//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~person:"Lillo, Fabrizio"
~person:"Tsionas, Efthymios G."
~person:"Wohar, Mark E."
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Theorie
10
Theory
10
Estimation
5
Financial crisis
5
Finanzkrise
5
Portfolio selection
4
Portfolio-Management
4
Schätzung
4
Spillover effect
4
Spillover-Effekt
4
Systemic risk
3
Systemrisiko
3
Bayes-Statistik
2
Bayesian inference
2
CAPM
2
Capital income
2
Estimation theory
2
Financial market
2
Finanzmarkt
2
Kapitaleinkommen
2
Liquidity
2
Liquidität
2
Markov chain
2
Markov-Kette
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Risiko
2
Risk
2
Schätztheorie
2
USA
2
United States
2
Volatility
2
Volatilität
2
Welt
2
World
2
ARCH model
1
ARCH-Modell
1
Agent-based
1
Agent-based modeling
1
Agentenbasierte Modellierung
1
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
18
Language
All
English
Author
All
Lillo, Fabrizio
Tsionas, Efthymios G.
Wohar, Mark E.
Hommes, Cars H.
27
Kort, Peter M.
27
Baer, Werner
19
Gupta, Rangan
19
Turnovsky, Stephen J.
17
Dawid, Herbert
16
Arifovic, Jasmina
15
Chiarella, Carl
15
Gallegati, Mauro
15
Kollmann, Robert
14
Den Haan, Wouter J.
13
Feichtinger, Gustav
13
Judd, Kenneth L.
13
Lee, Cheng F.
13
Tuinstra, Jan
13
Bouri, Elie
12
Esfahani, Hadi Salehi
12
He, Xue-zhong
12
Hughes Hallett, Andrew
12
Levine, Paul
12
Long, Ngo Van
12
Semmler, Willi
12
Westerhoff, Frank H.
12
Anufriev, Mikhail
11
Brock, William A.
11
Madura, Jeff
11
Evans, George W.
10
Farmer, J. Doyne
10
Hanaki, Nobuyuki
10
Hassan, M. Kabir
10
Reiter, Michael
10
Rustem, Berç
10
Dai, Min
9
Elyasiani, Elyas
9
Juillard, Michel
9
Jørgensen, Steffen
9
Li, Duan
9
Lien, Da-hsiang Donald
9
Lux, Thomas
9
Roubaud, David
9
more ...
less ...
Published in...
All
Journal of economic dynamics & control
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
European journal of operational research : EJOR
40
Applied economics
23
International review of economics & finance : IREF
16
Economic modelling
14
Tourism management : research, policies, practice
14
Energy economics
13
Journal of econometrics
13
Economics letters
12
The North American journal of economics and finance : a journal of financial economics studies
11
Quantitative finance
10
Applied economics letters
9
Applied financial economics
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Finance research letters
9
International journal of finance & economics : IJFE
9
International journal of hospitality management
9
International journal of production economics
9
Journal of banking & finance
9
Journal of macroeconomics
9
Journal of applied econometrics
8
Journal of international financial markets, institutions & money
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Journal of policy modeling : JPMOD ; a social science forum of world issues
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Journal of international money and finance
6
Research in international business and finance
6
Econometric reviews
5
International journal of forecasting
5
Journal of economic research
5
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
5
Regional studies
5
Southern economic journal
5
The European journal of finance
5
Computational economics
4
Empirica : journal of european economics
4
International review of financial analysis
4
Journal of financial stability
4
Open economies review
4
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic inflation hedging performance and downside risk : a comparison between Islamic and conventional stock indices
Selmi, Refk
;
Wohar, Mark E.
;
Deisting, Florent
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 56-67
Persistent link: https://www.econbiz.de/10014461539
Saved in:
2
Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D
De Silva, Dakshina G.
;
Hubbard, Timothy P.
;
Schiller, …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 278-294
Persistent link: https://www.econbiz.de/10014428069
Saved in:
3
Fed's unconventional monetary policy and risk spillover in the US financial markets
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
;
Ozdemir, Huseyin
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 42-52
Persistent link: https://www.econbiz.de/10012431140
Saved in:
4
Stochastic dominance tests
Topaloglou, Nikolas
;
Tsionas, Efthymios G.
- In:
Journal of economic dynamics & control
112
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012502317
Saved in:
5
Tail Granger causalities and where to find them : extreme risk spillovers vs spurious linkages
Mazzarisi, Piero
;
Zaoli, Silvia
;
Campajola, Carlo
; …
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012504161
Saved in:
6
When panic makes you blind : a chaotic route to systemic risk
Mazzarisi, Piero
;
Lillo, Fabrizio
;
Marmi, Stefano
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 176-199
Persistent link: https://www.econbiz.de/10012130963
Saved in:
7
Wright meets Markowitz : how standard portfolio theory changes when assets are technologies following experience curves
Way, Rupert
;
Lafond, François
;
Lillo, Fabrizio
; …
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 211-238
Persistent link: https://www.econbiz.de/10012131054
Saved in:
8
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
Di Gangi, Domenico
;
Lillo, Fabrizio
;
Pirino, Davide
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 117-141
Persistent link: https://www.econbiz.de/10012004377
Saved in:
9
Debt dynamics in Europe : a Network General Equilibrium GVAR approach
Michaēlidēs, Panagiōtēs G.
;
Tsionas, Efthymios G.
; …
- In:
Journal of economic dynamics & control
93
(
2018
),
pp. 175-202
Persistent link: https://www.econbiz.de/10011974489
Saved in:
10
Volatility spillovers across global asset classes : evidence from time and frequency domains
Tiwari, Aviral Kumar
;
Cuñado Eizaguirre, Juncal
; …
- In:
The quarterly review of economics and finance : journal …
70
(
2018
),
pp. 194-202
Persistent link: https://www.econbiz.de/10012035042
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->