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~isPartOf:"Journal of Asian economics"
~isPartOf:"Technological forecasting & social change : an international journal"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Capital income"
~type_genre:"Article in journal"
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Search: subject:"spillovers"
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Capital income
Spillover effect
233
Spillover-Effekt
233
Volatility
84
Volatilität
84
China
55
Aktienmarkt
54
Stock market
54
Estimation
40
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40
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36
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18
VAR model
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26
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Kang, Sang Hoon
2
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1
Al-Fayoumi, Nedal
1
Ali Ahmed, Huson Joher
1
Andréosso-O'Callaghan, Bernadette
1
Asai, Manabu
1
BenMim, Imen
1
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1
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1
Chang, Chia-Lin
1
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1
Cuñado Eizaguirre, Juncal
1
Dey, Shubhasis
1
Do, A.
1
Dokas, Ioannis
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
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1
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Journal of Asian economics
Technological forecasting & social change : an international journal
The North American journal of economics and finance : a journal of financial economics studies
International review of financial analysis
25
Energy economics
16
Journal of international financial markets, institutions & money
15
Research in international business and finance
14
Applied economics
13
International review of economics & finance : IREF
13
Journal of risk and financial management : JRFM
12
Pacific-Basin finance journal
12
Economic modelling
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
Finance research letters
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
International journal of finance & economics : IJFE
7
Applied financial economics
6
International Journal of Financial Studies : open access journal
6
Journal of banking & finance
6
Journal of international money and finance
5
Theoretical economics letters
5
Emerging markets, finance and trade : EMFT
4
Financial markets and portfolio management
4
Global business review
4
Global economy journal : GEJ
4
Global finance journal
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of emerging market finance
4
Journal of empirical finance
4
The journal of applied business research
4
Afro-Asian Journal of Finance and Accounting : AAJFA
3
Economic research
3
Emerging markets review
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Financial innovation : FIN
3
International Journal of Energy Economics and Policy : IJEEP
3
International journal of emerging markets
3
International journal of forecasting
3
Investment management and financial innovations
3
Journal of behavioral and experimental finance
3
Journal of commodity markets
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ECONIS (ZBW)
26
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1
Return and volatility
spillovers
across the Western and MENA countries
Habibi, Hamidreza
;
Mohammadi, Hassan
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013449121
Saved in:
2
Time-varying risk
spillovers
in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
Saved in:
3
Asymmetric volatility connectedness among US stock sectors
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Suleman, Tahir
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012822000
Saved in:
4
COVID-19 and asymmetric volatility
spillovers
across global stock markets
Li, Wenqi
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013186520
Saved in:
5
GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets
Yao, Can-Zhong
;
Li, Min-Jian
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483642
Saved in:
6
International
spillovers
of U.S. monetary uncertainty and equity market volatility to China's stock markets
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of Asian economics
84
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248299
Saved in:
7
Risk spillover analysis across worldwide ESG stock markets : new evidence from the frequency-domain
Gao, Yang
;
Li, Yangyang
;
Zhao, Chengjie
;
Wang, Yaojun
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013413547
Saved in:
8
Modeling dynamic conditional correlations with leverage effects and volatility spillover effects : evidence from the Chinese and US stock markets affected by the recent trade frict...
Pan, Qunxing
;
Mei, Xiaowen
;
Gao, Tianqing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413579
Saved in:
9
Value investing versus other investment strategies : a volatility spillover approach and portfolio hedging strategies for investors
Papathanasiou, Spyros
;
Dokas, Ioannis
;
Koutsokostas, Drosos
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013538949
Saved in:
10
Extreme dependence and risk
spillovers
across north american equity markets
Warshaw, Evan
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 237-251
Persistent link: https://www.econbiz.de/10012117855
Saved in:
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