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~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"ARCH-Modell"
~subject:"Ankündigungseffekt"
~subject:"Announcement effect"
~subject:"Spillover effect"
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ARCH-Modell
Ankündigungseffekt
Announcement effect
Spillover effect
Capital income
253
Kapitaleinkommen
253
Aktienmarkt
94
Stock market
94
Börsenkurs
89
Share price
89
Estimation
79
Schätzung
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Volatility
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Aloui, Chaker
2
Chkili, Walid
2
Filis, George
2
Narayan, Paresh Kumar
2
Nguyen, Duc Khuong
2
Truong, Cameron
2
Wagner, Niklas F.
2
Aboura, Sofiane
1
Akhtaruzzaman, Md.
1
Al Shiab, Mohammad
1
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1
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1
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1
Bhar, Ramaprasad
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
Finance research letters
120
International review of financial analysis
105
Journal of banking & finance
78
Journal of empirical finance
71
The North American journal of economics and finance : a journal of financial economics studies
70
Applied economics
65
International review of economics & finance : IREF
63
Research in international business and finance
62
Review of quantitative finance and accounting
55
Energy economics
54
Economic modelling
46
Pacific-Basin finance journal
46
The European journal of finance
45
The journal of finance : the journal of the American Finance Association
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Journal of risk and financial management : JRFM
41
Applied economics letters
39
Applied financial economics
38
Journal of financial economics
38
International journal of forecasting
36
The journal of corporate finance : contracting, governance and organization
34
International journal of economics and finance
29
Journal of forecasting
29
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
28
Journal of financial and quantitative analysis : JFQA
28
Cogent economics & finance
27
International journal of finance & economics : IJFE
27
International journal of economics and financial issues : IJEFI
26
Investment management and financial innovations
26
The review of financial studies
25
Journal of economics and finance
24
Afro-Asian Journal of Finance and Accounting : AAJFA
23
Journal of econometrics
23
Working paper
23
Journal of accounting & economics
22
NBER working paper series
22
Global business review
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Economics letters
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ECONIS (ZBW)
54
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1
Target industry takeover competition and the wealth effects of mergers and acquisitions : international evidence
Hussain, Tanveer
;
Loureiro, Gilberto
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014490074
Saved in:
2
Realized higher-order moments spillovers across cryptocurrencies
Apergēs, Nikolaos
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014433236
Saved in:
3
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
Saved in:
4
Market momentum amplifies market volatility risk : evidence from China's equity market
Liang, Chao
;
Luu Duc Toan Huynh
;
Li, Yan
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483186
Saved in:
5
Discovering the drivers of stock market volatility in a data-rich world
Chun, Dohyun
;
Cho, Hoon
;
Ryu, Doojin
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014245870
Saved in:
6
The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies
Tian, Maoxi
;
El Khoury, Rim
;
Alshater, Muneer Maher
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014246021
Saved in:
7
Does market openness mitigate the impact of culture? : an examination of international momentum profits and post-earnings-announcement drift
Guo, Jiaqi
;
Holmes, Philip
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013412771
Saved in:
8
The effect of abnormal institutional attention on bank loans
Huang, Yin-Siang
;
Bui, Dien Giau
;
Lin, Chih-Yung
;
Robin
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013412784
Saved in:
9
The size of good and bad volatility shocks does matter for spillovers
Bouri, Elie
;
Harb, Etienne
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013533155
Saved in:
10
Factor volatility spillover and its implications on factor premia
Shi, Huai-Long
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013533171
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