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Kapitaleinkommen
USA
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United States
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18,571
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18,516
Spillover effect
18,171
Großbritannien
17,531
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17,077
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16,325
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89
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59
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55
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50
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45
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45
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42
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41
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39
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39
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38
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38
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37
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33
Lettau, Martin
33
Ang, Andrew
32
Guo, Hui
32
Hoesli, Martin
31
Zhou, Guofu
31
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30
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28
Chiang, Thomas C.
28
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28
Nitschka, Thomas
28
Warnock, Francis E.
28
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27
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26
Long, Huaigang
26
Siklos, Pierre L.
26
Titman, Sheridan
26
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26
Faff, Robert W.
25
Goetzmann, William N.
25
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1
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Working paper / National Bureau of Economic Research, Inc.
321
Finance research letters
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The journal of finance : the journal of the American Finance Association
269
International review of financial analysis
256
Journal of banking & finance
255
Journal of financial economics
246
The review of financial studies
211
International review of economics & finance : IREF
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Pacific-Basin finance journal
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Journal of empirical finance
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Applied economics
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NBER working paper series
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Applied financial economics
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial and quantitative analysis : JFQA
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Applied economics letters
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Journal of international financial markets, institutions & money
131
NBER Working Paper
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Review of quantitative finance and accounting
127
Research in international business and finance
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Economic modelling
118
The journal of real estate finance and economics
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Energy economics
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Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
79
Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International journal of finance & economics : IJFE
71
Discussion paper / Centre for Economic Policy Research
68
Journal of econometrics
68
Journal of risk and financial management : JRFM
67
Finance and economics discussion series
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Research paper series / Swiss Finance Institute
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The financial review : the official publication of the Eastern Finance Association
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ECONIS (ZBW)
16,084
EconStor
50
OLC EcoSci
4
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date (oldest first)
1
Extreme downside
risk
spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu
- In:
International review of financial analysis
33
(
2014
),
pp. 39-48
Persistent link: https://www.econbiz.de/10010520085
Saved in:
2
On equity
risk
prediction and tail spillovers
Pouliasis, Panos
;
Kyriakou, Ioannis
;
Papapostolou, Nikos
- In:
International journal of finance & economics : IJFE
22
(
2017
)
4
,
pp. 379-393
Persistent link: https://www.econbiz.de/10011960379
Saved in:
3
Stock market spillovers of global risks and hedging opportunities
Salachas, Evangelos
;
Kouretas, Georgios P.
;
Laopodis, …
- In:
European journal of political economy
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014547146
Saved in:
4
Beware of the crash
risk
: tail beta and the cross-section of stock returns in
China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
Saved in:
5
Index-exciting CAViaR : a new empirical time-varying
risk
model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
6
CAViaR: conditional autoregressive value at
risk
by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
7
CAViaR : conditional autoregressive value at
risk
by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
8
Asymmetric
risk
spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
9
Asymmetric
risk
spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk : JOR
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014487093
Saved in:
10
Hedge funds
risk
and connectedness
Manicaro, Christian
;
Falzon, Joseph
- In:
The journal of asset management
18
(
2017
)
4
,
pp. 295-316
Persistent link: https://www.econbiz.de/10011741590
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