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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of international money and finance"
~subject:"Financial crisis"
~subject:"International financial market"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Financial crisis
International financial market
ARCH model
97
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97
Volatility
69
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34
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Becker, Christoph
1
Benchimol, Jonathan
1
Berg, Kimberly A.
1
Buncic, Daniel
1
Candelon, Bertrand
1
Chang, Kuang-Liang
1
Christiansen, Charlotte
1
Firth, Michael Anthony
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1
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1
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1
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1
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International journal of finance & economics : IJFE
Journal of international money and finance
Economic modelling
23
Journal of international financial markets, institutions & money
19
Research in international business and finance
19
International review of economics & finance : IREF
18
International review of financial analysis
17
Finance research letters
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13
The North American journal of economics and finance : a journal of financial economics studies
13
Energy economics
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Journal of banking & finance
12
Cogent economics & finance
8
Journal of risk and financial management : JRFM
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied financial economics
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Journal of empirical finance
6
Emerging markets review
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of economics and finance
5
The European journal of finance
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The empirical economics letters : a monthly international journal of economics
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CESifo working papers
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International journal of economics and financial issues : IJEFI
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International journal of financial research
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Pacific-Basin finance journal
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Asia-Pacific financial markets
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Borradores de economía
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance India : the quarterly journal of Indian Institute of Finance
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ECONIS (ZBW)
13
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1
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Saved in:
2
Global equity market volatility forecasting : new evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
Saved in:
3
Measuring 25 years of global equity market co-movement using a time-varying spatial model
Heil, Thomas L. A.
;
Peter, Franziska Julia
;
Prange, Philipp
- In:
Journal of international money and finance
128
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013438365
Saved in:
4
Switching volatility in a nonlinear open economy
Benchimol, Jonathan
;
Ivashchenko, Sergey
- In:
Journal of international money and finance
110
(
2021
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012795525
Saved in:
5
International spillovers of U.S. financial volatility
Berg, Kimberly A.
;
Vu, Nam T.
- In:
Journal of international money and finance
97
(
2019
),
pp. 19-34
Persistent link: https://www.econbiz.de/10012139846
Saved in:
6
European equity market integration and joint relationship of conditional volatility and correlations
Virk, Nader
;
Javed, Farrukh
- In:
Journal of international money and finance
71
(
2017
),
pp. 53-77
Persistent link: https://www.econbiz.de/10011787669
Saved in:
7
The role of jumps and leverage in forecasting volatility in international equity markets
Buncic, Daniel
;
Gisler, Katja Ida Maria
- In:
Journal of international money and finance
79
(
2017
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011788346
Saved in:
8
Intra-daily volatility spillovers in international stock markets
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of international money and finance
53
(
2015
),
pp. 95-114
Persistent link: https://www.econbiz.de/10011475912
Saved in:
9
How past market movements affect correlation and volatility
Becker, Christoph
;
Schmidt, Wolfgang M.
- In:
Journal of international money and finance
50
(
2015
),
pp. 78-107
Persistent link: https://www.econbiz.de/10010465421
Saved in:
10
Decomposing European bond and equity volatility
Christiansen, Charlotte
- In:
International journal of finance & economics : IJFE
15
(
2010
)
2
,
pp. 105-122
Persistent link: https://www.econbiz.de/10008702362
Saved in:
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