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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of international money and finance"
~subject:"International financial market"
~subject:"Spillover-Effekt"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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International financial market
Spillover-Effekt
ARCH model
97
ARCH-Modell
97
Volatility
69
Volatilität
69
Estimation
34
Schätzung
34
Aktienmarkt
32
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32
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26
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22
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Baruník, Jozef
1
Becker, Christoph
1
Berg, Kimberly A.
1
Bhutta, Nousheen Tariq
1
Buncic, Daniel
1
Chang, Kuang-Liang
1
Christiansen, Charlotte
1
Coronado, Semei
1
Dedi, Lidija
1
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1
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1
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1
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1
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1
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1
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1
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1
Heil, Thomas L. A.
1
Javed, Farrukh
1
Kočenda, Evžen
1
Kyriakou, Ioannis
1
Lau, Chi Keung
1
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1
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1
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1
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1
Ma, Feng
1
Mir, Fahad Waqas
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Nazlıoğlu, Şaban
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Papapostolou, Nikos
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Rojas, Omar
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Schmidt, Wolfgang M.
1
Virk, Nader
1
Vu, Nam T.
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1
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International journal of finance & economics : IJFE
Journal of international money and finance
Energy economics
52
Economic modelling
36
Research in international business and finance
36
The North American journal of economics and finance : a journal of financial economics studies
36
International review of financial analysis
32
Finance research letters
31
International review of economics & finance : IREF
23
Journal of international financial markets, institutions & money
21
Journal of risk and financial management : JRFM
18
Applied economics
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Econometric Institute research papers
13
Journal of banking & finance
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
Cogent economics & finance
10
Discussion paper / Tinbergen Institute
10
Global business review
10
Emerging markets review
9
Pacific-Basin finance journal
9
Economics letters
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Global finance journal
7
International Journal of Financial Studies : open access journal
7
The European journal of finance
7
The empirical economics letters : a monthly international journal of economics
7
Applied economics letters
6
CESifo working papers
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International journal of financial research
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Journal of economics and finance
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Journal of emerging market finance
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The journal of futures markets
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Theoretical economics letters
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Applied financial economics
5
Emerging markets, finance and trade : EMFT
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Eurasian economic review : a journal in applied macroeconomics and finance
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ECONIS (ZBW)
17
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1
Impact of return and volatility spillover from banking industry to other industries : an evidence from Pakistan
Mir, Fahad Waqas
;
Bhutta, Nousheen Tariq
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1680-1695
Persistent link: https://www.econbiz.de/10014533304
Saved in:
2
Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei
;
Gupta, Rangan
;
Nazlıoğlu, Şaban
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
Saved in:
3
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:
4
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:
5
Did equity returns and volatilities change after the 2016 Trump election victory?
Yavas, Burhan F.
;
Dedi, Lidija
;
Škrinjarić, Tihana
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1291-1308
Persistent link: https://www.econbiz.de/10012815045
Saved in:
6
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:
7
Causality and dynamic spillovers among cryptocurrencies and currency markets
Elsayed, Ahmed H.
;
Gozgor, Giray
;
Lau, Chi Keung
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2026-2040
Persistent link: https://www.econbiz.de/10013184641
Saved in:
8
Is volatility spillover enough for investor decisions? : a new viewpoint from higher moments
He, Xie
;
Hamori, Shigeyuki
- In:
Journal of international money and finance
116
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013206923
Saved in:
9
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:
10
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:
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