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~isPartOf:"CAMA working paper series"
~subject:"Shock"
~subject:"Volatility"
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Volatility spillovers and cont...
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Shock
Volatility
Volatilität
79
Estimation
36
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36
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36
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35
World
35
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33
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33
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Chan, Joshua
13
Eisenstat, Eric
6
Vespignani, Joaquin
6
Castelnuovo, Efrem
5
Kang, Wensheng
5
Ratti, Ronald A.
5
Bao Hoang Nguyen
4
Mohaddes, Kamiar
4
Strachan, Rodney W.
4
Zhang, Bo
4
Caggiano, Giovanni
3
Dungey, Mardi H.
3
Fry-McKibbin, Renée
3
Hou, Chenghan
3
Jamasb, Tooraj
3
Nepal, Rabindra
3
Raissi, Mehdi
3
Bjørnland, Hilde Christiane
2
Cross, Jamie L.
2
De Veirman, Emmanuel
2
Eickmeier, Sandra
2
Fernández-Villaverde, Jesús
2
Ferrara, Laurent
2
Fujiwara, Ippei
2
Haque, Qazi
2
Jha, Raghbendra
2
Kollmann, Robert
2
Koop, Gary
2
Kose, M. Ayhan
2
Levin, Andrew T.
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Magnusson, Leandro M.
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Majumder, Monoj Kumar
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Nason, James Michael
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2
Pesaran, M. Hashem
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Energy economics
657
Finance research letters
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543
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508
NBER Working Paper
462
International review of financial analysis
429
Applied economics
401
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
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334
Research in international business and finance
294
Working paper
286
Economics letters
278
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274
Journal of international money and finance
273
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268
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268
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262
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252
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247
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204
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198
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197
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197
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195
Pacific-Basin finance journal
180
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
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
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130
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ECONIS (ZBW)
96
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1
Foreign reserve accumulation and the mercantilist motive hypothesis
Carvalho, Patrick
;
Fry-McKibbin, Renée
-
2014
Persistent link: https://www.econbiz.de/10010244583
Saved in:
2
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:
3
Return and volatility spillovers between Chinese and U.S. clean energy related stocks
Janda, Karel
;
Krištoufek, Ladislav
;
Zhang, Binyi
-
2022
Persistent link: https://www.econbiz.de/10013173326
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4
Detecting
contagion
with correlation : volatility and timing matter
Dungey, Mardi H.
;
Yalama, Abdullah
-
2009
Persistent link: https://www.econbiz.de/10003882203
Saved in:
5
International transmissions of aggregate macroeconomic uncertainty in small open economies : an empirical approach
Cross, Jamie L.
;
Hou, Chenghan
;
Poon, Aubrey
-
2018
Persistent link: https://www.econbiz.de/10012202181
Saved in:
6
Economic policy uncertainty spillovers in booms and busts
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Figueres, Juan …
-
2018
Persistent link: https://www.econbiz.de/10012202276
Saved in:
7
Signed spillover effects building on historical decompositions
Dungey, Mardi H.
;
Harvey, John
;
Siklos, Pierre L.
; …
-
2017
Persistent link: https://www.econbiz.de/10011747175
Saved in:
8
What drives oil prices? : emerging versus developed economies
Aastveit, Knut Are
;
Bjørnland, Hilde Christiane
; …
-
2013
Persistent link: https://www.econbiz.de/10009713794
Saved in:
9
Disentangling commodity demand, commodity supply, and international liquidity shocks on an emerging market
Fry-McKibbin, Renée
;
Souza, Rodrigo da Silva
-
2020
Persistent link: https://www.econbiz.de/10012225017
Saved in:
10
Chinese resource demand or commodity price shocks : macroeconomic effects for an emerging market economy
Fry-McKibbin, Renée
;
Souza, Rodrigo da Silva
-
2018
Persistent link: https://www.econbiz.de/10012203716
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