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~isPartOf:"CAMA working paper series"
~isPartOf:"Economics letters"
~subject:"Shock"
~subject:"Spillover effect"
~subject:"Volatility"
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Volatility spillovers and cont...
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Shock
Spillover effect
Volatility
Volatilität
331
Theorie
204
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204
Estimation
132
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132
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131
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131
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Chan, Joshua
13
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7
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6
Castelnuovo, Efrem
5
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4
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4
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4
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4
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4
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4
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4
Zhang, Bo
4
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3
Caggiano, Giovanni
3
Corbet, Shaen
3
Demirer, Rıza
3
Dungey, Mardi H.
3
Fujiwara, Ippei
3
Grobys, Klaus
3
Haque, Qazi
3
Hou, Chenghan
3
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3
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3
Koop, Gary
3
Lucey, Brian M.
3
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3
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3
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3
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3
Yin, Libo
3
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2
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2
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2
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CAMA working paper series
Economics letters
Energy economics
790
NBER working paper series
782
Finance research letters
735
Working paper / National Bureau of Economic Research, Inc.
705
NBER Working Paper
662
International review of financial analysis
500
Applied economics
493
Economic modelling
466
International review of economics & finance : IREF
466
Journal of banking & finance
429
Discussion paper / Centre for Economic Policy Research
418
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410
The North American journal of economics and finance : a journal of financial economics studies
386
IMF working papers
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370
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346
Applied economics letters
345
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333
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333
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292
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281
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278
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247
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244
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215
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214
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199
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ECONIS (ZBW)
460
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1
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:
2
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:
3
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:
4
Capital market liberalization and equity market interdependence
Fry-McKibbin, Renée
;
Yan, Ziyu
-
2020
Persistent link: https://www.econbiz.de/10012225249
Saved in:
5
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:
6
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:
7
Foreign reserve accumulation and the mercantilist motive hypothesis
Carvalho, Patrick
;
Fry-McKibbin, Renée
-
2014
Persistent link: https://www.econbiz.de/10010244583
Saved in:
8
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:
9
Negative interest rate policies : sources and implications
Arteta, Carlos Ó.
;
Kose, M. Ayhan
;
Stocker, Marc
; …
-
2016
Persistent link: https://www.econbiz.de/10011754362
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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