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Estimation
USA
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196
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148
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127
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117
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117
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117
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113
Lechner, Michael
112
Berg, Gerard J. van den
110
Van Reenen, John
110
Dreger, Christian
109
Dreher, Axel
104
Chinn, Menzie David
103
Fritsch, Michael
102
Rycx, François
102
Chang, Tsangyao
101
Winter-Ebmer, Rudolf
101
Ours, Jan C. van
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MacDonald, Ronald
97
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96
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96
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of applied econometrics
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Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
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International review of financial analysis
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Labour economics : official journal of the European Association of Labour Economists
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The North American journal of economics and finance : a journal of financial economics studies
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The American economic review
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The empirical economics letters : a monthly international journal of economics
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The review of economics and statistics
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Finance and economics discussion series
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IMF working papers
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ECONIS (ZBW)
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RePEc
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Other ZBW resources
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EconStor
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BASE
15
ArchiDok
1
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1
Volatility
integration of global stock markets with the Malaysian stock market : a multivariate GARCH approach
Qian, Peh Ying
;
Diaz, John Francis
- In:
Malaysian journal of economic studies
54
(
2017
)
1
,
pp. 83-117
Persistent link: https://www.econbiz.de/10011825756
Saved in:
2
Study of
volatility
dynamics between emerging stock market index and US Oil price index :
MGARCH
modelling approach
Arekar, Kirti
;
Jain, Rinku
;
Kumar, Surender
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
4
,
pp. 1325-1338
Persistent link: https://www.econbiz.de/10014340791
Saved in:
3
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:
4
Institutional investment, equity volume and
volatility
spillover : causalities and asymmetries
Chakraborty, Sandip
;
Kakani, Ram Kumar
- In:
Journal of international financial markets, …
44
(
2016
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011690360
Saved in:
5
Translating financial integration into
correlation
risk : a weekly reporting's viewpoint for the
volatility
behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
6
How do great shocks influence the
correlation
between oil and international stock markets?
Zhang, Bing
- In:
Applied economics
49
(
2017
)
15
,
pp. 1513-1526
Persistent link: https://www.econbiz.de/10011813622
Saved in:
7
Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén
;
Ramos, Sofia B.
;
Veiga, Helena
- In:
Economic modelling
50
(
2015
),
pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
Saved in:
8
Global financial crises and time-varying
volatility
comovement in
world
equity markets
Duncan, Andrew S.
;
Kabundi, Alain
- In:
The South African journal of economics
82
(
2014
)
4
,
pp. 531-550
Persistent link: https://www.econbiz.de/10010502128
Saved in:
9
Correlation
regimes in international equity and bond returns
Aslanidis, Nektarios
;
Martinez, Oscar
- In:
Economic modelling
97
(
2021
),
pp. 397-410
Persistent link: https://www.econbiz.de/10012793476
Saved in:
10
Volatility
transmission in African foreign exchange markets
Carsamer, Emmanuel
- In:
African journal of economic and management studies : AJEMS
7
(
2016
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011579594
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