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~language:"eng"
~person:"Keller, Wolfgang"
~person:"McAleer, Michael"
~person:"Weber, Enzo"
~source:"econis"
~subject:"Spillover effect"
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Spillover effect
Volatility
65
Volatilität
65
Estimation
54
Schätzung
54
ARCH model
47
ARCH-Modell
47
USA
47
United States
47
Welt
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34
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34
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33
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Spillover-Effekt
33
Taiwan
25
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24
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Scientific modelling
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Risikomanagement
16
Risk management
16
Stochastic process
16
Stochastischer Prozess
16
VAR model
16
VAR-Modell
16
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14
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3
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English
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Keller, Wolfgang
McAleer, Michael
Weber, Enzo
Audretsch, David B.
17
Atallah, Gamal
16
König, Michael D.
11
Chang, Chia-Lin
10
Lehmann, Erik
10
Amir, Rabah
9
Kose, M. Ayhan
9
Acs, Zoltán J.
8
Caporale, Guglielmo Maria
8
Lakatos, Csilla
8
Ohnsorge, Franziska
8
Stocker, Marc
8
Antonakakis, Nikolaos
7
Gorodnichenko, Yuriy
7
Pyka, Andreas
7
Spagnolo, Nicola
7
Terrell, Katherine D.
7
Zimmermann, Christian
7
Švejnar, Jan
7
Damijan, Jože P.
6
Kang, Sang Hoon
6
Larch, Mario
6
Lechthaler, Wolfgang
6
Liu, Xiaodong
6
Rojec, Matija
6
Veugelers, Reinhilde
6
Wooders, John
6
Cassiman, Bruno
5
Felbermayr, Gabriel
5
Fischer, Manfred M.
5
Grüning, Patrick
5
Hale, Galina
5
Hinloopen, Jeroen
5
Iritié, Bi Goli Jean Jacques
5
Neary, J. Peter
5
Poyago-Theotoky, Joanna
5
Tillmann, Peter
5
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National Bureau of Economic Research
2
University of Canterbury / Dept. of Economics and Finance
2
Brown University / Department of Economics
1
Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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Working paper
8
Econometric Institute research papers
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SFB 649 discussion paper
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2
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2
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2
NBER working paper series
2
European economic review : EER
1
The North American journal of economics and finance : a journal of financial economics studies
1
Tourism economics : the business and finance of tourism and recreation
1
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1
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ECONIS (ZBW)
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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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