//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"mean and volatility spillover effects"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Volatility spillover effects"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
mean and volatility spillover effects
Spillover effect
14
Spillover-Effekt
14
Volatility
14
Volatilität
14
ARCH model
8
ARCH-Modell
8
Volatility spillover effects
7
Aktienmarkt
5
Stock market
5
co-volatility spillover effects
4
diagonal BEKK model
4
Börsenkurs
3
Capital income
3
China
3
EU countries
3
EU-Staaten
3
Greenhouse gas emissions
3
Kapitaleinkommen
3
Share price
3
Treibhausgas-Emissionen
3
Biofuel
2
Directional and net volatility spillovers
2
Emissions trading
2
Emissionshandel
2
Energiemarkt
2
Energy market
2
Error-correction model
2
Exchange rate
2
Hedging
2
Hong Kong
2
Hongkong
2
Immobilienmarkt
2
Real estate market
2
Risikomanagement
2
Risk management
2
Wechselkurs
2
Welt
2
World
2
bio-ethanol
2
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
Undetermined
2
English
1
Author
All
Grieb, Terrance
2
Kakinaka, Makoto
1
Le, Trang Nha
1
Published in...
All
International Journal of Financial Research
1
International journal of financial research
1
The International Journal of Business and Finance Research
1
Source
All
RePEc
2
ECONIS (ZBW)
1
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Does FX Volatility Affect the Distributions of Commodity Futures Returns?
Grieb, Terrance
- In:
International Journal of Financial Research
4
(
2013
)
4
,
pp. 1-10
This paper employs a two-step GARCH-M procedure to study price and
volatility
spillover
effects
from a series of …
Persistent link: https://www.econbiz.de/10011267689
Saved in:
2
Does FX volatility affect the distributions of commodity futures returns?
Grieb, Terrance
- In:
International journal of financial research
4
(
2013
)
4
,
pp. 1-10
Persistent link: https://www.econbiz.de/10010205759
Saved in:
3
INTERNATIONAL TRANSMISSION OF STOCK RETURNS: MEAN AND
VOLATILITY
SPILLOVER
EFFECTS
IN INDONESIA AND MALAYSIA
Le, Trang Nha
;
Kakinaka, Makoto
- In:
The International Journal of Business and Finance Research
4
(
2010
)
1
,
pp. 115-131
This paper examines the mean return and
volatility
spillover
effects
from the three influential stock markets of the US …
Persistent link: https://www.econbiz.de/10011206016
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->