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~person:"Sehgal, Sanjay"
~source:"econis"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Volatility
9
Volatilität
9
Spillover effect
8
Spillover-Effekt
8
Börsenkurs
6
Cointegration
6
Kointegration
6
Price discovery
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Share price
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ARCH model
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ARCH-Modell
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India
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Indien
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Volatility spillover
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Aktienmarkt
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Commodity derivative
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Estimation
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Multivariate GARCH
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Rohstoffderivat
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Schätzung
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Stock market
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Capital income
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Emerging economies
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Gold
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Information linkages
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International financial market
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Internationaler Finanzmarkt
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Schwellenländer
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Volatility spillovers
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price discovery
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Ankündigungseffekt
1
Announcement effect
1
Asymmetric effect
1
BEKK-GARCH
1
Bivariate GARCH–BEKK model
1
Causality analysis
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Commodity futures market
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Currency derivative
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Currency futures market
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Sehgal, Sanjay
Fuertes, Ana María
2
Jain, Payal
2
Jiang, George J.
2
Narayan, Paresh Kumar
2
Olmo, Jose
2
Thuraisamy, Kannan Sivananthan
2
Adcock, C. J.
1
Ahoniemi, Katja
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Alhaj-Yaseen, Yaseen S.
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Ante, Lennart
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Arık, Evren
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Barkoulas, John T.
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Beber, Alessandro
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Bhar, Ramaprasad
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Chang, Lenisa V.
1
Chang, Sanders S.
1
Cho, Hyunbum
1
Da, Zhi
1
Deisting, Florent
1
Dinh Hoang Bach Phan
1
Fiedler, Ingo
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Gençay, Ramazan
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Heo, Ji-Hun
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Kenchington, David
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Kimata, James D.
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Lam, Eddery
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Lee, Chyi Lin
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Lo, Ingrid
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Martineau, Charles
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McLemore, Ping
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Mutlu, Elif
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Pagano, Marco
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Paul, Muthucattu Thomas
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Qin, Rong-Yuan
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Rai, Atul
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Sharma, Susan Sunila
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Stevenson, Simon
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Strehle, Elias
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Journal of economics and finance
1
Journal of quantitative economics
1
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ECONIS (ZBW)
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An examination of return and volatility spillovers between mature equity markets
Jain, Payal
;
Sehgal, Sanjay
- In:
Journal of economics and finance
43
(
2019
)
1
,
pp. 180-210
Persistent link: https://www.econbiz.de/10012171021
Saved in:
2
Information transmission between mature and emerging equity markets during normal and crisis periods : an empirical examination
Sehgal, Sanjay
;
Jain, Payal
;
Deisting, Florent
- In:
Journal of quantitative economics
16
(
2018
)
1
,
pp. 185-225
Persistent link: https://www.econbiz.de/10012418335
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