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~language:"eng"
~person:"McAleer, Michael"
~person:"Weber, Enzo"
~subject:"Risikomaß"
~subject:"Spillover effect"
~type_genre:"Arbeitspapier"
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Risikomaß
Spillover effect
Volatility
59
Volatilität
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43
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Spillover-Effekt
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McAleer, Michael
Weber, Enzo
Chang, Chia-Lin
12
König, Michael D.
9
Caporale, Guglielmo Maria
8
Allen, David E.
7
Amir, Rabah
7
Pérez Amaral, Teodosio
7
Spagnolo, Nicola
7
Zimmermann, Christian
7
Gorodnichenko, Yuriy
6
Jiménez-Martín, Juan-Ángel
6
Kose, M. Ayhan
6
Liu, Xiaodong
6
Terrell, Katherine D.
6
Švejnar, Jan
6
Broll, Udo
5
Damijan, Jože P.
5
Felbermayr, Gabriel
5
Hale, Galina
5
Larch, Mario
5
Lechthaler, Wolfgang
5
Mittnik, Stefan
5
Ohnsorge, Franziska
5
Rojec, Matija
5
Veugelers, Reinhilde
5
Antonakakis, Nikolaos
4
Burgstaller, Johann
4
Caporin, Massimiliano
4
Cassiman, Bruno
4
Chen, Anping
4
Daouia, Abdelaati
4
Dhaene, Jan
4
Fischer, Manfred M.
4
Gannon, Gerard L.
4
Girard, Stéphane
4
Groenewold, Nicolaas
4
Hayo, Bernd
4
Hsieh, Chih-sheng
4
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4
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University of Canterbury / Dept. of Economics and Finance
5
Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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Working paper
25
Econometric Institute research papers
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Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
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3
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2
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ECONIS (ZBW)
41
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1
Recent developments in financial
economics
and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701642
Saved in:
2
Risk analysis of energy in Vietnam
Duc Hong Vo
;
Ngoc Phu Tran
;
Tam Nguyen-Thanh Duong
; …
-
2019
Persistent link: https://www.econbiz.de/10011986947
Saved in:
3
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
4
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:
5
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:
6
European Market portfolio diversifcation strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10011296531
Saved in:
7
Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009711737
Saved in:
8
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009787937
Saved in:
9
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:
10
GFC-robust risk management under the Basel Accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009413652
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