//--> //--> //--> //-->
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:"CAMA working paper series"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~subject:"Shock"
~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
Volatility spillovers and cont...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Shock
Volatility
Volatilität
595
Theorie
321
Theory
321
Aktienmarkt
268
Stock market
268
Estimation
250
Schätzung
250
Börsenkurs
246
Share price
246
Capital income
234
Kapitaleinkommen
234
Financial market
180
Finanzmarkt
180
Welt
160
World
160
ARCH model
158
ARCH-Modell
158
Spillover effect
146
Spillover-Effekt
146
USA
129
United States
129
Forecasting model
114
Prognoseverfahren
114
Time series analysis
108
Zeitreihenanalyse
108
Emerging economies
94
Schwellenländer
94
Risk
93
Risiko
91
Schock
91
Geldpolitik
86
Monetary policy
86
Stochastic process
85
Stochastischer Prozess
85
Financial crisis
77
Finanzkrise
76
Konjunktur
73
Portfolio selection
73
more ...
less ...
Online availability
All
Undetermined
279
Free
102
Type of publication
All
Article
539
Book / Working Paper
97
Type of publication (narrower categories)
All
Article in journal
538
Aufsatz in Zeitschrift
538
Graue Literatur
96
Non-commercial literature
96
Arbeitspapier
42
Working Paper
42
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
636
Author
All
Chan, Joshua
13
Vespignani, Joaquin
7
Eisenstat, Eric
6
Kang, Wensheng
6
Ratti, Ronald A.
6
Castelnuovo, Efrem
5
Gupta, Rangan
5
Yin, Libo
5
Bao Hoang Nguyen
4
Christiansen, Charlotte
4
Dungey, Mardi H.
4
Frijns, Bart
4
Grobys, Klaus
4
Karanasos, Menelaos
4
Koop, Gary
4
Mohaddes, Kamiar
4
Shin, Dong-wan
4
Spagnolo, Nicola
4
Strachan, Rodney W.
4
Wang, Yudong
4
Wu, Chongfeng
4
Zhang, Bo
4
Bali, Turan G.
3
Bollerslev, Tim
3
Caggiano, Giovanni
3
Demirer, Rıza
3
Dong, Yingjie
3
Fry-McKibbin, Renée
3
Hafner, Christian M.
3
Haque, Qazi
3
Hou, Chenghan
3
Hwang, Eunju
3
Jamasb, Tooraj
3
Kapetanios, George
3
Liao, Yin
3
Magnusson, Leandro M.
3
Nepal, Rabindra
3
Nonejad, Nima
3
Pesaran, M. Hashem
3
Poon, Aubrey
3
more ...
less ...
Institution
All
HFDF <2, 1998, Zürich>
1
Published in...
All
CAMA working paper series
Economics letters
Journal of empirical finance
Energy economics
652
Finance research letters
632
NBER working paper series
539
Working paper / National Bureau of Economic Research, Inc.
508
NBER Working Paper
460
International review of financial analysis
429
Applied economics
398
Journal of banking & finance
394
International review of economics & finance : IREF
388
Economic modelling
375
The journal of futures markets
361
The North American journal of economics and finance : a journal of financial economics studies
339
Journal of econometrics
322
Research in international business and finance
294
Working paper
283
Applied economics letters
270
Applied financial economics
268
Journal of international money and finance
268
Discussion paper / Centre for Economic Policy Research
262
Journal of international financial markets, institutions & money
252
International journal of theoretical and applied finance
247
CESifo working papers
204
IMF working papers
200
Journal of risk and financial management : JRFM
198
Discussion paper / Tinbergen Institute
197
Quantitative finance
195
Journal of financial economics
193
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
176
International Journal of Energy Economics and Policy : IJEEP
175
Pacific-Basin finance journal
175
International journal of finance & economics : IJFE
163
Journal of economic dynamics & control
163
The European journal of finance
162
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
158
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
130
Research paper series / Swiss Finance Institute
122
more ...
less ...
Source
All
ECONIS (ZBW)
636
Showing
1
-
10
of
636
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The transmission of emerging market shocks to global equity markets
Cuadro-Sáez, Lucía
;
Fratzscher, Marcel
;
Thimann, Christian
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 2-17
Persistent link: https://www.econbiz.de/10003800129
Saved in:
2
Modelling stock volatilities during financial crises : a time varying coefficient approach
Karanasos, Menelaos
;
Paraskevopoulos, Alexandros G.
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 113-128
Persistent link: https://www.econbiz.de/10011300501
Saved in:
3
Financial integration and international risk spillovers
Lee, Dongwon
- In:
Economics letters
225
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014308565
Saved in:
4
Timescale-dependent stock market comovement : BRICs vs. developed markets
Lehkonen, Heikki
;
Heimonen, Kari
- In:
Journal of empirical finance
28
(
2014
),
pp. 90-103
Persistent link: https://www.econbiz.de/10011285085
Saved in:
5
MIDAS volatility forecast performance under market stress : evidence from emerging stock markets
C. Alper, Emre
;
Fendoglu, Salih
;
Saltoglu, Burak
- In:
Economics letters
117
(
2012
)
2
,
pp. 528-532
Persistent link: https://www.econbiz.de/10009675108
Saved in:
6
The “Cubic Law of the Stock Returns” in emerging markets
Gu, Zhiye
;
Ibragimov, Rustam Ju.
- In:
Journal of empirical finance
46
(
2018
),
pp. 182-190
Persistent link: https://www.econbiz.de/10012103444
Saved in:
7
Option-implied volatility spillover indices for FX risk factors
Grobys, Klaus
;
Heinonen, Jari-Pekka
- In:
Economics letters
157
(
2017
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011847318
Saved in:
8
Predicting stock returns and volatility using consumption-aggregate wealth ratios : a nonlinear approach
Bekiros, Stelios
;
Gupta, Rangan
- In:
Economics letters
131
(
2015
),
pp. 83-85
Persistent link: https://www.econbiz.de/10011422667
Saved in:
9
A model-free test for
contagion
between crude oil and stock markets
Pan, Zhiyuan
;
Zheng, Xu
;
Gong, Yuting
- In:
Economics letters
130
(
2015
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011422065
Saved in:
10
Foreign reserve accumulation and the mercantilist motive hypothesis
Carvalho, Patrick
;
Fry-McKibbin, Renée
-
2014
Persistent link: https://www.econbiz.de/10010244583
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...
//-->