//--> //--> //--> //-->
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:"Research in international business and finance"
~isPartOf:"Review of quantitative finance and accounting"
~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
497
Volatilität
497
Aktienmarkt
435
Stock market
435
Börsenkurs
340
Share price
340
Capital income
263
Kapitaleinkommen
263
Estimation
236
Schätzung
236
Emerging economies
199
Schwellenländer
199
ARCH-Modell
193
Welt
182
World
182
Financial market
172
Finanzmarkt
172
Theorie
135
Theory
135
Spillover effect
120
Spillover-Effekt
120
Behavioural finance
101
Anlageverhalten
100
Financial crisis
97
Finanzkrise
97
USA
94
United States
94
Portfolio selection
90
Portfolio-Management
90
China
89
Time series analysis
73
Zeitreihenanalyse
73
Forecasting model
66
Prognoseverfahren
66
Risk
66
Emerging markets
64
Risiko
64
Coronavirus
63
Ankündigungseffekt
53
more ...
less ...
Online availability
All
Undetermined
145
Free
8
Type of publication
All
Article
193
Type of publication (narrower categories)
All
Article in journal
193
Aufsatz in Zeitschrift
193
Language
All
English
193
Author
All
Chiang, Thomas C.
5
Gupta, Rangan
4
Chevallier, Julien
3
Ftiti, Zied
3
Jawadi, Fredj
3
Ji, Qiang
3
Lau, Chi Keung
3
Li, Bingxin
3
Serletis, Apostolos
3
Aboura, Sofiane
2
Alomari, Mohammad
2
Ben Ouda, Olfa
2
Blazsek, Szabolcs
2
Bouri, Elie
2
Caporale, Guglielmo Maria
2
Chan, Jennifer So Kuen
2
Degiannakis, Stavros
2
Delhoumi, Ezzeddine
2
Haas, Markus
2
Jiang, Ying
2
Kenourgios, Dimitris
2
Kok Haur Ng
2
Koutmos, Dimitrios
2
Li, Leon
2
Liu, Xiaoquan
2
Malik, Farooq
2
Moussa, Faten
2
Naeem, Muhammad Abubakr
2
Nam, Kiseok
2
Papadamou, Stephanos
2
Tiwari, Aviral Kumar
2
Umar, Zaghum
2
Yang, Sheng-Yung
2
Abakah, Emmanuel Joel Aikins
1
Abbara, Omar
1
Abedin, Mohammad Zoynul
1
Abraham, Abraham
1
Agudelo, Diego A.
1
Aharon, David Y.
1
Ahmad, Wasim
1
more ...
less ...
Published in...
All
Research in international business and finance
Review of quantitative finance and accounting
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
233
Finance research letters
174
International review of financial analysis
125
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
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)
193
Showing
1
-
10
of
193
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
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:
5
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:
6
Volatility returns with vengeance : financial markets vs. commodities
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
33
(
2015
),
pp. 334-354
Persistent link: https://www.econbiz.de/10011325853
Saved in:
7
Estimating VAR-MGARCH models in multiple steps
Carnero, M. Angeles
;
Eratalay, M. Hakan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
3
,
pp. 339-365
Persistent link: https://www.econbiz.de/10010384281
Saved in:
8
MENA stock market volatility persistence : evidence before and after the financial crisis of 2008
Assaf, Ata
- In:
Research in international business and finance
36
(
2016
),
pp. 222-240
Persistent link: https://www.econbiz.de/10011594406
Saved in:
9
An investigation of return and volatility linkages among equity markets : a study of selected European and emerging countries
Yavas, Burhan F.
;
Dedi, Lidija
- In:
Research in international business and finance
37
(
2016
),
pp. 583-596
Persistent link: https://www.econbiz.de/10011595408
Saved in:
10
Information transmission across stock indices and stock index futures : international evidence using wavelet framework
Aloui, Chaker
;
Hkiri, Besma
;
Lau, Chi Keung
;
Yarovaya, …
- In:
Research in international business and finance
44
(
2018
),
pp. 411-421
Persistent link: https://www.econbiz.de/10011983072
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...
//-->