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ARCH model
Spillover-Effekt
17,894
Spillover effect
17,882
Theorie
3,834
Theory
3,813
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2,301
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2,291
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2,266
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2,261
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2,087
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2,013
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2,010
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1,776
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1,768
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1,626
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1,625
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1,611
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1,611
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1,541
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1,273
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1,269
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1,159
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1,159
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1,103
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1,102
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1,095
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1,089
ARCH-Modell
1,059
Multinationales Unternehmen
1,048
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1,042
Börsenkurs
968
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966
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895
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McAleer, Michael
40
Chang, Chia-Lin
26
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14
Bouri, Elie
13
Kočenda, Evžen
11
Xuan Vinh Vo
11
Mensi, Walid
10
Funke, Michael
9
Sehgal, Sanjay
8
Xu, Yongdeng
8
Yoon, Seong-min
8
Allen, David E.
7
Colavecchio, Roberta
7
Hammoudeh, Shawkat
7
Powell, Robert
7
Tansuchat, Roengchai
7
Tian, Maoxi
7
Ahmed, Abdullahi Dahir
6
Balli, Faruk
6
Baruník, Jozef
6
Brooks, Robert
6
Caporale, Guglielmo Maria
6
Caporin, Massimiliano
6
Gupta, Rangan
6
Hesse, Heiko
6
Karanasos, Menelaos
6
Kumar, Dilip
6
Lau, Chi Keung
6
Ngo Thai Hung
6
Nguyen, Duc Khuong
6
Salman, Ferhan
6
Schmieder, Christian
6
Spagnolo, Nicola
6
Weber, Enzo
6
Aboura, Sofiane
5
Aggarwal, Vaibhav
5
Conrad, Christian
5
Corbet, Shaen
5
Do, Hung Xuan
5
Huo, Rui
5
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1
Taylor and Francis.
1
University of Canterbury / Dept. of Economics and Finance
1
Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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Energy economics
55
Research in international business and finance
32
The North American journal of economics and finance : a journal of financial economics studies
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International review of financial analysis
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Economic modelling
29
Finance research letters
27
International review of economics & finance : IREF
24
Journal of international financial markets, institutions & money
16
Journal of risk and financial management : JRFM
14
Applied economics
13
International Journal of Energy Economics and Policy : IJEEP
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Econometric Institute research papers
12
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
12
Financial innovation : FIN
11
Discussion paper / Tinbergen Institute
10
Global business review
10
Cogent economics & finance
9
Pacific-Basin finance journal
8
Emerging markets review
7
International Journal of Financial Studies : open access journal
7
International journal of finance & economics : IJFE
7
Journal of banking & finance
7
The empirical economics letters : a monthly international journal of economics
7
Applied economics letters
6
CESifo working papers
6
Economics letters
6
International journal of financial research
6
Journal of economics and finance
6
Journal of emerging market finance
6
The journal of futures markets
6
Theoretical economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Eurasian economic review : a journal in applied macroeconomics and finance
5
Finance a úvěr
5
Global finance journal
5
International journal of economics and financial issues : IJEFI
5
Journal of international money and finance
5
The European journal of finance
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ECONIS (ZBW)
1,059
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1
Measuring persistence in volatility spillovers
Conrad, Christian
;
Weber, Enzo
-
2013
by an accompanying negative variance
spillover
of sufficient size. Moreover, ignoring a negative variance
spillover
…
Persistent link: https://www.econbiz.de/10009771200
Saved in:
2
Volatility transmission and herding contigion during the global financial crises
Abbes, Mouna Boujelbène
- In:
International journal of managerial and financial accounting
5
(
2013
)
2
,
pp. 138-161
Persistent link: https://www.econbiz.de/10009746408
Saved in:
3
Measuring persistence in volatility spillovers : conference paper
Conrad, Christian
;
Weber, Enzo
-
Wettbewerbspolitik und Regulierung in einer Globalen …
-
2013
offset by an according negative variance
spillover
of sufficient size. Moreover, ignoring the latter causes a downward bias …
Persistent link: https://www.econbiz.de/10010341118
Saved in:
4
Effect of jumps on causation patterns : an international investigation
Javed, Farrukh
- In:
International journal of computational economics and …
3
(
2013
)
3/4
,
pp. 187-204
Persistent link: https://www.econbiz.de/10010348509
Saved in:
5
Spillover
effects between US and major European stock markets
Al-Zeaud, Hussein Ali
- In:
American journal of finance and accounting
3
(
2013/14
)
2/4
,
pp. 172-184
Persistent link: https://www.econbiz.de/10010403630
Saved in:
6
Price discovery and volatility
spillover
: evidence from Indian commodity markets
Sehgal, Sanjay
;
Rajput, Namita
;
Deisting, Florent-
- In:
The international journal of business and finance …
7
(
2013
)
3
,
pp. 57-75
Persistent link: https://www.econbiz.de/10009675692
Saved in:
7
Return and volatility
spillover
between stock price and exchange rate : Indian evidence
Majumder, Sayantan Bandhu
;
Nag, Ranjanendra Narayan
- In:
International journal of economics and business research
10
(
2015
)
4
,
pp. 326-340
Persistent link: https://www.econbiz.de/10011449241
Saved in:
8
Dynamics of return linkages and asymmetric volatility spillovers among Asian emerging stock markets
Ahmed, Rahil Irfan
;
Zhao, Guohao
;
Habiba, Umme
- In:
The Chinese economy : translations and studies
55
(
2022
)
2
,
pp. 156-167
Persistent link: https://www.econbiz.de/10012821711
Saved in:
9
Volatility
spillover
impact of FII and MF net equity flows on the Indian sectoral stock indices : recent evidence using BEKK-GARCH
Aggarwal, Vaibhav
;
Doifode, Adesh
;
Tiwary, Mrityunjay Kumar
- In:
International journal of Indian culture and business …
22
(
2021
)
3
,
pp. 350-363
Persistent link: https://www.econbiz.de/10012511230
Saved in:
10
Volatility
spillover
from institutional equity investments to Indian volatility index
Aggarwal, Vaibhav
;
Doifode, Adesh
;
Tiwary, Mrityunjay Kumar
- In:
International journal of management concepts and …
13
(
2020
)
3
,
pp. 173-183
Persistent link: https://www.econbiz.de/10012514596
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