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Multi-layer spillovers between...
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Share price
Welt
245,174
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239,893
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71,150
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69,667
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45,221
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44,768
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41,397
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41,065
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32,359
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22,181
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20,936
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19,732
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19,669
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19,256
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19,097
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19,064
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18,569
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18,524
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18,124
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15,470
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14,943
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14,566
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14,424
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12,521
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12,382
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12,286
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12,208
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12,184
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11,879
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11,609
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Gupta, Rangan
160
Caporale, Guglielmo Maria
123
Zaremba, Adam
76
McAleer, Michael
66
McMillan, David G.
63
Narayan, Paresh Kumar
63
Pierdzioch, Christian
58
Gil-Alaña, Luis A.
50
Ma, Feng
50
Wohar, Mark E.
50
Bouri, Elie
47
Bali, Turan G.
45
Plastun, Alex
45
Ryu, Doojin
45
Tiwari, Aviral Kumar
43
Bloom, Nicholas
41
Salisu, Afees A.
41
Hammoudeh, Shawkat
40
Hautsch, Nikolaus
39
Bekaert, Geert
38
Bollerslev, Tim
38
Corbet, Shaen
38
Lux, Thomas
36
Sum, Vichet
34
Weber, Michael
34
Bohl, Martin T.
33
Campbell, John Y.
33
Davis, Steven J.
33
Spagnolo, Nicola
33
Allen, David E.
32
Balcilar, Mehmet
32
Cakici, Nusret
32
Chiang, Thomas C.
32
Demirer, Rıza
32
Lucey, Brian M.
32
Bansal, Ravi
31
Morck, Randall
31
Lettau, Martin
30
Timmermann, Allan
30
Wong, Wing Keung
30
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National Bureau of Economic Research
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OECD
9
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6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
Federal Reserve System / Division of Research and Statistics
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Institut für Weltwirtschaft
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Centre for Economic Policy Research
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Christian-Albrechts-Universität zu Kiel
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Federal Reserve System / Board of Governors
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School of Finance and Business Economics <Perth, Western Australia>
4
Center for Economic Research <Tilburg>
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Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
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3
Erasmus Research Institute of Management
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Federal Reserve Bank of New York
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Federal Reserve Bank of San Francisco
3
Federal Reserve Bank of St. Louis
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Internationaler Währungsfonds / Research Department
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Kansantaloustieteen Laitos <Tampere>
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
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Maine
2
Mediobanca <Mailand>
2
Robert Schuman Centre for Advanced Studies
2
Russell Sage Foundation
2
Schweizer Börse
2
Shaker Verlag
2
Sonderforschungsgruppe Institutionenanalyse
2
Stanford Institute for Economic Policy Research
2
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Finance research letters
511
International review of financial analysis
331
NBER working paper series
288
International review of economics & finance : IREF
256
Journal of banking & finance
248
Working paper / National Bureau of Economic Research, Inc.
247
Applied economics letters
240
Pacific-Basin finance journal
234
Applied economics
229
Research in international business and finance
227
The North American journal of economics and finance : a journal of financial economics studies
213
Energy economics
211
NBER Working Paper
210
Journal of international financial markets, institutions & money
187
Journal of empirical finance
180
Economic modelling
178
Journal of financial economics
172
Applied financial economics
148
Journal of risk and financial management : JRFM
140
International journal of economics and finance
124
International journal of economics and financial issues : IJEFI
123
The European journal of finance
120
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
114
Review of quantitative finance and accounting
114
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
110
Economics letters
105
Cogent economics & finance
100
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
99
The journal of futures markets
98
The journal of finance : the journal of the American Finance Association
97
Discussion paper / Centre for Economic Policy Research
96
CESifo working papers
95
International journal of finance & economics : IJFE
94
Investment management and financial innovations
94
Journal of financial markets
94
The review of financial studies
91
Working paper
87
Journal of econometrics
86
International Journal of Energy Economics and Policy : IJEEP
82
Journal of financial and quantitative analysis : JFQA
82
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ECONIS (ZBW)
23,989
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1
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:
2
Energy-related uncertainty and international stock market
volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
3
Energy-related uncertainty and international stock market
volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
4
Risk
spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
5
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
Saved in:
6
Markets dependence in times of turmoil : evidence from US and Asia-Pacific stock markets
Zehri, Chokri
- In:
Montenegrin journal of economics
18
(
2022
)
2
,
pp. 175-189
Persistent link: https://www.econbiz.de/10013254592
Saved in:
7
How do economic policy uncertainties affect stock market
volatility
? : evidence from G7 countries
Ma, Yaming
;
Wang, Ziwei
;
He, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2303-2325
Persistent link: https://www.econbiz.de/10013184883
Saved in:
8
Geopolitical risks, returns, and
volatility
in emerging stock markets : evidence from a panel GARCH model
Bouras, Christos
;
Christou, Christina
;
Gupta, Rangan
; …
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
8
,
pp. 1841-1856
Persistent link: https://www.econbiz.de/10012210912
Saved in:
9
Geopolitical
risk
and
volatility
spillovers in oil and stock markets
Smales, L. A.
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 358-366
Persistent link: https://www.econbiz.de/10012655491
Saved in:
10
Risk
spillover analysis across worldwide ESG stock markets : new evidence from the frequency-domain
Gao, Yang
;
Li, Yangyang
;
Zhao, Chengjie
;
Wang, Yaojun
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013413547
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