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~isPartOf:"Economic modelling"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH model"
~subject:"Aktienmarkt"
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Volatility spillovers and cont...
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ARCH model
Aktienmarkt
Volatility
443
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443
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261
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243
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242
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242
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Economic modelling
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Finance research letters
616
International review of financial analysis
491
Applied economics
371
Energy economics
365
Pacific-Basin finance journal
360
International review of economics & finance : IREF
356
Research in international business and finance
354
Applied financial economics
346
NBER working paper series
324
Journal of international financial markets, institutions & money
316
Working paper / National Bureau of Economic Research, Inc.
310
Applied economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of banking & finance
269
NBER Working Paper
241
International journal of economics and finance
239
Journal of empirical finance
235
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
210
Journal of risk and financial management : JRFM
190
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
182
The European journal of finance
180
International journal of economics and financial issues : IJEFI
169
Global finance journal
151
International journal of finance & economics : IJFE
148
Emerging markets review
145
Review of quantitative finance and accounting
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Economics letters
144
Investment management and financial innovations
141
Journal of international money and finance
140
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Discussion paper / Centre for Economic Policy Research
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Cogent economics & finance
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Finance India : the quarterly journal of Indian Institute of Finance
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
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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
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3
Regional spillovers across transitioning emerging and frontier equity markets : a multi-time scale wavelet analysis
Dewandaru, Ginanjar
;
Masih, Rumi
;
Mansur Masih
- In:
Economic modelling
65
(
2017
),
pp. 30-40
Persistent link: https://www.econbiz.de/10011813546
Saved in:
4
Financial integration in emerging economies : an application of threshold cointegration
Sajid Ali
;
Ur Rehman, Mobeen
;
Shahzad, Syed Jawad Hussain
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 213-228
Persistent link: https://www.econbiz.de/10012657687
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5
Integration of world leaders and emerging powers into the Malaysian stock market : a DCC-MGARCH approach
Hooi Hooi Lean
;
Teng, Kee Tuan
- In:
Economic modelling
32
(
2013
),
pp. 333-342
Persistent link: https://www.econbiz.de/10009761527
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6
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:
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
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:
9
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:
10
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
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