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~isPartOf:"International review of financial analysis"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Bouri, Elie"
~person:"Görg, Holger"
~subject:"Spillover-Effekt"
~subject:"Welt"
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Spillover-Effekt
Welt
Spillover effect
7
Volatility
6
Volatilität
6
ARCH model
3
ARCH-Modell
3
Estimation
3
Schätzung
3
World
3
Aktienmarkt
2
Bitcoin
2
COVID-19 outbreak
2
Coronavirus
2
Stock market
2
Virtual currency
2
Virtuelle Währung
2
Ansteckungseffekt
1
Asia-Pacific countries
1
Asia-Pacific region
1
Asiatisch-pazifischer Raum
1
Asymmetric spillover
1
Asymmetry
1
Autoregressive conditional density (ACD)
1
Börsenkurs
1
China
1
Chinese stock sectors
1
CoVaR
1
Conditional (excess) kurtosis
1
Conditional skewness
1
Conditional volatility
1
Connectedness
1
Contagion effect
1
Copulas
1
Cryptocurrencies
1
Cryptocurrency
1
Determinants of spillovers
1
Devisenmarkt
1
Directional connectedness
1
Economic, financial, and geopolitical factors
1
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English
7
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Bouri, Elie
Görg, Holger
Xuan Vinh Vo
8
Lau, Chi Keung
5
Yarovaya, Larisa
5
Antonakakis, Nikolaos
4
Goodell, John W.
4
Li, Jianping
4
Roubaud, David
4
Shahzad, Syed Jawad Hussain
4
Chen, Jinyu
3
Gao, Xiangyun
3
Gubareva, Mariya
3
Guesmi, Khaled
3
Gupta, Rangan
3
Hamori, Shigeyuki
3
Mensi, Walid
3
Sun, Qingru
3
Uddin, Mohammed Gazi Salah
3
Umar, Zaghum
3
Ur Rehman, Mobeen
3
Wang, Gang-Jin
3
Wang, Ze
3
Yousaf, Imran
3
Zhang, Wenting
3
Abid, Ilyes
2
Ahmad, Wasim
2
An, Haizhong
2
Andrikopulos, Andreas A.
2
Angelidis, Timotheos
2
Apergēs, Nikolaos
2
Ballester, Laura
2
Bissoondoyal-Bheenick, Emawtee
2
Bonga-Bonga, Lumengo
2
Brooks, Robert
2
Brzeszczyński, Janusz
2
DeBoyrie, Maria Eugenia
2
Ding, Qian
2
Do, Hung Xuan
2
Floros, Christos
2
Gannon, Gerard L.
2
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International review of financial analysis
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy
13
Energy economics
8
Kiel working paper
7
Discussion paper / Centre for Economic Policy Research
4
Discussion paper series / IZA
4
Kiel Working Paper
4
DIW Discussion Papers
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Financial innovation : FIN
3
IZA Discussion Papers
3
International review of economics & finance : IREF
3
Journal of international financial markets, institutions & money
3
Research paper series
3
Applied economics
2
Department of Economics working paper series
2
Economics letters
2
European economic review : EER
2
Finance research letters
2
IZA Discussion Paper
2
Multinational enterprises and host economies ; Vol. 1
2
Research in international business and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The Scandinavian journal of economics
2
Annals of financial economics
1
Aussenwirtschaft : schweizerische Zeitschrift für internationale Wirtschaftsbeziehungen ; the Swiss review of international economic relations
1
Bundesbank Series 1 Discussion Paper
1
CORE Discussion Paper
1
CORE discussion paper : DP
1
Discussion Paper Series 1
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1
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
1
Diskussionspapiere / Deutsches Institut für Wirtschaftsforschung
1
Documento de trabajo / FEDEA
1
Does foreign direct investment promote development?
1
Economia politica : journal of analytical and institutional economics
1
Economic inquiry : journal of the Western Economic Association International
1
Economic research
1
GIGA working papers
1
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ECONIS (ZBW)
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1
Bitcoin vs. fiat currencies : insights from extreme dependence and risk spillover analysis with financial markets
Abid, Ilyes
;
Bouri, Elie
;
Galariotis, Emilios
;
Guesmi, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014469176
Saved in:
2
Spillovers
of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
3
Extreme
spillovers
across Asian-Pacific currencies : a quantile-based analysis
Bouri, Elie
;
Lucey, Brian M.
;
Saeed, Tareq
;
Xuan Vinh Vo
- In:
International review of financial analysis
72
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012437557
Saved in:
4
Dynamics and determinants of
spillovers
across the option-implied volatilities of US equities
Bouri, Elie
;
Lucey, Brian M.
;
Roubaud, David
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 257-264
Persistent link: https://www.econbiz.de/10012416566
Saved in:
5
Spillovers
in higher-order moments of crude oil, gold, and bitcoin
Gillas, Konstantinos Gkillas
;
Bouri, Elie
;
Gupta, Rangan
; …
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 398-406
Persistent link: https://www.econbiz.de/10013335879
Saved in:
6
Asymmetric volatility spillover among Chinese sectors during COVID-19
Shahzad, Syed Jawad Hussain
;
Naeem, Muhammad Abubakr
; …
- In:
International review of financial analysis
75
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012803980
Saved in:
7
Dynamic connectedness and integration in cryptocurrency markets
Ji, Qiang
;
Bouri, Elie
;
Lau, Chi Keung
;
Roubaud, David
- In:
International review of financial analysis
63
(
2019
),
pp. 257-272
Persistent link: https://www.econbiz.de/10012207461
Saved in:
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