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Search: subject:"Risk spillover"
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Spillover-Effekt
133
Spillover effect
132
Volatility
75
Volatilität
75
Risk spillover
66
Risikomaß
59
Risk measure
59
Welt
50
World
50
Risiko
49
Risikomanagement
49
Risk
49
Risk management
49
China
38
Aktienmarkt
36
Stock market
36
ARCH model
30
ARCH-Modell
30
Estimation
28
Portfolio selection
28
Portfolio-Management
28
Schätzung
28
Financial crisis
24
Finanzkrise
24
risk spillover
23
Oil price
19
Ansteckungseffekt
18
Capital income
18
Contagion effect
18
Kapitaleinkommen
18
Ölpreis
18
Systemic risk
17
Systemrisiko
17
Multivariate Verteilung
16
Multivariate distribution
16
Theorie
16
Theory
16
Börsenkurs
12
Share price
12
Coronavirus
11
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All
Undetermined
122
Free
30
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Article
141
Book / Working Paper
19
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Article in journal
132
Aufsatz in Zeitschrift
132
Working Paper
11
Graue Literatur
9
Non-commercial literature
9
Arbeitspapier
8
Article
2
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1
research-article
1
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English
147
Undetermined
13
Author
All
Caporin, Massimiliano
9
Ji, Qiang
6
Kumar, Dilip
5
Ranaldo, Angelo
5
Wang, Gang-Jin
5
Zhu, Bo
5
Zhu, Huiming
5
Billio, Monica
4
Bonato, Matteo
4
Frattarolo, Lorenzo
4
Joëts, Marc
4
Lin, Renda
4
Pelizzon, Loriana
4
Tian, Maoxi
4
Bouri, Elie
3
Chi, Xie
3
Deng, Chao
3
Deng, Yuanyue
3
Foglia, Matteo
3
Gupta, Rangan
3
Liu, Bing-Yue
3
Peng, Cheng
3
Uddin, Mohammed Gazi Salah
3
Alshater, Muneer Maher
2
Araújo, André da Silva de
2
Bhattacharjee, Arnab
2
Bonga-Bonga, Lumengo
2
Chateauneuf, Alain
2
Chen, Jiusheng
2
Chen, Lin
2
Chen, Na
2
Chen, Pingshe
2
Chevallier, Julien
2
Chiu, Wan-Chien
2
Dai, Peng-Fei
2
Dai, Yun-Shi
2
Fan, Ying
2
Fornari, Fabio
2
Gao, Yang
2
Ho, Kung-Cheng
2
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Institut de Préparation à l'Administration et à la Gestion (IPAG)
3
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
1
European Central Bank
1
School of Finance, Universität St. Gallen
1
Schweizerische Nationalbank (SNB)
1
Published in...
All
Energy economics
24
Finance research letters
15
The North American journal of economics and finance : a journal of financial economics studies
11
International review of financial analysis
7
International review of economics & finance : IREF
6
Pacific-Basin finance journal
6
Journal of international financial markets, institutions & money
5
Research in international business and finance
5
Economic modelling
4
International journal of finance & economics : IJFE
3
Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
3
Applied economics
2
Applied economics letters
2
ECB Working Paper
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Journal of Risk and Financial Management
2
Journal of commodity markets
2
Journal of multinational financial management
2
Journal of risk and financial management : JRFM
2
Statistics & Risk Modeling
2
The North American journal of economics and finance : a journal of theory and practice
2
The journal of futures markets
2
The journal of risk finance : JRF
2
Working papers
2
Computational economics
1
Department of Economics working paper series
1
EconomiX Working Papers
1
Economic Modelling
1
Economic systems
1
Electronic commerce research
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Energy strategy reviews
1
Global business review
1
International Review of Financial Analysis
1
Journal of Asian economics
1
Journal of Economics and Business
1
Journal of Empirical Finance
1
Journal of economic behavior & organization
1
Journal of economics & business
1
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ECONIS (ZBW)
141
RePEc
13
EconStor
5
Other ZBW resources
1
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81
Energy security: does systemic
risk
spillover
matter? : evidence from China
Zhu, Bo
;
Deng, Yuanyue
;
Lin, Renda
;
Hu, Xin
;
Chen, Pingshe
- In:
Energy economics
114
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013477599
Saved in:
82
Going green : insight from asymmetric
risk
spillover
between investor attention and pro-environmental investment
Deng, Chao
;
Zhou, Xiaoying
;
Peng, Cheng
;
Zhu, Huiming
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013457372
Saved in:
83
Risk
spillover
of global treasury bond markets in the time of COVID-19 pandemic
Fang, Yi
;
Wang, Yanru
;
Zhao, Yingyu
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
15
,
pp. 4309-4320
Persistent link: https://www.econbiz.de/10013463031
Saved in:
84
Tail-event driven network of cryptocurrencies and conventional assets
Jiang, Wen
;
Xu, Qiuhua
;
Zhang, Ruige
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341836
Saved in:
85
Analysis of
risk
spillover
effect of copper option in China
Ye, Wuyi
;
Wang, Yiqi
;
Zhao, Jinhai
- In:
Journal of modelling in management
17
(
2022
)
4
,
pp. 1280-1291
Persistent link: https://www.econbiz.de/10014334416
Saved in:
86
Spillovers beyond the variance : exploring the higher order risk linkages between commodity markets and global financial markets
Gómez González, José Eduardo
;
Hirs-Garzon, Jorge
; …
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014335258
Saved in:
87
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014276628
Saved in:
88
Risk
spillover
of banking across regions : evidence from the belt and road countries
Zhao, Hong
;
Li, Jiayi
;
Lei, Yiqing
;
Zhou, Mingming
- In:
Emerging markets review
52
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013419084
Saved in:
89
Measuring
risk
spillover
effects on dry bulk shipping market : a value-at-risk approach
Yang, Jialin
;
Zhang, Xin
;
Ge, Ying-En
- In:
Maritime policy & management
49
(
2022
)
4
,
pp. 558-576
Persistent link: https://www.econbiz.de/10013373665
Saved in:
90
Does economic policy uncertainty drive nonlinear
risk
spillover
in the commodity futures market?
Ren, Ying-hua
;
Tan, Anqi
;
Zhu, Huiming
;
Zhao, Wanru
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013375403
Saved in:
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