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~isPartOf:"CAMA working paper series"
~isPartOf:"Economics letters"
~isPartOf:"Journal of financial economics"
~subject:"Shock"
~subject:"Volatility"
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Volatility spillovers and cont...
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Shock
Volatility
Volatilität
518
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338
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338
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235
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235
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234
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234
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Chan, Joshua
13
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Eisenstat, Eric
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Castelnuovo, Efrem
5
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5
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Bao Hoang Nguyen
4
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4
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3
Aït-Sahalia, Yacine
3
Bali, Turan G.
3
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3
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3
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CAMA working paper series
Economics letters
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Energy economics
652
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632
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539
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508
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460
International review of financial analysis
429
Applied economics
398
Journal of banking & finance
394
International review of economics & finance : IREF
388
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375
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361
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339
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270
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268
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268
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268
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262
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252
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198
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197
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195
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
176
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175
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175
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163
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ECONIS (ZBW)
561
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1
Modeling financial
contagion
using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Cacho-Diaz, Julio
;
Laeven, Roger J. A.
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 585-606
Persistent link: https://www.econbiz.de/10011480318
Saved in:
2
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:
3
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:
4
When an event is not an event : the curious case of an emerging market
Bhattacharya, Utpal
(
contributor
)
- In:
Journal of financial economics
55
(
2000
)
1
,
pp. 69-101
Persistent link: https://www.econbiz.de/10001432938
Saved in:
5
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:
6
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:
7
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:
8
Foreign reserve accumulation and the mercantilist motive hypothesis
Carvalho, Patrick
;
Fry-McKibbin, Renée
-
2014
Persistent link: https://www.econbiz.de/10010244583
Saved in:
9
Effects of US quantitative easing on emerging market economies
Bhattarai, Saroj
;
Chatterjee, Arpita
;
Park, Woong-yong
-
2015
Persistent link: https://www.econbiz.de/10011758092
Saved in:
10
Are volatility spillovers between currency and equity market driven by economic states? : evidence from the US economy
Grobys, Klaus
- In:
Economics letters
127
(
2015
),
pp. 72-75
Persistent link: https://www.econbiz.de/10011382877
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