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~language:"eng"
~person:"McAleer, Michael"
~person:"Weber, Enzo"
~source:"econis"
~subject:"Spillover effect"
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Spillover effect
Volatility
65
Volatilität
65
Estimation
48
Schätzung
48
ARCH model
47
ARCH-Modell
47
USA
43
United States
43
Welt
41
World
41
Theorie
37
Theory
37
Time series analysis
34
Zeitreihenanalyse
34
Forecasting model
33
Prognoseverfahren
33
Taiwan
25
Risikomaß
24
Risk measure
24
Spillover-Effekt
23
Bibliometrics
21
Bibliometrie
21
Portfolio selection
20
Portfolio-Management
20
Börsenkurs
18
Share price
18
Capital market returns
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Kapitalmarktrendite
17
Modellierung
17
Scientific modelling
17
Correlation
16
Korrelation
16
Risikomanagement
16
Risk management
16
Stochastic process
16
Stochastischer Prozess
16
VAR model
16
VAR-Modell
16
Capital income
14
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English
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McAleer, Michael
Weber, Enzo
Audretsch, David B.
17
Atallah, Gamal
16
König, Michael D.
11
Chang, Chia-Lin
10
Keller, Wolfgang
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
Wang, Gang-Jin
5
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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
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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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
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:
10
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:
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