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~language:"eng"
~person:"McAleer, Michael"
~person:"Weber, Enzo"
~source:"econis"
~subject:"Spillover effect"
~type_genre:"Non-commercial literature"
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Spillover effect
Volatility
59
Volatilität
59
ARCH model
44
ARCH-Modell
44
Estimation
43
Schätzung
43
USA
39
United States
39
Theorie
35
Theory
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Welt
33
World
33
Time series analysis
32
Zeitreihenanalyse
32
Forecasting model
29
Prognoseverfahren
29
Taiwan
23
Risikomaß
21
Risk measure
21
Spillover-Effekt
21
Bibliometrics
19
Bibliometrie
19
Börsenkurs
18
Share price
18
Capital market returns
17
Kapitalmarktrendite
17
Correlation
16
Korrelation
16
Modellierung
16
Scientific modelling
16
Stochastic process
16
Stochastischer Prozess
16
Portfolio selection
15
Portfolio-Management
15
VAR model
15
VAR-Modell
15
Capital income
14
Kapitaleinkommen
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Aktienindex
11
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Non-commercial literature
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Language
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English
Author
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McAleer, Michael
Weber, Enzo
Caporale, Guglielmo Maria
8
Chang, Chia-Lin
8
Amir, Rabah
7
König, Michael D.
7
Spagnolo, Nicola
7
Gorodnichenko, Yuriy
6
Kose, M. Ayhan
6
Terrell, Katherine D.
6
Veugelers, Reinhilde
6
Švejnar, Jan
6
Damijan, Jože P.
5
Felbermayr, Gabriel
5
Fischer, Manfred M.
5
Hale, Galina
5
Larch, Mario
5
Lechthaler, Wolfgang
5
Liu, Xiaodong
5
Ohnsorge, Franziska
5
Rojec, Matija
5
Zimmermann, Christian
5
Antonakakis, Nikolaos
4
Burgstaller, Johann
4
Cassiman, Bruno
4
Gannon, Gerard L.
4
Hayo, Bernd
4
Lakatos, Csilla
4
Masso, Jaan
4
Stocker, Marc
4
Tillmann, Peter
4
Vahter, Priit
4
Wooders, John
4
Atallah, Gamal
3
Audretsch, David B.
3
Balsvik, Ragnhild
3
Bjorvatn, Kjetil
3
Clarysse, Bart
3
Conrad, Christian
3
Gopal, Sucharita
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
8
Econometric Institute research papers
5
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
3
SFB 649 discussion paper
3
Discussion paper series / University of Heidelberg, Department of Economics
2
Source
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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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