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~language:"eng"
~person:"Spagnolo, Nicola"
~subject:"Volatilität"
~type_genre:"Working Paper"
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Volatilität
Volatility
12
Aktienmarkt
7
Spillover effect
7
Spillover-Effekt
7
Stock market
7
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6
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Spagnolo, Nicola
McAleer, Michael
51
Caporale, Guglielmo Maria
20
Gupta, Rangan
20
Pierdzioch, Christian
20
Chang, Chia-Lin
17
Chiarella, Carl
13
Gannon, Gerard L.
12
Buch, Claudia M.
11
Guo, Hui
9
Härdle, Wolfgang
9
Allen, David E.
8
Diebold, Francis X.
8
Miller, Stephen M.
8
Mumtaz, Haroon
8
Weber, Enzo
8
Alòs, Elisa
7
Andersen, Torben
7
Asai, Manabu
7
Bollerslev, Tim
7
Döpke, Jörg
7
Fernández-Villaverde, Jesús
7
Hautsch, Nikolaus
7
Xu, Yongdeng
7
Yu, Jun
7
Yu, Yang
7
Zanetti, Francesco
7
Ҫepni, Oğuzhan
7
Benk, Szilárd
6
Bonato, Matteo
6
Caporin, Massimiliano
6
Gil-Alaña, Luis A.
6
Gillman, Max
6
Kejak, Michal
6
Laurent, Sébastien
6
Neely, Christopher J.
6
Nguyen, Hoang
6
Siklos, Pierre L.
6
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Economics and finance working paper series
11
Discussion papers / Adam Smith Business School, University of Glasgow
1
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ECONIS (ZBW)
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Spillovers between food and energy prices and structural breaks /Alanoud Al-Maadid, Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
-
2015
Persistent link: https://www.econbiz.de/10010527213
Saved in:
2
Macro news and commodity returns
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2015
Persistent link: https://www.econbiz.de/10011348459
Saved in:
3
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010431601
Saved in:
4
Macro news and stock returns in the euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402688
Saved in:
5
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402689
Saved in:
6
Stock market integration between three CEECs
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2010
Persistent link: https://www.econbiz.de/10003979840
Saved in:
7
Liquidity risk, credit risk and the overnight interest rate spread : a stochastic volatility modelling approach
Beirne, John
;
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2010
Persistent link: https://www.econbiz.de/10003979875
Saved in:
8
Stock market integration between three CEECs, Russia and the UK
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2010
Persistent link: https://www.econbiz.de/10003963283
Saved in:
9
Volatility spillovers and contagion from mature to emerging stock markets
Beirne, John
;
Caporale, Guglielmo Maria
; …
-
2009
Persistent link: https://www.econbiz.de/10003799859
Saved in:
10
Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis
Beirne, John
;
Caporale, Guglielmo Maria
; …
-
2009
Persistent link: https://www.econbiz.de/10003880585
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