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Stock exchange mergers : a dyn...
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ARCH-Modell
Börsenkurs
52,179
Share price
50,654
Aktienmarkt
29,802
Stock market
29,697
Theorie
19,465
Theory
19,079
Kapitaleinkommen
18,706
Capital income
18,668
Volatilität
16,273
Volatility
16,100
Schätzung
13,443
Estimation
13,159
USA
12,737
Fusion
12,284
United States
12,197
Merger
11,596
ARCH model
10,326
Börse
8,572
Correlation
6,917
Korrelation
6,776
Welt
6,593
Übernahme
6,564
Takeover
6,485
World
6,482
Bourse
6,452
Anlageverhalten
6,390
Behavioural finance
6,300
Ankündigungseffekt
5,959
Announcement effect
5,911
Prognoseverfahren
5,793
Forecasting model
5,709
Portfolio-Management
5,454
Portfolio selection
5,416
CAPM
5,117
Finanzmarkt
4,879
Financial market
4,815
Deutschland
4,606
Finanzkrise
4,223
Financial crisis
4,217
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McAleer, Michael
213
Chang, Chia-Lin
83
Gupta, Rangan
76
Ma, Feng
65
Hafner, Christian M.
63
Bauwens, Luc
62
Teräsvirta, Timo
62
Engle, Robert F.
59
Caporale, Guglielmo Maria
57
Caporin, Massimiliano
51
Conrad, Christian
50
Karanasos, Menelaos
48
Bouri, Elie
44
Herwartz, Helmut
43
Francq, Christian
42
Laurent, Sébastien
40
Rombouts, Jeroen V. K.
39
Paolella, Marc S.
37
Zakoïan, Jean-Michel
37
Asai, Manabu
34
Bollerslev, Tim
33
Zhang, Yaojie
33
Ardia, David
32
Kumar, Dilip
32
McMillan, David G.
32
Saikkonen, Pentti
32
Serletis, Apostolos
32
Mittnik, Stefan
31
Linton, Oliver
29
Rahbek, Anders
29
Silvennoinen, Annastiina
29
Christoffersen, Peter F.
28
Allen, David E.
27
Hansen, Peter Reinhard
27
Kang, Sang Hoon
27
Koopman, Siem Jan
27
Degiannakis, Stavros
26
Hammoudeh, Shawkat
26
Tiwari, Aviral Kumar
26
Wang, Yudong
26
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National Bureau of Economic Research
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Ekonomiska forskningsinstitutet <Stockholm>
15
Centre for Analytical Finance <Århus>
10
University of Canterbury / Dept. of Economics and Finance
8
Econometrisch Instituut <Rotterdam>
7
Instituto Valenciano de Investigaciones Económicas
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
European University Institute / Department of Economics
3
National Institute of Economic and Social Research
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
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Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
London School of Economics and Political Science
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
2
Queen Mary College / Department of Economics
2
School of Finance and Business Economics <Perth, Western Australia>
2
Springer Fachmedien Wiesbaden
2
Svenska Handelshögskolan <Helsinki>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Université de Montréal / Département de sciences économiques
2
William Davidson Institute <Ann Arbor, Mich.>
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Banca nazionale del lavoro / Ufficio studi
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Bank of Canada
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Canada / Mines Branch (1950- )
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Centre for Quantitative Economics & Computing
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Deakin University
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Deutschland <Bundesrepublik> / Bundesminister der Finanzen
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Deutschland <Bundesrepublik> / Bundesminister für den Marshallplan
1
Erasmus Research Institute of Management
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of San Francisco
1
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Energy economics
259
Finance research letters
203
Applied economics
163
Economic modelling
155
Journal of econometrics
147
International review of financial analysis
144
Journal of empirical finance
134
International review of economics & finance : IREF
125
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
123
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
98
International journal of forecasting
96
Journal of risk and financial management : JRFM
88
Journal of forecasting
87
Applied economics letters
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
The European journal of finance
76
The journal of futures markets
74
Econometric theory
73
Econometric Institute research papers
69
Working paper
69
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
International Journal of Energy Economics and Policy : IJEEP
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of finance & economics : IJFE
52
International journal of economics and financial issues : IJEFI
50
Econometric reviews
47
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
CREATES research paper
43
Computational economics
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
42
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ECONIS (ZBW)
10,302
EconStor
199
OLC EcoSci
4
ArchiDok
2
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1
Integration of financial markets during COVID-19 : a dynamic
correlation
analysis on
Euronext
Espinosa Méndez, Christian
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 264-268
Persistent link: https://www.econbiz.de/10013553137
Saved in:
2
Determinants of equity return correlations : a case study of the Amman Stock Exchange
Alomari, Mohammad
;
Power, David M.
;
Tantisantiwong, Nongnuch
- In:
Review of quantitative finance and accounting
50
(
2018
)
1
,
pp. 33-66
Persistent link: https://www.econbiz.de/10011979091
Saved in:
3
Stock exchange mergers and return co-movement : a flexible dynamic component correlations model
Hellström, Jörgen
;
Liu, Yuna
;
Sjögren, Tomas
- In:
Economics letters
121
(
2013
)
3
,
pp. 511-515
Persistent link: https://www.econbiz.de/10010393039
Saved in:
4
The stock exchange of Suriname: returns, volatility, correlations and efficiency
Bodeutsch, Denice
;
Franses, Philip Hans
-
2012
Persistent link: https://www.econbiz.de/10010354451
Saved in:
5
Correlation
based clustering of the Amman stock exchange
Abdoh, Hussein A.
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 259-265
Persistent link: https://www.econbiz.de/10011786586
Saved in:
6
Timescale-dependent stock market comovement : BRICs vs. developed markets
Lehkonen, Heikki
;
Heimonen, Kari
- In:
Journal of empirical finance
28
(
2014
),
pp. 90-103
Persistent link: https://www.econbiz.de/10011285085
Saved in:
7
Volatility spillover and time-varying
correlation
among the Indian, Asian and US stock markets
Padhi, Puja
;
Lagesh, M. A.
- In:
Journal of quantitative economics : official journal of …
10
(
2012
)
2
,
pp. 78-90
Persistent link: https://www.econbiz.de/10010338416
Saved in:
8
A study of linkages between frontier markets and the U.S. equity markets using multivariate GARCH and transfer entropy
Daugherty, Mary Schmid
;
Jithendranathan, Thadavillil
- In:
Journal of multinational financial management
32/33
(
2015
),
pp. 95-115
Persistent link: https://www.econbiz.de/10011540118
Saved in:
9
Returns, volatilities, and correlations across mature, regional, and frontier markets : evidence from South Asia
Amin, Abu S.
;
Orłowski, Lucjan T.
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
)
3
,
pp. 5-27
Persistent link: https://www.econbiz.de/10010464049
Saved in:
10
Housing price dynamics : the impact of stock market sentiment and the spillover effect
Zheng, Yao
;
Osmer, Eric
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 854-867
Persistent link: https://www.econbiz.de/10012655714
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