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Dynamic spillovers among major...
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Share price
Volatility
41,082
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40,813
Spillover-Effekt
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7,825
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Gupta, Rangan
113
Caporale, Guglielmo Maria
62
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58
Ma, Feng
40
Bouri, Elie
38
Bloom, Nicholas
33
Narayan, Paresh Kumar
33
Bollerslev, Tim
32
Spagnolo, Nicola
32
Hautsch, Nikolaus
30
Lux, Thomas
30
Pierdzioch, Christian
29
Salisu, Afees A.
29
Ryu, Doojin
28
Ratti, Ronald A.
27
Arouri, Mohamed
26
Demirer, Rıza
26
Kang, Wensheng
26
Wohar, Mark E.
26
Chiang, Thomas C.
25
Corbet, Shaen
25
Lettau, Martin
24
Tiwari, Aviral Kumar
24
Balcilar, Mehmet
23
Bansal, Ravi
23
Hale, Galina
23
Hammoudeh, Shawkat
23
Andersen, Torben
22
Bekaert, Geert
22
Kočenda, Evžen
22
Stulz, René M.
22
Todorov, Viktor
22
Molnár, Peter
21
Ang, Andrew
20
Christiansen, Charlotte
20
Davis, Steven J.
20
Gil-Alaña, Luis A.
20
Kang, Sang Hoon
20
McMillan, David G.
20
Allen, David E.
19
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Erasmus Research Institute of Management
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Institut für Weltwirtschaft
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Kansantaloustieteen Laitos <Tampere>
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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University of Canterbury / Dept. of Economics and Finance
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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1
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1
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1
Conference on Financial Stability <1993, Sydney>
1
European University Institute / Department of Economics
1
Federal Reserve Bank of San Francisco
1
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1
Financial Options Research Centre
1
Goethe-Universität Frankfurt am Main
1
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
1
Humboldt-Universität zu Berlin
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Finance research letters
241
Energy economics
203
International review of financial analysis
159
NBER working paper series
135
International review of economics & finance : IREF
129
Working paper / National Bureau of Economic Research, Inc.
127
The North American journal of economics and finance : a journal of financial economics studies
126
Applied economics
124
Journal of banking & finance
120
Research in international business and finance
113
Applied economics letters
107
Economic modelling
107
Journal of empirical finance
101
Journal of international financial markets, institutions & money
97
The journal of futures markets
96
NBER Working Paper
94
International Journal of Energy Economics and Policy : IJEEP
92
Journal of financial economics
82
Pacific-Basin finance journal
78
Journal of risk and financial management : JRFM
77
Journal of econometrics
72
Applied financial economics
71
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
Working paper
59
CESifo working papers
54
The European journal of finance
54
Discussion paper / Centre for Economic Policy Research
52
Economics letters
50
Cogent economics & finance
49
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
49
Finance India : the quarterly journal of Indian Institute of Finance
48
International journal of finance & economics : IJFE
46
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
45
International journal of economics and financial issues : IJEFI
44
Journal of financial and quantitative analysis : JFQA
44
Review of quantitative finance and accounting
44
The journal of finance : the journal of the American Finance Association
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Global finance journal
41
Journal of financial markets
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The review of financial studies
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ECONIS (ZBW)
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1
Correlations and
volatility
spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid
;
Beljid, Makram
;
Boubaker, Adel
;
Managi, …
- In:
Economic modelling
32
(
2013
),
pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
Saved in:
2
Conditional correlations and
volatility
spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
3
Volatility
spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
4
Volatility
spillovers : a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 868-887
Persistent link: https://www.econbiz.de/10013187611
Saved in:
5
OPEC news announcements : effects on oil price expectation and
volatility
Schmidbauer, Harald
;
Rösch, Angi
- In:
Energy economics
34
(
2012
)
5
,
pp. 1656-1663
Persistent link: https://www.econbiz.de/10009687967
Saved in:
6
Volatility
spillovers between oil prices and stock returns : a focus on frontier markets
Gomes, Mathieu
;
Chaibi, Anissa
- In:
The journal of applied business research
30
(
2014
)
2
,
pp. 509-525
Persistent link: https://www.econbiz.de/10010353528
Saved in:
7
An empirical analysis of the WTI oil price returns and
volatility
spillover in the USA
Wei, Ching Chun
;
Chen, Chung-Hsuan
- In:
The empirical economics letters : a monthly …
13
(
2014
)
6
,
pp. 663-674
Persistent link: https://www.econbiz.de/10010520049
Saved in:
8
Oil
volatility
spillover into oil dependent equity-sector stock returns : evidence from major oil producing countries
Bhuyan, Rafiqul
;
Robbani, Mohammad
;
Talukder, Bakhtear
- In:
Bulletin of applied economics
8
(
2022
)
1
,
pp. 149-165
Persistent link: https://www.econbiz.de/10013271050
Saved in:
9
Financial crises and the nature of correlation between commodity and stock markets
Öztek, Mehmet Fatih
;
Öcal, Nadir
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 56-68
Persistent link: https://www.econbiz.de/10011747083
Saved in:
10
Volatility
spillovers between crude oil prices and new
energy
stock price in China
Chen, Yufeng
;
Li, Wenqi
;
Jin, Xi
- In:
Romanian journal of economic forecasting
21
(
2018
)
2
,
pp. 43-62
Persistent link: https://www.econbiz.de/10012020110
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