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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:"Wechselkurs"
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Volatility spillovers and cont...
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ARCH model
Wechselkurs
Volatility
443
Volatilität
443
Estimation
261
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261
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243
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243
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242
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Jawadi, Fredj
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4
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Kumar, Dilip
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Su, Jen-je
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2
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2
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2
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Kok Haur Ng
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Reboredo, Juan Carlos
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2
Storti, Giuseppe
2
Wilfling, Bernd
2
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2
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Economic modelling
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
261
Finance research letters
205
Applied economics
177
International review of economics & finance : IREF
157
International review of financial analysis
153
The North American journal of economics and finance : a journal of financial economics studies
151
Research in international business and finance
143
Journal of international financial markets, institutions & money
139
Journal of international money and finance
130
Journal of empirical finance
113
NBER working paper series
106
Applied financial economics
95
Applied economics letters
93
Journal of banking & finance
90
International journal of finance & economics : IJFE
87
Journal of risk and financial management : JRFM
87
Economics letters
85
NBER Working Paper
85
CESifo working papers
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83
International journal of forecasting
78
Journal of econometrics
77
International Journal of Energy Economics and Policy : IJEEP
76
Working paper / National Bureau of Economic Research, Inc.
76
Discussion paper / Tinbergen Institute
71
International journal of economics and financial issues : IJEFI
69
The European journal of finance
67
Journal of forecasting
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
IMF working papers
58
Cogent economics & finance
54
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
53
The journal of futures markets
53
International journal of economics and finance
49
Discussion paper / Centre for Economic Policy Research
47
The empirical economics letters : a monthly international journal of economics
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
44
Pacific-Basin finance journal
41
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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
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
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:
5
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:
6
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:
7
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:
8
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:
9
Volatility spillovers and determinants of
contagion
: exchange rate and equity markets during crises
Leung, Henry
;
Schiereck, Dirk
;
Schroeder, Florian
- In:
Economic modelling
61
(
2017
),
pp. 169-180
Persistent link: https://www.econbiz.de/10011736825
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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