//--> //--> //--> //-->
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:"Economics letters"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"Scottish journal of political economy : the journal of the Scottish Economic Society"
~person:"Demirer, Rıza"
~person:"Faff, Robert W."
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Aktienmarkt
10
Stock market
10
Volatility
7
Volatilität
7
Capital income
6
Kapitaleinkommen
6
ARCH model
4
ARCH-Modell
4
Börsenkurs
4
Risiko
4
Risk
4
Share price
4
Australia
3
Australien
3
Correlation
3
Estimation
3
Korrelation
3
Schätzung
3
Anlageverhalten
2
Behavioural finance
2
CAPM
2
China
2
Financial market
2
Finanzmarkt
2
Forecasting model
2
GARCH
2
International financial market
2
Internationaler Finanzmarkt
2
Liquidity constraint
2
Liquiditätsbeschränkung
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Risikoprämie
2
Risk premium
2
Welt
2
World
2
1986-1993
1
1988-1998
1
Asset pricing
1
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
14
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
15
Author
All
Demirer, Rıza
Faff, Robert W.
Gupta, Rangan
14
Narayan, Paresh Kumar
12
Umar, Zaghum
10
Caporale, Guglielmo Maria
9
Ko, Kuan-Cheng
9
Lin, Chaonan
9
Hammoudeh, Shawkat
8
Liang, Chao
8
Ma, Feng
8
Wei, K. C. John
7
Yang, Nien-Tzu
7
Yousaf, Imran
7
Gubareva, Mariya
6
Sharma, Susan Sunila
6
Spagnolo, Nicola
6
Xuan Vinh Vo
6
Yin, Libo
6
Balli, Faruk
5
Choudhry, Taufiq
5
Dinh Hoang Bach Phan
5
Frino, Alex
5
Hassan, M. Kabir
5
Lee, Bong-soo
5
Ni, Xiaoran
5
Shi, Yongdong
5
Bouri, Elie
4
Cheema, Muhammad A.
4
Docherty, Paul
4
Girma, Sourafel
4
Kalev, Petko S.
4
Kanas, Angelos
4
Kang, Sang Hoon
4
Kouretas, Georgios P.
4
Lau, Chi Keung
4
Lee, Chien-chiang
4
Lee, Kuan-hui
4
Li, Xiafei
4
Mallick, Sushanta Kumar
4
more ...
less ...
Published in...
All
Economics letters
International journal of finance & economics : IJFE
Pacific-Basin finance journal
Scottish journal of political economy : the journal of the Scottish Economic Society
Energy economics
10
Department of Economics working paper series
6
Journal of banking & finance
5
Journal of international financial markets, institutions & money
4
Research in international business and finance
4
Accounting research journal
3
Applied financial economics
3
Global finance journal
3
International review of financial analysis
3
The European journal of finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics letters
2
Economic modelling
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
International Journal of Managerial Finance
2
International review of economics & finance : IREF
2
International review of finance
2
Journal of economic integration
2
Journal of economics and finance
2
Journal of forecasting
2
Journal of international money and finance
2
Journal of multinational financial management
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Review of quantitative finance and accounting
2
Structural change and economic dynamics : SC+ED
2
The North American journal of economics and finance : a journal of financial economics studies
2
The financial review : the official publication of the Eastern Finance Association
2
Working paper
2
AFBC 2018
1
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied financial economics letters
1
Australian economic papers
1
Australian journal of management
1
CAFM 2018
1
Central Bank Review (CBR)
1
Central Bank review / The Central Bank of the Republic of Turkey
1
Defence and peace economics
1
Economia politica : journal of analytical and institutional economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
2
Asymmetry in return and volatility spillover between equity and bond markets in Australia
Dean, Warren G.
;
Faff, Robert W.
;
Loudon, Geoffrey F.
- In:
Pacific-Basin finance journal
18
(
2010
)
3
,
pp. 272-289
Persistent link: https://www.econbiz.de/10008661194
Saved in:
3
Global risk aversion and emerging market return comovements
Demirer, Rıza
;
Omay, Tolga
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Economics letters
173
(
2018
),
pp. 118-121
Persistent link: https://www.econbiz.de/10012022952
Saved in:
4
Risk and return in the Chinese stock market : does equity return dispersion proxy risk?
Chen, Chun-Da
;
Demirer, Rıza
;
Jategaonkar, Shrikant P.
- In:
Pacific-Basin finance journal
33
(
2015
),
pp. 23-37
Persistent link: https://www.econbiz.de/10011474042
Saved in:
5
Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
167
(
2018
),
pp. 36-39
Persistent link: https://www.econbiz.de/10012015767
Saved in:
6
Industry herding and momentum strategies
Demirer, Rıza
;
Lien, Da-hsiang Donald
;
Zhang, Huacheng
- In:
Pacific-Basin finance journal
32
(
2015
),
pp. 95-110
Persistent link: https://www.econbiz.de/10011471555
Saved in:
7
Global risk exposures and industry diversification with Shariah-compliant equity sectors
Balcılar, Mehmet
;
Demirer, Rıza
;
Hammoudeh, Shawkat
- In:
Pacific-Basin finance journal
35
(
2015
)
2
,
pp. 499-520
Persistent link: https://www.econbiz.de/10011540670
Saved in:
8
The pricing of foreign exchange risk in the Australian equities market
Di Iorio, Amalia
;
Faff, Robert W.
- In:
Pacific-Basin finance journal
10
(
2002
)
1
,
pp. 77-95
Persistent link: https://www.econbiz.de/10001655763
Saved in:
9
An Investigation into the extent of beta instability in the Singapore stock market
Brooks, Robert D.
;
Faff, Robert W.
;
Mohamed Ariff
- In:
Pacific-Basin finance journal
6
(
1998
)
1/2
,
pp. 87-101
Persistent link: https://www.econbiz.de/10001375754
Saved in:
10
Financial constraints and stock returns : evidence from Australia
Chan, Howard Wei-hong
;
Chang, Xin
;
Faff, Robert W.
; …
- In:
Pacific-Basin finance journal
18
(
2010
)
3
,
pp. 306-318
Persistent link: https://www.econbiz.de/10008661192
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->