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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of international money and finance"
~subject:"International financial market"
~subject:"USA"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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International financial market
USA
ARCH model
97
ARCH-Modell
97
Volatility
69
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69
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34
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34
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32
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Aloui, Riadh
1
Aslanidis, Nektarios
1
Aïssa, Ben
1
Becker, Christoph
1
Berben, Robert-Paul
1
Berg, Kimberly A.
1
Buncic, Daniel
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Chang, Kuang-Liang
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1
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1
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1
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Virk, Nader
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International journal of finance & economics : IJFE
Journal of international money and finance
The journal of futures markets
29
Economic modelling
25
Journal of international financial markets, institutions & money
23
Journal of banking & finance
22
Journal of empirical finance
22
Applied economics
21
Energy economics
19
Applied financial economics
17
International review of financial analysis
17
The North American journal of economics and finance : a journal of financial economics studies
16
Economics letters
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Journal of multinational financial management
12
Econometric Institute research papers
11
Research in international business and finance
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Finance research letters
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International review of economics & finance : IREF
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Journal of risk and financial management : JRFM
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The European journal of finance
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Discussion paper / Tinbergen Institute
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Global finance journal
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International journal of forecasting
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CFS working paper series
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CORE discussion paper : DP
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The journal of real estate finance and economics
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Working papers / University of Connecticut, Department of Economics
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Econometric reviews
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of econometrics
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Pacific-Basin finance journal
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SFB 649 discussion paper
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Southern economic journal
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CESifo working papers
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ECONIS (ZBW)
17
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1
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:
2
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:
3
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:
4
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:
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
Conditional dependence structure between oil prices and exchange rates : a copula-GARCH approach
Aloui, Riadh
;
Safouane, Mohamed
;
Aïssa, Ben
;
Nguyen, …
- In:
Journal of international money and finance
32
(
2013
),
pp. 719-738
Persistent link: https://www.econbiz.de/10009733478
Saved in:
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