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~subject:"Ansteckungseffekt"
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Search: subject:"DCCGARCH"
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Ansteckungseffekt
DCC-GARCH
182
Volatility
73
Volatilität
71
Stock market
65
Aktienmarkt
63
ARCH model
55
ARCH-Modell
55
Börsenkurs
51
Share price
51
Correlation
42
Korrelation
42
Spillover effect
42
Spillover-Effekt
42
Welt
42
World
41
DCC-GARCH model
40
Schätzung
39
Estimation
38
Financial crisis
37
Finanzkrise
32
Hedging
26
Portfolio selection
26
Portfolio-Management
26
Theorie
22
Capital income
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Contagion effect
21
Coronavirus
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Kapitaleinkommen
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Oil price
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Theory
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COVID-19
16
China
16
Risiko
16
Risk
16
Commodity derivative
15
India
15
Rohstoffderivat
15
Aktienindex
14
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Article
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English
21
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Ahmad, Wasim
2
Bhanumurthy, N. R.
2
Hwang, Jae-Kwang
2
Sehgal, Sanjay
2
Akakpo, Koffi
1
Altun Ada, Ayşen
1
Bago, Jean-Louis
1
Celık, Sibel
1
Chakroun, Mohamed Amin
1
Chittedi, Krishna Reddy
1
Chopra, Monika
1
Corbet, Shaen
1
Dai, Xingyu
1
De Angelis, Luca
1
Gallali, Mohamed Imen
1
Gardini, Attilio
1
Guesmi, Khaled
1
Gómez González, José Eduardo
1
Khan, Mazia Fatima
1
Khoufi, Walid
1
Kiss, Gábor Dávid
1
Koç, Yasemin Deniz
1
Larkin, Charles
1
Ltaifa, Monia Ben
1
Mansouri, Fayçal
1
McMullan, Caroline
1
Mehta, Chhavi
1
Mighri, Zouheir
1
Naushad, Mohammad
1
Ogwu, Alex
1
Ouédraogo, Ernest
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Rherrad, Imad
1
Rojas-Espinosa, Wilmer
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Roy, Rudra Prosad
1
Roy, Saikat Sinha
1
Sahut, Jean-Michel
1
Schuszter, Tamás
1
Siddiqui, Taufeeque Ahmad
1
Syed, Abdul Malik
1
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1
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Economic modelling
3
Journal of risk and financial management : JRFM
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Applied economics letters
1
Computational economics
1
Economic systems
1
Economies : open access journal
1
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1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International journal of economics and financial issues : IJEFI
1
International journal of financial innovation in banking : IJFIB
1
Journal of Asian economics
1
Journal of applied economics
1
Panoeconomicus
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Prague economic papers : a bimonthly journal of economic theory and policy
1
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Revue Gestion 2000 : management & prospective
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ECONIS (ZBW)
21
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1
Cross-market correlations and financial contagion from developed to emerging economies : a case of COVID-19 pandemic
Siddiqui, Taufeeque Ahmad
;
Khan, Mazia Fatima
;
Naushad, …
- In:
Economies : open access journal
10
(
2022
)
6
,
pp. 1-12
-varying multivariate
DCC-GARCH
model. The findings confirm that certain emerging markets are experiencing contagion from developed markets …
Persistent link: https://www.econbiz.de/10013256277
Saved in:
2
Systemic risk, contagion and risk factors in the Tunisian banking system context : measures and determinants
Chakroun, Mohamed Amin
;
Gallali, Mohamed Imen
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
14
(
2024
)
2
,
pp. 246-280
Persistent link: https://www.econbiz.de/10014545417
Saved in:
3
Volatility spillover and international contagion of housing bubbles
Bago, Jean-Louis
;
Akakpo, Koffi
;
Rherrad, Imad
; …
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
7
,
pp. 1-14
the multivariate time-varying
DCC-GARCH
model. Third, we assess bubble contagion by estimating a non-parametric model of …
Persistent link: https://www.econbiz.de/10012622423
Saved in:
4
Is the COVID-19 pandemic more contagious for the Asian stock markets? : a comparison with the Asian financial, the US subprime and the Eurozone debt crisis
Chopra, Monika
;
Mehta, Chhavi
- In:
Journal of Asian economics
79
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013431209
Saved in:
5
Contagion risks in emerging stock markets : new evidence from Asia and Latin America
Thi Bich Ngoc Tran
- In:
Journal of risk and financial management : JRFM
11
(
2018
)
4
,
pp. 1-20
apply dynamic conditional correlation models (
DCC-GARCH
(1,1)) to daily stock-index returns of eight Asian stock markets, six …
Persistent link: https://www.econbiz.de/10011960394
Saved in:
6
Dynamic correlation and risk contagion between "black" futures in China : a multi-scale variational mode decomposition approach
Wang, Qunwei
;
Dai, Xingyu
;
Zhou, Dequn
- In:
Computational economics
55
(
2020
)
4
,
pp. 1117-1150
Persistent link: https://www.econbiz.de/10012223704
Saved in:
7
Testing for financial contagion : new evidence from the European debt crisis
Altun Ada, Ayşen
;
Çelik, Sibel
;
Koç, Yasemin Deniz
- In:
Panoeconomicus
66
(
2019
)
5
,
pp. 611-632
Persistent link: https://www.econbiz.de/10012159447
Saved in:
8
Detecting contagion in Asian exchange rate markets using asymmetric
DCC-GARCH
and R-vine copulas
Gómez González, José Eduardo
;
Rojas-Espinosa, Wilmer
- In:
Economic systems
43
(
2019
)
3/4
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012314692
Saved in:
9
Chemical industry disasters and the sectoral transmission of financial market contagion
Corbet, Shaen
;
Larkin, Charles
;
McMullan, Caroline
- In:
Research in international business and finance
46
(
2018
),
pp. 490-501
Persistent link: https://www.econbiz.de/10011983721
Saved in:
10
Dynamic conditional correlation analysis of stock market contagion : evidence from the 2007-2010 financial crises
Mighri, Zouheir
;
Mansouri, Fayçal
- In:
International journal of economics and financial issues …
3
(
2013
)
3
,
pp. 637-661
Persistent link: https://www.econbiz.de/10010518971
Saved in:
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