//--> //--> //--> //-->
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:"Finance research letters"
~isPartOf:"International review of financial analysis"
~person:"Brzeszczyński, Janusz"
~person:"Caporale, Guglielmo Maria"
~subject:"Macro news"
~subject:"Volatility"
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
Separation and Volatility of L...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Macro news
Volatility
Volatilität
12
Capital income
7
Kapitaleinkommen
7
ARCH model
5
ARCH-Modell
5
Aktienmarkt
5
Börsenkurs
5
Share price
5
Spillover effect
5
Spillover-Effekt
5
Stock market
5
Estimation
4
Schätzung
4
Index futures
3
Index-Futures
3
Long memory
3
Time series analysis
3
Zeitreihenanalyse
3
Ankündigungseffekt
2
Announcement effect
2
COVID-19
2
Coronavirus
2
Epidemic
2
Epidemie
2
Exchange rate
2
Fractional integration
2
Impact assessment
2
Japan
2
Persistence
2
Risiko
2
Risk
2
Structural break
2
Strukturbruch
2
Volatility spillovers
2
Wechselkurs
2
Wirkungsanalyse
2
pandemic
2
returns
2
more ...
less ...
Online availability
All
Undetermined
10
Free
1
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Brzeszczyński, Janusz
Caporale, Guglielmo Maria
Bouri, Elie
22
Ma, Feng
15
Corbet, Shaen
14
Roubaud, David
14
Gupta, Rangan
13
Sensoy, Ahmet
12
Ji, Qiang
11
Lucey, Brian M.
11
Lau, Chi Keung
10
Wei, Yu
10
Xiong, Xiong
10
Yarovaya, Larisa
9
Guesmi, Khaled
8
Li, Yan
8
Molnár, Peter
8
Tiwari, Aviral Kumar
8
Lu, Xinjie
7
Zaremba, Adam
7
Gillas, Konstantinos Gkillas
6
Goodell, John W.
6
Liang, Chao
6
Lyócsa, Štefan
6
Shahzad, Syed Jawad Hussain
6
Shen, Dehua
6
Sun, Xiaolei
6
Zhu, Huiming
6
Das, Debojyoti
5
Degiannakis, Stavros
5
Floros, Christos
5
Gozgor, Giray
5
Hu, Yang
5
Luo, Xingguo
5
Wang, Gang-Jin
5
Wang, Jiqian
5
Wang, Jun
5
Wu, Xinyu
5
Xuan Vinh Vo
5
Zhang, Wei
5
more ...
less ...
Published in...
All
Finance research letters
International review of financial analysis
CESifo working papers
37
Economics and finance working paper series
33
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
CESifo Working Paper Series
11
DIW Berlin Discussion Paper
10
CESifo Working Paper
8
Journal of international financial markets, institutions & money
4
Journal of international money and finance
4
Research in international business and finance
3
CERT discussion paper
2
Energy economics
2
International journal of finance & economics : IJFE
2
Journal of applied economics
2
Journal of economics and finance
2
Journal of economics and finance : JEF
2
Review of international economics
2
The European journal of finance
2
Applied economics letters
1
Applied financial economics letters
1
Argumenta oeconomica
1
Brunel Economics and Finance Working Paper
1
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
1
China economic review : an international journal
1
Computational economics
1
Discussion paper / Centre for Economic Forecasting
1
ECB Working Paper
1
East European transition and EU enlargement : a quantitative approach ; with 105 tables
1
Eastern economic journal
1
Economics letters
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial markets and portfolio management
1
IMF working paper
1
IMF working papers
1
International Journal of Financial Studies : open access journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of economic integration
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
2
Intra- and inter-regional return and volatility spillovers across emerging and developed markets : evidence from stock indices and stock index futures
Yarovaya, Larisa
;
Brzeszczyński, Janusz
;
Lau, Chi Keung
- In:
International review of financial analysis
43
(
2016
),
pp. 96-114
Persistent link: https://www.econbiz.de/10011623719
Saved in:
3
Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
International review of financial analysis
45
(
2016
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
Saved in:
4
Volatility spillovers across stock index futures in Asian markets : evidence from range volatility estimators
Yarovaya, Larisa
;
Brzeszczyński, Janusz
;
Lau, Chi Keung
- In:
Finance research letters
17
(
2016
),
pp. 158-166
Persistent link: https://www.econbiz.de/10011596275
Saved in:
5
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
6
Macro news and exchange rates in the BRICS
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Finance research letters
21
(
2017
),
pp. 140-143
Persistent link: https://www.econbiz.de/10011807527
Saved in:
7
International stock return co-movements and trading activity
Sheng, Xin
;
Brzeszczyński, Janusz
;
Ibrahim, Boulis Maher
- In:
Finance research letters
23
(
2017
),
pp. 12-18
Persistent link: https://www.econbiz.de/10011808297
Saved in:
8
Asymmetry in spillover effects : evidence for international stock index futures markets
Yarovaya, Larisa
;
Brzeszczyński, Janusz
;
Lau, Chi Keung
- In:
International review of financial analysis
53
(
2017
),
pp. 94-111
Persistent link: https://www.econbiz.de/10011877850
Saved in:
9
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
10
The impact and role of COVID-19 uncertainty : a global industry analysis
Szczygielski, Jan Jakub
;
Charteris, Ailie
;
Bwanya, …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013366153
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->