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~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"ARCH model"
~subject:"Estimation"
~subject:"Finanzkrise"
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ARCH model
Estimation
Finanzkrise
Correlation
34
Korrelation
34
ARCH-Modell
19
Aktienmarkt
17
Stock market
17
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15
Volatilität
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Filis, George
2
Kenourgios, Dimitris
2
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1
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1
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1
Allen, Franklin
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 international financial markets, institutions & money
Economic modelling
64
Applied economics
58
Finance research letters
51
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Journal of econometrics
39
International review of economics & finance : IREF
37
Journal of banking & finance
37
Journal of empirical finance
37
Research in international business and finance
37
Applied economics letters
36
Discussion paper series / IZA
35
International review of financial analysis
35
Economics letters
34
The North American journal of economics and finance : a journal of financial economics studies
34
Energy economics
32
Working paper / National Bureau of Economic Research, Inc.
31
NBER Working Paper
30
NBER working paper series
30
Discussion paper / Tinbergen Institute
29
Journal of international money and finance
26
CESifo working papers
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Working paper
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Discussion paper
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Journal of risk and financial management : JRFM
16
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
15
Journal of financial econometrics
15
Discussion papers / CEPR
14
International journal of forecasting
14
Cambridge working papers in economics
13
Econometric reviews
13
Regional science & urban economics
13
The empirical economics letters : a monthly international journal of economics
13
The journal of futures markets
13
Computational economics
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
International journal of finance & economics : IJFE
12
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ECONIS (ZBW)
31
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1
Tail
dependence
structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi
;
Dai, Peng-Fei
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014482970
Saved in:
2
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
3
Market risks that change US-European equity correlations
Sarwar, Ghulam
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014306348
Saved in:
4
Was the ICO boom just a sideshow of the Bitcoin and Ether Momentum?
Allen, Franklin
;
Fatás, Antonio
;
Weder, Beatrice
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013533165
Saved in:
5
The tail behavior of safe haven currencies : A cross-quantilogram analysis
Cho, Dooyeon
;
Han, Heejoon
- In:
Journal of international financial markets, …
70
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012668185
Saved in:
6
How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?
Sakurai, Yuji
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012820927
Saved in:
7
The structure and degree of
dependence
in government bond markets
Dimic, Nebojsa
;
Piljak, Vanja
;
Swinkels, Laurens
; …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012803170
Saved in:
8
From dotcom to Covid-19 : a convergence analysis of Islamic investments
Alexakis, Christos A.
;
Kenourgios, Dimitris
;
Pappas, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012820380
Saved in:
9
Modelling the dynamics of unconventional monetary policies' impact on professionals’ forecasts
Kenourgios, Dimitris
;
Papadamou, Stephanos
;
Dimitriou, …
- In:
Journal of international financial markets, …
64
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012495686
Saved in:
10
Interest premium and external position : a state dependent approach
Kónya, István
;
Maduko, Franklin
- In:
Journal of international financial markets, …
66
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012495844
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