//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"International review of economics & finance : IREF"
~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
810
Volatilität
810
Aktienmarkt
537
Stock market
537
Estimation
465
Schätzung
465
Börsenkurs
430
Share price
430
Theorie
378
Theory
378
Capital income
330
Kapitaleinkommen
330
Spillover effect
290
Spillover-Effekt
290
Financial market
286
Finanzmarkt
286
Welt
282
World
282
ARCH-Modell
279
Emerging economies
234
Schwellenländer
234
China
223
Financial crisis
181
Finanzkrise
181
Forecasting model
171
Prognoseverfahren
171
Time series analysis
153
Zeitreihenanalyse
153
USA
135
United States
135
Geldpolitik
130
Monetary policy
130
Risk
124
Risiko
123
Exchange rate
121
Wechselkurs
120
Oil price
117
Ölpreis
117
Schock
106
more ...
less ...
Online availability
All
Undetermined
201
Type of publication
All
Article
279
Type of publication (narrower categories)
All
Article in journal
279
Aufsatz in Zeitschrift
279
Conference paper
3
Konferenzbeitrag
3
Language
All
English
279
Author
All
Ma, Feng
10
Kumar, Dilip
6
Hammoudeh, Shawkat
5
Chen, Wang
4
Gupta, Rangan
4
Huang, Dengshi
4
Jawadi, Fredj
4
Malik, Farooq
4
Mensi, Walid
4
Arouri, Mohamed
3
Ho, Kin-Yip
3
Huang, Zhuo
3
Li, Steven
3
Li, Tao
3
Liu, Jing
3
Maheswaran, S.
3
Nguyen, Duc Khuong
3
Shi, Yanlin
3
Todorova, Neda
3
Wang, Jiqian
3
Wang, Lu
3
Wang, Tianyi
3
Zhang, Yaojie
3
Zhang, Zhaoyong
3
Ahmed, Abdullahi Dahir
2
Balcilar, Mehmet
2
Blazsek, Szabolcs
2
Brooks, Robert
2
Caporin, Massimiliano
2
Chan, Jennifer So Kuen
2
Chang, Kuang-Liang
2
Cheffou, Abdoulkarim Idi
2
Chen, Qiang
2
Chevallier, Julien
2
Chi, Xie
2
Chiu, Chien-Liang
2
Ewing, Bradley T.
2
Haas, Markus
2
Hamori, Shigeyuki
2
Hou, Yang
2
more ...
less ...
Published in...
All
Economic modelling
International review of economics & finance : IREF
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
235
Finance research letters
175
International review of financial analysis
125
Applied economics
118
Research in international business and finance
114
The North American journal of economics and finance : a journal of financial economics studies
108
Journal of empirical finance
98
Journal of international financial markets, institutions & money
91
Journal of risk and financial management : JRFM
73
Applied financial economics
69
Journal of econometrics
69
International journal of forecasting
66
Journal of banking & finance
64
Applied economics letters
62
Economics letters
60
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
Cogent economics & finance
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Pacific-Basin finance journal
36
Journal of international money and finance
35
International journal of economics and finance
34
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)
279
Showing
1
-
10
of
279
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
The global financial crisis: World market or regional
contagion
effects?
Morales, Lucía
;
Andréosso-O'Callaghan, Bernadette
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 108-131
Persistent link: https://www.econbiz.de/10010431480
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
Information transmission and dynamics of stock price movements : an empirical analysis of BRICS and US stock markets
Bhuyan, Rafiqul
;
Robbani, Mohammad G.
;
Talukdar, Bakhtear
; …
- In:
International review of economics & finance : IREF
46
(
2016
),
pp. 180-195
Persistent link: https://www.econbiz.de/10011626744
Saved in:
6
Dynamic correlation analysis of financial
contagion
: evidence from the Central and Eastern European markets
Syllignakis, Manolis N.
;
Kouretas, Georgios P.
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 717-732
Persistent link: https://www.econbiz.de/10009303872
Saved in:
7
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:
8
Volatility spillovers and hedging effectiveness between health and tourism stocks : empirical evidence from the US
Salisu, Afees A.
;
Akanni, Lateef O.
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 150-159
Persistent link: https://www.econbiz.de/10012792946
Saved in:
9
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
10
Does the volatility spillover effect matter in oil price volatility predictability? : evidence from high-frequency data
Wu, Lan
;
Xu, Weiju
;
Huang, Dengshi
;
Li, Pan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 299-306
Persistent link: https://www.econbiz.de/10013543121
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...
//-->