//--> //--> //--> //-->
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"
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
Modeling volatility spillover...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
246
Volatilität
246
Börsenkurs
240
Share price
237
Theorie
185
Theory
185
Capital income
112
Kapitaleinkommen
112
ARCH model
109
ARCH-Modell
109
Estimation
104
Schätzung
104
Stock market
97
Aktienmarkt
96
Spillover effect
96
Spillover-Effekt
96
USA
73
United States
73
Welt
61
World
61
Time series analysis
58
Zeitreihenanalyse
58
Risk
45
Risiko
44
CAPM
42
Estimation theory
42
Schätztheorie
42
Geldpolitik
40
Monetary policy
40
Forecasting model
39
Prognoseverfahren
39
Emerging economies
37
Schwellenländer
37
Schock
36
Shock
36
Business cycle
33
Konjunktur
33
Financial crisis
32
Finanzkrise
32
Exchange rate
31
more ...
less ...
Online availability
All
Undetermined
335
Type of publication
All
Article
656
Type of publication (narrower categories)
All
Article in journal
647
Aufsatz in Zeitschrift
647
Language
All
English
651
Undetermined
5
Author
All
Shin, Dong-wan
7
Gupta, Rangan
6
Demirer, Rıza
4
Grobys, Klaus
4
Hwang, Y.
4
Karanasos, Menelaos
4
Spagnolo, Nicola
4
Blomkvist, Magnus
3
Boucher, Christophe
3
Conrad, Christian
3
Corbet, Shaen
3
Dimitrakopoulos, Stefanos
3
Ferriani, Fabrizio
3
Gazzani, Andrea
3
Han, Liyan
3
Hwang, Eunju
3
Kapetanios, George
3
Koutmos, Dimitrios
3
Krämer, Walter
3
Lawal, Rodiat
3
Lucey, Brian M.
3
Peel, David
3
Pruitt, Stephen W.
3
Sakariyahu, Rilwan
3
Sola, Martin
3
Taylor, Mark P.
3
Thorbecke, Willem
3
Urquhart, Andrew
3
Yin, Libo
3
Antonakakis, Nikolaos
2
Apergēs, Nikolaos
2
Ardia, David
2
Baharumshah, Ahmad Zubaidi
2
Balaban, Ercan
2
Balduzzi, Pierluigi
2
Bitzer, Jürgen
2
Blackburn, Keith
2
Boungou, Whelsy
2
Brooks, Chris
2
Caporale, Tony
2
more ...
less ...
Published in...
All
Economics letters
NBER working paper series
1,774
Working paper / National Bureau of Economic Research, Inc.
1,668
NBER Working Paper
1,437
Finance research letters
1,278
International review of financial analysis
1,162
Journal of banking & finance
1,126
Applied economics
1,015
International review of economics & finance : IREF
943
Energy economics
930
IMF working papers
922
Discussion paper / Centre for Economic Policy Research
798
Pacific-Basin finance journal
798
Applied economics letters
791
Economic modelling
790
Applied financial economics
767
The journal of finance : the journal of the American Finance Association
760
Journal of financial economics
755
Journal of international money and finance
709
Research in international business and finance
705
The North American journal of economics and finance : a journal of financial economics studies
668
Journal of international financial markets, institutions & money
666
Working paper
637
IMF Working Papers
612
Journal of empirical finance
580
The journal of futures markets
553
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
541
CESifo working papers
540
Journal of financial and quantitative analysis : JFQA
527
The review of financial studies
514
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
487
IMF working paper
472
Journal of econometrics
454
Journal of risk and financial management : JRFM
444
Review of quantitative finance and accounting
442
The European journal of finance
441
MPRA Paper
437
International journal of economics and finance
424
SpringerLink / Bücher
408
Emerging markets review
395
more ...
less ...
Source
All
ECONIS (ZBW)
656
Showing
1
-
10
of
656
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Return,
volatility
and shock
spillovers
of Bitcoin with energy and technology companies
Symitsi, Efthymia
;
Chalvatzis, Konstantinos J.
- In:
Economics letters
170
(
2018
),
pp. 127-130
Persistent link: https://www.econbiz.de/10012019682
Saved in:
2
Are
volatility
spillovers
between currency and equity market driven by economic states? : evidence from the US economy
Grobys, Klaus
- In:
Economics letters
127
(
2015
),
pp. 72-75
Persistent link: https://www.econbiz.de/10011382877
Saved in:
3
Forecasting Bitcoin realized
volatility
by measuring the spillover effect among cryptocurrencies
Qiu, Yue
;
Wang, Yifan
;
Xie, Tian
- In:
Economics letters
208
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013207252
Saved in:
4
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:
5
Liquidity matters after all : asymmetric news and stock market
volatility
before and after the global financial crisis
Koulakiotis, Athanasios
;
Babalos, Vasillios
; …
- In:
Economics letters
127
(
2015
),
pp. 58-60
Persistent link: https://www.econbiz.de/10011382870
Saved in:
6
Stock market
volatility
and public information flow : a non-linear perspective
Bertelsen, Kristoffer Pons
;
Borup, Daniel
;
Jakobsen, …
- In:
Economics letters
204
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607808
Saved in:
7
Asymmetric
volatility
impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
8
Time varying price discovery
Avino, Davide
;
Lazar, Emese
;
Varotto, Simone
- In:
Economics letters
126
(
2015
),
pp. 18-21
Persistent link: https://www.econbiz.de/10011376376
Saved in:
9
Option-implied
volatility
spillover indices for FX risk factors
Grobys, Klaus
;
Heinonen, Jari-Pekka
- In:
Economics letters
157
(
2017
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011847318
Saved in:
10
A test for
volatility
spillovers
Sola, Martin
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Economics letters
76
(
2002
)
1
,
pp. 77-84
Persistent link: https://www.econbiz.de/10001672147
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->