
Ryu, Doojin
2
Sharma, Susan Sunila
2
Abbas, Qaisar
1
Agur, Itai
1
Ahmad, Wasim
1
Ajmi, Ahdi Noomen
1
Al-Yahyaee, Khamis Hamed
1
Ali Shah, Syed Zulfiqar
1
Ali, Shoaib
1
An, Ran
1
Arezki, Rabah
1
Atukeren, Erdal
1
Ayadi, Mohamed
1
Azwan, Ayu Nadhirah Muhd
1
Badshah, Ihsan Ullah
1
Balcılar, Mehmet
1
Batten, Jonathan A.
1
Beirne, John
1
Bekaert, Geert
1
Bekiros, Stelios
1
Ben Omrane, Walid
1
Ben Sassi, Salim
1
Bhaduri, Saumitra N.
1
Bian, Jiangze
1
Bilgin, Mehmet Huseyin
1
Blitz, David
1
Boughrara, Adel
1
Brana, Sophie
1
Brio, Esther B. del
1
Brooks, Robert
1
Broto, Carmen
1
Cagli, Efe Çaglar
1
Cakici, Nusret
1
Cashin, Paul A.
1
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Emerging markets review
Department of Economics working paper series
55
CESifo working papers
43
Economics and finance working paper series
38
Discussion papers / Deutsches Institut für Wirtschaftsforschung
24
CESifo Working Paper Series
15
CESifo Working Paper
13
DIW Berlin Discussion Paper
13
Energy economics
12
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Research in international business and finance
8
International review of economics & finance : IREF
7
Applied economics letters
6
Economics letters
6
DIW Discussion Papers
5
International journal of finance & economics : IJFE
5
International review of financial analysis
5
Journal of economics and finance
5
The European journal of finance
5
Applied economics
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
Journal of international money and finance
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
Economic modelling
3
Emerging markets, finance and trade : EMFT
3
Financial innovation : FIN
3
Finmap working paper
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of applied economics
3
Journal of multinational financial management
3
Structural change and economic dynamics : SC+ED
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Computational economics
2
Economics and Business Letters : EBL
2
Global Research Unit working paper
2
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ECONIS (ZBW)
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Does global fear predict fear in BRICS stock markets? : evidence from a Bayesian Graphical Structural VAR model
Bouri, Elie
;
Gupta, Rangan
;
Hosseini, Seyedmehdi
;
Lau, …
- In:
Emerging markets review
34
(
2018
),
pp. 124-142
Persistent link: https://www.econbiz.de/10012114689
Saved in:
2
Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis
Beirne, John
;
Caporale, Guglielmo Maria
; …
- In:
Emerging markets review
11
(
2010
)
3
,
pp. 250-260
Persistent link: https://www.econbiz.de/10009301650
Saved in:
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