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~isPartOf:"Economic modelling"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH model"
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Volatility spillovers and cont...
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ARCH model
Volatility
673
Volatilität
673
Estimation
393
Schätzung
392
Theorie
379
Theory
379
Aktienmarkt
362
Stock market
362
Welt
354
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354
Emerging economies
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Jawadi, Fredj
4
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4
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Huang, Zhuo
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3
Nguyen, Duc Khuong
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Huo, Rui
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Iglesias, Emma M.
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Kok Haur Ng
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2
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2
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Economic modelling
Journal of international money and finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
233
Finance research letters
174
International review of financial analysis
125
Applied economics
117
Research in international business and finance
114
International review of economics & finance : IREF
108
The North American journal of economics and finance : a journal of financial economics studies
108
Journal of empirical finance
97
Journal of international financial markets, institutions & money
91
Journal of risk and financial management : JRFM
73
Applied financial economics
69
Journal of econometrics
68
International journal of forecasting
66
Journal of banking & finance
65
Applied economics letters
61
Economics letters
57
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Pacific-Basin finance journal
35
International journal of economics and finance
34
Cogent economics & finance
32
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
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ECONIS (ZBW)
205
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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
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:
4
Measuring 25 years of global equity market co-movement using a time-varying spatial model
Heil, Thomas L. A.
;
Peter, Franziska Julia
;
Prange, Philipp
- In:
Journal of international money and finance
128
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013438365
Saved in:
5
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:
6
Domestic and foreign sources of volatility spillover to South African asset classes
Duncan, Andrew S.
;
Kabundi, Alain
- In:
Economic modelling
31
(
2013
),
pp. 566-573
Persistent link: https://www.econbiz.de/10009730595
Saved in:
7
Estimating VAR-MGARCH models in multiple steps
Carnero, M. Angeles
;
Eratalay, M. Hakan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
3
,
pp. 339-365
Persistent link: https://www.econbiz.de/10010384281
Saved in:
8
Volatility spillover shifts in global financial markets
BenSaïda, Ahmed
;
Litimi, Houda
;
Abdallah, Oussama
- In:
Economic modelling
73
(
2018
),
pp. 343-353
Persistent link: https://www.econbiz.de/10012100545
Saved in:
9
Return and volatility transmission between oil prices and oil-exporting and oil-importing countries
Guesmi, Khaled
;
Fattoum, Salma
- In:
Economic modelling
38
(
2014
),
pp. 305-310
Persistent link: https://www.econbiz.de/10010419073
Saved in:
10
Bidirectional volatility transmission between stocks and bond in East Asia : the quantile estimates based on wavelets
Živkov, Dejan
;
Kovačević, Jelena
;
Stankov, Biljana
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10014288820
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