//--> //--> //--> //-->
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:"IMF working paper"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international money and finance"
~person:"Caporale, Guglielmo Maria"
~person:"Lau, Chi Keung"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
12
Volatilität
12
Capital income
6
Kapitaleinkommen
6
Spillover effect
6
Spillover-Effekt
6
Estimation
5
Schätzung
5
Börsenkurs
4
Share price
4
Welt
4
World
4
ARCH model
3
ARCH-Modell
3
Exchange rate
3
Wechselkurs
3
Bond flows
2
Capital mobility
2
Emerging economies
2
Equity flows
2
Foreign portfolio investment
2
Gold
2
Index futures
2
Index-Futures
2
Kapitalmobilität
2
Kaufkraftparität
2
Oil price
2
Portfolio-Investition
2
Purchasing power parity
2
Risiko
2
Risk
2
Schwellenländer
2
Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
2
Ölpreis
2
1980-2006
1
1993-2008
1
Aktienindex
1
more ...
less ...
Online availability
All
Undetermined
9
Free
1
Type of publication
All
Article
11
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
12
Author
All
Caporale, Guglielmo Maria
Lau, Chi Keung
Bouri, Elie
11
Ma, Feng
10
Aizenman, Joshua
6
Corbet, Shaen
6
Xiong, Xiong
6
Brooks, Robert
5
Brzeszczyński, Janusz
5
Choudhry, Taufiq
5
Degiannakis, Stavros
5
Floros, Christos
5
Goodell, John W.
5
Guesmi, Khaled
5
Li, Yan
5
Roubaud, David
5
Sensoy, Ahmet
5
Yarovaya, Larisa
5
Fabozzi, Frank J.
4
Filis, George
4
Gannon, Gerard L.
4
Gupta, Rangan
4
Han, Liyan
4
Hu, Yang
4
In, Francis Haeuck
4
Ji, Qiang
4
Kim, Suk-Joong
4
Morelli, David
4
Shi, Yukun
4
Spagnolo, Nicola
4
Sun, Qingru
4
Uddin, Mohammed Gazi Salah
4
Wei, Yu
4
Xuan Vinh Vo
4
Agénor, Pierre-Richard
3
Aisen, Ari
3
Alexander, Carol
3
Ali, Faek Menla
3
Alsakka, Rasha
3
An, Haizhong
3
more ...
less ...
Published in...
All
IMF working paper
International review of financial analysis
Journal of international money and finance
CESifo working papers
38
Economics and finance working paper series
33
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
CESifo Working Paper
14
CESifo Working Paper Series
11
DIW Berlin Discussion Paper
10
Finance research letters
7
Research in international business and finance
7
DIW Discussion Papers
5
Energy economics
4
Journal of international financial markets, institutions & money
4
Emerging markets review
3
International journal of finance & economics : IJFE
3
ECB Working Paper
2
Economic modelling
2
Economics letters
2
Journal of applied economics
2
Journal of economics and finance
2
Journal of economics and finance : JEF
2
Review of international economics
2
Akinsomi, Omokolade, Coskun, Yener, Gupta, Rangan and Lau, Chi Keung Marco. (2016). Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs, Working Paper
1
Applied economics letters
1
Applied financial economics letters
1
Brunel Economics and Finance Working Paper
1
China economic review : an international journal
1
China's domestic transformation in a global context
1
Computational economics
1
Discussion paper / Centre for Economic Forecasting
1
Eastern economic journal
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Financial markets and portfolio management
1
IMF working papers
1
Innovation and green development
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
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The effects of uncertainty measures on the price of gold
Bilgin, Mehmet Huseyin
;
Gozgor, Giray
;
Lau, Chi Keung
; …
- In:
International review of financial analysis
58
(
2018
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012006362
Saved in:
2
Volatility spillovers and contagion from mature to emerging stock markets
Beirne, John
;
Caporale, Guglielmo Maria
; …
-
2008
Persistent link: https://www.econbiz.de/10003821913
Saved in:
3
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:
4
Fiscal shocks and real exchange rate dynamics : some evidence for Latin America
Caporale, Guglielmo Maria
;
Ciferri, Davide
;
Girardi, …
- In:
Journal of international money and finance
30
(
2011
)
5
,
pp. 709-723
Persistent link: https://www.econbiz.de/10009268779
Saved in:
5
Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
Journal of international money and finance
54
(
2015
),
pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
Saved in:
6
On the intraday return curves of Bitcoin : predictability and trading opportunities
Bouri, Elie
;
Lau, Chi Keung
;
Saeed, Tareq
;
Wang, Shixuan
; …
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804738
Saved in:
7
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:
8
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:
9
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:
10
Dynamic connectedness and integration in cryptocurrency markets
Ji, Qiang
;
Bouri, Elie
;
Lau, Chi Keung
;
Roubaud, David
- In:
International review of financial analysis
63
(
2019
),
pp. 257-272
Persistent link: https://www.econbiz.de/10012207461
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->