//--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Finance research letters"
~isPartOf:"International review of financial analysis"
~person:"Brooks, Robert"
~person:"Caporale, Guglielmo Maria"
~subject:"Macro news"
~subject:"Volatility"
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
Separation and Volatility of L...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Macro news
Volatility
Volatilität
8
ARCH model
3
ARCH-Modell
3
Spillover effect
3
Spillover-Effekt
3
ARMA model
2
ARMA-Modell
2
Ankündigungseffekt
2
Announcement effect
2
Börsenkurs
2
EU countries
2
EU-Staaten
2
Exchange rate
2
Exchange rates
2
Fractional integration
2
Impact assessment
2
Long memory
2
Persistence
2
Share price
2
Time series analysis
2
US dollar
2
US-Dollar
2
Wechselkurs
2
Welt
2
Wirkungsanalyse
2
World
2
Zeitreihenanalyse
2
Agrarpreis
1
Agrarproduktion
1
Agricultural commodities
1
Agricultural price
1
Agricultural production
1
Aktienmarkt
1
Asymmetric BEKK
1
BRICS
1
BRICS countries
1
BRICS-Staaten
1
Biofuel
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Brooks, Robert
Caporale, Guglielmo Maria
Bouri, Elie
23
Gupta, Rangan
16
Ma, Feng
16
Roubaud, David
14
Lucey, Brian M.
13
Corbet, Shaen
11
Ji, Qiang
11
Xiong, Xiong
11
Sensoy, Ahmet
10
Guesmi, Khaled
9
Lau, Chi Keung
9
Wei, Yu
9
Yarovaya, Larisa
9
Goodell, John W.
8
Lu, Xinjie
8
Tiwari, Aviral Kumar
8
Li, Yan
7
Molnár, Peter
7
Shahzad, Syed Jawad Hussain
7
Zaremba, Adam
7
Brzeszczyński, Janusz
6
Gillas, Konstantinos Gkillas
6
Lyócsa, Štefan
6
Naeem, Muhammad Abubakr
6
Shen, Dehua
6
Antonakakis, Nikolaos
5
Gozgor, Giray
5
Huang, Shupei
5
Kizys, Renatas
5
Liang, Chao
5
Luo, Xingguo
5
Pierdzioch, Christian
5
Wang, Jiqian
5
Wen, Fenghua
5
Wu, Xinyu
5
Xuan Vinh Vo
5
Zhang, Wei
5
Zhu, Huiming
5
Aharon, David Y.
4
Akyildirim, Erdinc
4
more ...
less ...
Published in...
All
Finance research letters
International review of financial analysis
International review of economics & finance : IREF
3
Journal of international money and finance
3
Research in international business and finance
3
Energy economics
2
Journal of international financial markets, institutions & money
2
Australian journal of management
1
China economic review : an international journal
1
Computational economics
1
Financial markets and portfolio management
1
Global finance journal
1
Handbook of financial integration
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
Journal of Asia Pacific business
1
Journal of business finance & accounting : JBFA
1
Journal of economics and finance
1
Journal of empirical finance
1
Open economies review
1
Pacific-Basin finance journal
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk transmission from the energy markets to the carbon market : evidence from the recursive window approach
Sanggetha Vellachami
;
Hasanov, Akram Shavkatovich
; …
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014464820
Saved in:
2
Do currency exchange rates impact gold prices? : new evidence from the ongoing COVID-19 period
Tanin, Tauhidul Islam
;
Sarker, Ashutosh
;
Brooks, Robert
- In:
International review of financial analysis
77
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012806546
Saved in:
3
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
4
Macro news and exchange rates in the BRICS
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Finance research letters
21
(
2017
),
pp. 140-143
Persistent link: https://www.econbiz.de/10011807527
Saved in:
5
Dynamic volatility spillover effects between oil and agricultural products
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Nguyen, …
- In:
International review of financial analysis
69
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012316894
Saved in:
6
Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
International review of financial analysis
45
(
2016
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
Saved in:
7
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
8
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->