//--> //--> //--> //-->
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:"International review of financial analysis"
~isPartOf:"Research in international business and finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH model"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Volatility
813
Volatilität
813
Aktienmarkt
722
Stock market
722
Börsenkurs
527
Share price
527
Capital income
433
Kapitaleinkommen
433
Estimation
378
Schätzung
378
Welt
308
World
308
Financial market
303
Finanzmarkt
303
ARCH-Modell
286
Emerging economies
264
Schwellenländer
264
Spillover effect
255
Spillover-Effekt
255
Theorie
240
Theory
240
Financial crisis
178
Finanzkrise
178
Behavioural finance
176
Anlageverhalten
175
China
174
Portfolio selection
159
Portfolio-Management
159
Forecasting model
155
Prognoseverfahren
155
USA
141
United States
141
Risk
128
Risiko
125
Coronavirus
121
Time series analysis
104
Zeitreihenanalyse
104
International financial market
96
Internationaler Finanzmarkt
96
more ...
less ...
Online availability
All
Undetermined
211
Free
9
Type of publication
All
Article
286
Type of publication (narrower categories)
All
Article in journal
286
Aufsatz in Zeitschrift
286
Language
All
English
286
Author
All
Ma, Feng
8
Gupta, Rangan
6
Bouri, Elie
5
Degiannakis, Stavros
5
Chevallier, Julien
4
Floros, Christos
4
Lau, Chi Keung
4
Li, Yan
4
Aboura, Sofiane
3
Brooks, Robert
3
Do, Hung Xuan
3
Ftiti, Zied
3
Ji, Qiang
3
Kenourgios, Dimitris
3
Lu, Fei
3
Lucey, Brian M.
3
McMillan, David G.
3
Naeem, Muhammad Abubakr
3
Serletis, Apostolos
3
Shahzad, Syed Jawad Hussain
3
Umar, Zaghum
3
Yarovaya, Larisa
3
Aharon, David Y.
2
Ahmad, Wasim
2
Ben Ouda, Olfa
2
Blazsek, Szabolcs
2
Caporale, Guglielmo Maria
2
Chan, Jennifer So Kuen
2
Delhoumi, Ezzeddine
2
Fabozzi, Frank J.
2
Feng, Lingbing
2
Filis, George
2
Guesmi, Khaled
2
Haas, Markus
2
Hammoudeh, Shawkat
2
In, Francis Haeuck
2
Jawadi, Fredj
2
Karanasos, Menelaos
2
Kok Haur Ng
2
Kouretas, Georgios P.
2
more ...
less ...
Published in...
All
International review of financial analysis
Research in international business and finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
233
Finance research letters
174
Economic modelling
124
Applied economics
117
International review of economics & finance : IREF
108
The North American journal of economics and finance : a journal of financial economics studies
108
Journal of empirical finance
97
Journal of international financial markets, institutions & money
91
Journal of risk and financial management : JRFM
73
Applied financial economics
69
Journal of econometrics
68
International journal of forecasting
66
Journal of banking & finance
65
Applied economics letters
61
Economics letters
57
Journal of forecasting
57
Discussion paper / Tinbergen Institute
54
The European journal of finance
51
International Journal of Energy Economics and Policy : IJEEP
50
International journal of finance & economics : IJFE
48
The journal of futures markets
46
Working paper
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
Econometric Institute research papers
40
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
International journal of economics and financial issues : IJEFI
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Pacific-Basin finance journal
35
International journal of economics and finance
34
Journal of international money and finance
34
Cogent economics & finance
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Review of quantitative finance and accounting
32
The empirical economics letters : a monthly international journal of economics
28
Computational economics
26
Journal of financial econometrics
26
more ...
less ...
Source
All
ECONIS (ZBW)
286
Showing
1
-
10
of
286
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Financial market interdependencies : a quantile regression analysis of volatility spillover
Rejeb, Aymen Ben
;
Arfaoui, Mongi
- In:
Research in international business and finance
36
(
2016
),
pp. 140-157
Persistent link: https://www.econbiz.de/10011594319
Saved in:
2
Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Research in international business and finance
36
(
2016
),
pp. 288-296
Persistent link: https://www.econbiz.de/10011594438
Saved in:
3
Financial crises and the dynamics of the spillovers between the US and BRICS stock markets
McIver, Ron
;
Kang, Sang Hoon
- In:
Research in international business and finance
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012581346
Saved in:
4
The transmission of market shocks and bilateral linkages : evidence from emerging economies
Balli, Faruk
;
Balli, Hatice Ozer
;
Jean-Louis, Rosmy
; …
- In:
International review of financial analysis
42
(
2015
),
pp. 349-357
Persistent link: https://www.econbiz.de/10011573526
Saved in:
5
Return and volatility interdependences in up and down markets across developed and emerging countries
Kundu, Srikanta
;
Sarkar, Nityananda
- In:
Research in international business and finance
36
(
2016
),
pp. 297-311
Persistent link: https://www.econbiz.de/10011594440
Saved in:
6
Time varying volatility indices and their determinants : evidence from developed and emerging stock markets
Prasad, Nalin
;
Grant, Andrew
;
Kim, Suk-Joong
- In:
International review of financial analysis
60
(
2018
),
pp. 115-126
Persistent link: https://www.econbiz.de/10012007551
Saved in:
7
A three-tiered nested analytical approach to financial integration : the case of emerging and frontier equity markets
Cagliesi, Gabriella
;
Guidi, Francesco
- In:
International review of financial analysis
74
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012803928
Saved in:
8
Illiquidity, return and risk in G7 stock markets : interdependencies and spillovers
Andrikopulos, Andreas A.
;
Angelidis, Timotheos
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 118-127
Persistent link: https://www.econbiz.de/10010529618
Saved in:
9
Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets
Wen, Fenghua
;
Cao, Jiahui
;
Liu, Zhen
;
Wang, Xiong
- In:
International review of financial analysis
76
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012804692
Saved in:
10
Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors : a tale of two crises
Belhassine, Olfa
- In:
Research in international business and finance
53
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012548919
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...
//-->