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~isPartOf:"International review of economics & finance : IREF"
~person:"Chiang, Thomas C."
~person:"Corbet, Shaen"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Volatility"
~type_genre:"Article in journal"
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Chiang, Thomas C.
Corbet, Shaen
McAleer, Michael
Gupta, Rangan
7
Ma, Feng
7
Hammoudeh, Shawkat
5
Kang, Sang Hoon
5
Mensi, Walid
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International review of economics & finance : IREF
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13
Finance research letters
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10
The North American journal of economics and finance : a journal of financial economics studies
8
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7
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ECONIS (ZBW)
6
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1
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6
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6
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date (oldest first)
1
Pandemic-related financial market volatility spillovers : evidence from the Chinese COVID-19 epicentre
Corbet, Shaen
;
Hou, Yang
;
Hu, Yang
;
Oxley, Les
;
Xu, Danyang
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 55-81
Persistent link: https://www.econbiz.de/10012627758
Saved in:
2
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
3
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 159-175
Persistent link: https://www.econbiz.de/10011740133
Saved in:
4
Stock returns and economic fundamentals in an emerging market : an empirical investigation of domestic and global market forces
Chiang, Thomas C.
;
Chen, Xiaoyu
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 107-120
Persistent link: https://www.econbiz.de/10011625549
Saved in:
5
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
6
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
Saved in:
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