//--> //--> //--> //-->
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"
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
Valuing Volatility Spillovers
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting
44
Forecasting model
42
Prognoseverfahren
42
Volatility
22
Volatilität
22
Time series analysis
16
Zeitreihenanalyse
16
ARCH model
14
ARCH-Modell
14
Theorie
14
Theory
14
Estimation
13
Schätzung
13
Spillover effect
10
Spillover-Effekt
10
Volatility spillovers
10
Economic forecast
8
Wirtschaftsprognose
8
Börsenkurs
6
Capital income
6
Financial market
6
Finanzmarkt
6
Frühindikator
6
Kapitaleinkommen
6
Leading indicator
6
Oil price
6
Share price
6
Ölpreis
6
Financial crisis
5
Finanzkrise
5
Forecast
5
Prognose
5
Aktienmarkt
4
Economic growth
4
Stock market
4
VAR model
4
VAR-Modell
4
Yield curve
4
Zinsstruktur
4
Commodity derivative
3
more ...
less ...
Online availability
All
Undetermined
35
Type of publication
All
Article
54
Type of publication (narrower categories)
All
Article in journal
54
Aufsatz in Zeitschrift
54
Language
All
English
54
Author
All
Claveria, Oscar
2
Hou, Chenghan
2
Jayawardena, Nirodha I.
2
Li, Bin
2
Rua, António
2
Su, Jen-je
2
Todorova, Neda
2
Torra, Salvador
2
Abdallah, Oussama
1
Ahmed, Abdullahi Dahir
1
Alblas, Ridwan
1
Alotaibi, Abdullah R.
1
Amendola, Alessandra
1
Apostolou, Apostolos
1
Bao Hoang Nguyen
1
Beirne, John
1
Bekiros, Stelios
1
Beljid, Makram
1
BenSaïda, Ahmed
1
Berger, Theo
1
Boubaker, Adel
1
Burns, Kelly
1
Ca'Zorzi, Michele
1
Candila, Vincenzo
1
Casarin, Roberto
1
Chatterjee, Ujjal K.
1
Chen, Y.
1
Chevallier, Julien
1
Chundakkadan, Radeef
1
Costantini, Mauro
1
Cross, Jamie
1
Dias, Francisco C.
1
Do, Linh Phuong Catherine
1
Duncan, Andrew S.
1
Egrioglu, Erol
1
Ehouman, Yao Axel
1
Fang, Qi
1
Fatnassi, Ibrahim
1
Feng, Lihua
1
Ferrara, Laurent
1
more ...
less ...
Published in...
All
Economic modelling
NBER Working Papers
573
MPRA Paper
528
Economics Bulletin
428
LSE Research Online Documents on Economics
308
CEPR Discussion Papers
192
ECB Working Paper
178
International journal of forecasting
166
IMF Working Papers
148
Working Paper
146
International Finance
141
IMF Working Paper
100
European journal of operational research : EJOR
81
Journal of Risk and Financial Management
76
Energy economics
70
Journal of forecasting
70
Economic Review
66
IZA Discussion Papers
62
Working paper series / European Central Bank
60
Applied economics
57
International Journal of Energy Economics and Policy : IJEEP
53
Journal for Economic Forecasting
49
Management Science
48
Staff Report
48
Technological forecasting & social change : an international journal
48
Working Paper Series / European Central Bank
45
International Journal of Financial Studies
44
Tinbergen Institute Discussion Papers
44
Discussion paper / Tinbergen Institute
43
Tinbergen Institute Discussion Paper
43
CESifo Working Paper
40
Applied economics letters
39
International journal of production research
37
Finance research letters
36
International review of financial analysis
36
Econometric Institute Research Papers
35
International journal of production economics
35
Journal of econometrics
35
NBER working paper series
35
Journal of International Money and Finance
34
more ...
less ...
Source
All
ECONIS (ZBW)
54
Showing
1
-
10
of
54
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Volatility spillovers of unconventional monetary policy to emerging market economies
Apostolou, Apostolos
;
Beirne, John
- In:
Economic modelling
79
(
2019
),
pp. 118-129
Persistent link: https://www.econbiz.de/10012199083
Saved in:
4
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:
5
Volatility spillovers between the oil market and the European Union carbon emission market
Reboredo, Juan Carlos
- In:
Economic modelling
36
(
2014
),
pp. 229-234
Persistent link: https://www.econbiz.de/10010412356
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
Volatility transmission between oil prices and banks' stock prices as a new source of instability : lessons from the United States experience
Ehouman, Yao Axel
- In:
Economic modelling
91
(
2020
),
pp. 198-217
Persistent link: https://www.econbiz.de/10012429033
Saved in:
8
Dynamic frequency connectedness between oil and natural gas volatilities
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Economic modelling
84
(
2020
),
pp. 181-189
Persistent link: https://www.econbiz.de/10012210340
Saved in:
9
Diversification and optimal hedges for socially responsible investment in Brazil
Iglesias Casal, Ana
;
López Penabad, María Celia
; …
- In:
Economic modelling
85
(
2020
),
pp. 106-118
Persistent link: https://www.econbiz.de/10012210615
Saved in:
10
Return and volatility spillovers effects : evaluating the impact of Shanghai-Hong Kong Stock Connect
Huo, Rui
;
Ahmed, Abdullahi Dahir
- In:
Economic modelling
61
(
2017
),
pp. 260-272
Persistent link: https://www.econbiz.de/10011736875
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->