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~language:"eng"
~person:"Grüning, Patrick"
~person:"McAleer, Michael"
~person:"Weber, Enzo"
~subject:"Spillover effect"
~type_genre:"Arbeitspapier"
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Spillover effect
Volatility
59
Volatilität
59
ARCH model
44
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44
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44
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43
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33
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Spillover-Effekt
24
Taiwan
23
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Arbeitspapier
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Grüning, Patrick
McAleer, Michael
Weber, Enzo
König, Michael D.
9
Caporale, Guglielmo Maria
8
Chang, Chia-Lin
8
Amir, Rabah
7
Spagnolo, Nicola
7
Zimmermann, Christian
7
Gorodnichenko, Yuriy
6
Kose, M. Ayhan
6
Liu, Xiaodong
6
Terrell, Katherine D.
6
Švejnar, Jan
6
Damijan, Jože P.
5
Felbermayr, Gabriel
5
Hale, Galina
5
Larch, Mario
5
Lechthaler, Wolfgang
5
Ohnsorge, Franziska
5
Rojec, Matija
5
Veugelers, Reinhilde
5
Antonakakis, Nikolaos
4
Burgstaller, Johann
4
Cassiman, Bruno
4
Chen, Anping
4
Fischer, Manfred M.
4
Gannon, Gerard L.
4
Groenewold, Nicolaas
4
Hayo, Bernd
4
Hsieh, Chih-sheng
4
Lakatos, Csilla
4
Lee, Guoping
4
Masso, Jaan
4
Poyago-Theotoky, Joanna
4
Stocker, Marc
4
Tillmann, Peter
4
Vahter, Priit
4
Wooders, John
4
Atallah, Gamal
3
Audretsch, David B.
3
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University of Canterbury / Dept. of Economics and Finance
2
Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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Working paper
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ECONIS (ZBW)
24
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1
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701646
Saved in:
2
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10010410189
Saved in:
3
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009787937
Saved in:
4
Volatility spillovers from the Chinese stock market to economic neighbours
Allena, David E.
;
Amrama, Ron
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413631
Saved in:
5
Measuring persistence in volatility spillovers
Conrad, Christian
;
Weber, Enzo
-
2013
Persistent link: https://www.econbiz.de/10009771293
Saved in:
6
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
7
Financial contagion, vulnerability and information : empirical identification
Weber, Enzo
-
2009
Persistent link: https://www.econbiz.de/10003908053
Saved in:
8
On the sources of U.S. stock market comovement
Weber, Enzo
-
2010
Persistent link: https://www.econbiz.de/10003943740
Saved in:
9
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
10
Risk spillovers in returns for Chinese and international tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823285
Saved in:
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