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~isPartOf:"Journal of international money and finance"
~subject:"Capital income"
~subject:"EU-Staaten"
~subject:"International financial market"
~subject:"Marktintegration"
~subject:"United States"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Capital income
EU-Staaten
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ARCH model
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46
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Ali, Faek Menla
1
Aloui, Riadh
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Aïssa, Ben
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Becker, Christoph
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Berg, Kimberly A.
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Bredin, Donal
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Journal of international money and finance
International review of financial analysis
66
Finance research letters
64
Energy economics
63
Journal of empirical finance
63
Economic modelling
60
Journal of international financial markets, institutions & money
57
Applied economics
56
Research in international business and finance
56
The North American journal of economics and finance : a journal of financial economics studies
56
International review of economics & finance : IREF
51
Journal of banking & finance
50
The European journal of finance
38
Applied financial economics
37
International journal of forecasting
37
Journal of risk and financial management : JRFM
35
The journal of futures markets
35
Journal of forecasting
30
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
30
Journal of econometrics
27
Applied economics letters
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Economics letters
24
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Working paper
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Discussion paper / Tinbergen Institute
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International journal of economics and finance
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Pacific-Basin finance journal
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Review of quantitative finance and accounting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Cogent economics & finance
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International journal of economics and financial issues : IJEFI
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Global finance journal
18
International journal of finance & economics : IJFE
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Journal of economics and finance
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Journal of financial econometrics
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Econometric Institute research papers
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International Journal of Financial Studies : open access journal
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ECONIS (ZBW)
22
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1
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Saved in:
2
Measuring 25 years of global equity market co-movement using a time-varying spatial model
Heil, Thomas L. A.
;
Peter, Franziska Julia
;
Prange, Philipp
- In:
Journal of international money and finance
128
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013438365
Saved in:
3
Is volatility spillover enough for investor decisions? : a new viewpoint from higher moments
He, Xie
;
Hamori, Shigeyuki
- In:
Journal of international money and finance
116
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013206923
Saved in:
4
International spillovers of U.S. financial volatility
Berg, Kimberly A.
;
Vu, Nam T.
- In:
Journal of international money and finance
97
(
2019
),
pp. 19-34
Persistent link: https://www.econbiz.de/10012139846
Saved in:
5
European equity market integration and joint relationship of conditional volatility and correlations
Virk, Nader
;
Javed, Farrukh
- In:
Journal of international money and finance
71
(
2017
),
pp. 53-77
Persistent link: https://www.econbiz.de/10011787669
Saved in:
6
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
Saved in:
7
The role of jumps and leverage in forecasting volatility in international equity markets
Buncic, Daniel
;
Gisler, Katja Ida Maria
- In:
Journal of international money and finance
79
(
2017
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011788346
Saved in:
8
Intra-daily volatility spillovers in international stock markets
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of international money and finance
53
(
2015
),
pp. 95-114
Persistent link: https://www.econbiz.de/10011475912
Saved in:
9
How past market movements affect correlation and volatility
Becker, Christoph
;
Schmidt, Wolfgang M.
- In:
Journal of international money and finance
50
(
2015
),
pp. 78-107
Persistent link: https://www.econbiz.de/10010465421
Saved in:
10
Dynamic stock market covariances in the Eurozone
Connor, Gregory
;
Suurlaht, Anita
- In:
Journal of international money and finance
37
(
2013
),
pp. 353-370
Persistent link: https://www.econbiz.de/10010209054
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