//--> //--> //--> //-->
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
~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH model"
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
Volatility spillovers and cont...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Volatility
825
Volatilität
825
Aktienmarkt
534
Stock market
534
Estimation
492
Schätzung
492
Börsenkurs
408
Share price
408
Theorie
347
Theory
347
Capital income
296
Kapitaleinkommen
296
ARCH-Modell
288
Financial market
287
Finanzmarkt
287
Spillover effect
287
Spillover-Effekt
287
Welt
251
World
251
Emerging economies
227
Schwellenländer
227
China
171
Financial crisis
166
Finanzkrise
166
Time series analysis
163
Zeitreihenanalyse
163
Forecasting model
158
Prognoseverfahren
158
USA
139
United States
139
Exchange rate
132
Wechselkurs
132
Geldpolitik
127
Monetary policy
127
VAR model
112
VAR-Modell
112
Risiko
110
Risk
110
Economic growth
102
more ...
less ...
Online availability
All
Undetermined
206
Free
2
Type of publication
All
Article
288
Type of publication (narrower categories)
All
Article in journal
288
Aufsatz in Zeitschrift
288
Conference paper
2
Konferenzbeitrag
2
Language
All
English
288
Author
All
Ma, Feng
9
Zhang, Yaojie
9
Jawadi, Fredj
7
Gupta, Rangan
4
Kim, Jong-Min
4
Todorova, Neda
4
Arouri, Mohamed
3
Bouri, Elie
3
Cheffou, Abdoulkarim Idi
3
Hamori, Shigeyuki
3
Huang, Zhuo
3
Iglesias, Emma M.
3
Kumar, Dilip
3
Liu, Jing
3
Liu, Li
3
Louhichi, Waël
3
Nguyen, Duc Khuong
3
Roca, Eduardo
3
Roubaud, David
3
Su, Jen-je
3
Wahab, M. I. M.
3
Wang, Tianyi
3
Wang, Yudong
3
Wen, Danyan
3
Ahmed, Abdullahi Dahir
2
Allen, David E.
2
Blazsek, Szabolcs
2
Cai, Xiao Jing
2
Chan, Jennifer So Kuen
2
Charfeddine, Lanouar
2
Chevallier, Julien
2
Choo, Wei Chong
2
Coronado, Semei
2
Dhaoui, Abderrazak
2
Ftiti, Zied
2
Goutte, Stéphane
2
Guesmi, Khaled
2
Haas, Markus
2
Hammoudeh, Shawkat
2
He, Mengxi
2
more ...
less ...
Published in...
All
Applied economics
Economic modelling
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
233
Finance research letters
174
International review of financial analysis
125
Research in international business and finance
114
International review of economics & finance : IREF
108
The North American journal of economics and finance : a journal of financial economics studies
108
Journal of empirical finance
97
Journal of international financial markets, institutions & money
91
Journal of risk and financial management : JRFM
73
Applied financial economics
69
Journal of econometrics
68
International journal of forecasting
66
Journal of banking & finance
65
Applied economics letters
61
Economics letters
57
Journal of forecasting
57
Discussion paper / Tinbergen Institute
54
The European journal of finance
51
International Journal of Energy Economics and Policy : IJEEP
50
International journal of finance & economics : IJFE
48
The journal of futures markets
46
Working paper
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
Econometric Institute research papers
40
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
International journal of economics and financial issues : IJEFI
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Pacific-Basin finance journal
35
International journal of economics and finance
34
Journal of international money and finance
34
Cogent economics & finance
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Review of quantitative finance and accounting
32
The empirical economics letters : a monthly international journal of economics
28
Computational economics
26
Journal of financial econometrics
26
more ...
less ...
Source
All
ECONIS (ZBW)
288
Showing
1
-
10
of
288
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Determinants of stock market comovements among US and emerging economies during the US financial crisis
Hwang, Eugene
;
Min, Hong-ghi
;
Kim, Bonghan
;
Kim, Hyeongwoo
- In:
Economic modelling
35
(
2013
),
pp. 338-348
Persistent link: https://www.econbiz.de/10010259814
Saved in:
2
Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid
;
Beljid, Makram
;
Boubaker, Adel
;
Managi, …
- In:
Economic modelling
32
(
2013
),
pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
Saved in:
3
Exogenous shocks, dynamic correlations, and portfolio risk management for the Asian emerging and other global developed and emerging stock markets
Dong, Xiyong
;
Li, Changhong
;
Yoon, Seong-min
- In:
Applied economics
52
(
2020
)
43
,
pp. 4745-4764
Persistent link: https://www.econbiz.de/10012298738
Saved in:
4
Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market
Su, Jung-bin
- In:
Economic modelling
46
(
2015
),
pp. 204-224
Persistent link: https://www.econbiz.de/10011436595
Saved in:
5
Dynamic correlation and equicorrelation analysis of global financial turmoil : evidence from emerging East Asian stock markets
Cai, Xiao Jing
;
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
Applied economics
48
(
2016
)
40/42
,
pp. 3789-3803
Persistent link: https://www.econbiz.de/10011628092
Saved in:
6
Global and regional volatility spillovers to GCC stock markets
Alotaibi, Abdullah R.
;
Mishra, Anil V.
- In:
Economic modelling
45
(
2015
),
pp. 38-49
Persistent link: https://www.econbiz.de/10011334180
Saved in:
7
Asymmetric spillover effects between the Shanghai and Hong Kong stock markets : evidence from quantile lagged regression
Zhu, Huiming
;
Tang, Yueli
;
Guo, Peng
- In:
Applied economics
49
(
2017
)
9
,
pp. 886-902
Persistent link: https://www.econbiz.de/10011811073
Saved in:
8
Volatility spillovers among oil and stock markets in the US and Saudi Arabia
Finta, Marinela Adriana
;
Frijns, Bart
;
Tiurani-Rad, Alireza
- In:
Applied economics
51
(
2019
)
4
,
pp. 329-345
Persistent link: https://www.econbiz.de/10012160526
Saved in:
9
Domestic and foreign sources of volatility spillover to South African asset classes
Duncan, Andrew S.
;
Kabundi, Alain
- In:
Economic modelling
31
(
2013
),
pp. 566-573
Persistent link: https://www.econbiz.de/10009730595
Saved in:
10
Estimating VAR-MGARCH models in multiple steps
Carnero, M. Angeles
;
Eratalay, M. Hakan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
3
,
pp. 339-365
Persistent link: https://www.econbiz.de/10010384281
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->