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Search: subject:"Volatility impulse response"
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Volatility
19
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19
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10
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10
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9
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volatility impulse response function
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Volatility impulse response analysis
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volatility spillovers
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Allen, David E.
5
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5
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4
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3
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3
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2
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2
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2
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An, Ximeng
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Ko, Hee-un
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1
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ECONIS (ZBW)
20
RePEc
6
EconStor
5
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31
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date (oldest first)
1
Volatility transmission and
volatility
impulse
response
functions in the main and the satellite Renminbi exchange rate markets
Funke, Michael
;
Loermann, Julius
;
Tsang, Andrew
- In:
Review of international economics
30
(
2022
)
2
,
pp. 606-628
Persistent link: https://www.econbiz.de/10013185780
Saved in:
2
Structural
volatility
impulse
response
analysis
Fengler, Matthias
;
Polivka, Jeannine
-
2022
Persistent link: https://www.econbiz.de/10013399810
Saved in:
3
Asymmetric
volatility
impulse
response
functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
4
The US-China trade war and the volatility linkages between energy and agricultural commodities
Cheng, Natalie Fang Ling
;
Hasanov, Akram Shavkatovich
; …
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284707
Saved in:
5
Structural sources of oil market volatility and correlation dynamics
Harrison, Andre
;
Liu, Xiaochun
;
Stewart, Shamar L.
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438691
Saved in:
6
How far is too far for volatility transmission?
Yang, Yao
;
Karali, Berna
- In:
Journal of commodity markets
26
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013451091
Saved in:
7
Oil price shocks and stock return volatility: New evidence based on
volatility
impulse
response
analysis
Eraslan, Sercan
;
Ali, Faek Menla
-
2018
We use
volatility
impulse
response
analysis estimated from the bivariate GARCH-BEKK model to quantify the size and the …
Persistent link: https://www.econbiz.de/10011904462
Saved in:
8
Oil price shocks and stock return volatility : new evidence based on
volatility
impulse
response
analysis
Eraslan, Sercan
;
Ali, Faek Menla
-
2018
We use
volatility
impulse
response
analysis estimated from the bivariate GARCH-BEKK model to quantify the size and the …
Persistent link: https://www.econbiz.de/10011903691
Saved in:
9
Dynamic volatility behaviour in agricultural commodity markets: Evidence from VIRF analysis and spillover index calculations
Bernhardt, Matthias
-
2017
a shock, I calculated the
volatility
impulse
response
function based on a VAR(1) BEKK(1,1)-in-mean model. The result …
Persistent link: https://www.econbiz.de/10011927205
Saved in:
10
Dynamic volatility behaviour in agricultural commodity markets : evidence from VIRF analysis and spillover index calculations
Bernhardt, Matthias
-
2017
a shock, I calculated the
volatility
impulse
response
function based on a VAR(1) BEKK(1,1)-in-mean model. The result …
Persistent link: https://www.econbiz.de/10011761775
Saved in:
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