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Search: subject:"volatility impulse response analysis"
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Volatility impulse response analysis
4
ARCH model
3
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3
Oil price shocks
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volatility impulse response analysis
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volatility spill over
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Ali, Faek Menla
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1
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:
2
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:
3
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:
4
Oil price shocks and stock return volatility : new evidence based on
volatility
impulse
response
analysis
Eraslan, Sercan
;
Ali, Faek Menla
- In:
Economics letters
172
(
2018
),
pp. 59-62
Persistent link: https://www.econbiz.de/10012022066
Saved in:
5
Contagion effects and volatility impulse responses between US and Asian stock markets
Kang, Sang Hoon
;
Ko, Hee-un
;
Yoon, Seong-min
- In:
Korea and the world economy
18
(
2017
)
2
,
pp. 111-130
Persistent link: https://www.econbiz.de/10011736792
Saved in:
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