//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Spillover effect"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Special issue: Economic and le...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Spillover effect
Volatility
346
Volatilität
317
Theorie
252
Theory
235
ARCH-Modell
221
ARCH model
212
Welt
173
Schätzung
170
Estimation
169
Zeitreihenanalyse
166
World
161
Time series analysis
160
Prognoseverfahren
127
Schätztheorie
122
Forecasting model
120
Estimation theory
119
USA
114
United States
108
China
105
Risikomaß
102
Stochastischer Prozess
98
Risk measure
95
Stochastic process
94
Börsenkurs
93
Eigenfactor
90
Share price
88
Spillover-Effekt
85
Portfolio-Management
77
Portfolio selection
75
Research assessment measures
73
Taiwan
73
Finanzkrise
71
Kapitalmarktrendite
70
Capital market returns
69
Basel Accord
65
Financial crisis
65
STAR
65
C3PO
63
Article Influence
62
more ...
less ...
Online availability
All
Free
62
Undetermined
11
Type of publication
All
Book / Working Paper
65
Article
16
Type of publication (narrower categories)
All
Arbeitspapier
52
Graue Literatur
52
Non-commercial literature
52
Working Paper
52
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
81
Author
All
McAleer, Michael
74
Chang, Chia-Lin
50
Allen, David E.
12
Tansuchat, Roengchai
10
Hu, Yang
7
Oxley, Les
7
Corbet, Shaen
6
Khamkaew, Thanchanok
6
Powell, Robert
6
Wang, Yu-Ann
6
Asai, Manabu
4
Hsu, Shu-Han
4
Roengchai Tansuchat
4
Singh, Abhay Kumar
4
Caporin, Massimiliano
3
Hou, Greg
3
Hou, Yang
3
Hsu, Hui-kuang
3
Pérez Amaral, Teodosio
3
Satō, Kiyotaka
3
Wang, Chien-Hsun
3
Zhang, Zhaoyong
3
Chen, Jinghui
2
Hammoudeh, Shawkat M.
2
Hsu, Hui-Kuang
2
Kobayashi, Masahito
2
Li, Yiying
2
Liu, Chia-Ping
2
Radalj, Kim
2
Singh, Abhay K.
2
Tian, Jiarong
2
Wang, Yanghuiting
2
Xu, Danyang
2
Yuan, Yuan
2
Zuo, Guangdong
2
Allena, David E.
1
Amram, Ron
1
Amrama, Ron
1
Chang, Chia-Ling
1
Chang, Chia-ling
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
2
Published in...
All
Econometric Institute research papers
25
Discussion paper / Tinbergen Institute
19
Working paper
8
International review of economics & finance : IREF
3
Energy economics
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
International Journal of Financial Studies : open access journal
1
International journal of forecasting
1
Journal of econometrics
1
Journal of international financial markets, institutions & money
1
Journal of the Japanese and international economies : an international journal ; JJIE
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tinbergen Institute Discussion Paper 2018-031/III
1
Tinbergen Institute Discussion Paper 2018-052/III
1
Tourism economics : the business and finance of tourism and recreation
1
more ...
less ...
Source
All
ECONIS (ZBW)
81
Showing
1
-
10
of
81
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009787937
Saved in:
2
Shock and volatility spillovers among equity sectors of the gulf Arab stock markets
Hammoudeh, Shawkat M.
(
contributor
);
Yuan, Yuan
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003780792
Saved in:
3
VaR forecasts and dynamic conditional correlations for spot and futures returns on stocks and bonds
Hakim, Abdul
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003908707
Saved in:
4
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Khamkaew, Tanchanok
;
Tansuchat, Roengchai
;
Chang, Chia-Lin
-
2009
Persistent link: https://www.econbiz.de/10003908711
Saved in:
5
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Ling
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2009
Persistent link: https://www.econbiz.de/10003909585
Saved in:
6
Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity
Satō, Kiyotaka
;
Zhang, Zhaoyong
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688576
Saved in:
7
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689063
Saved in:
8
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
Saved in:
9
Identifying shocks in regionally integrated East Asian economies wih structural VaR and block exogeneity
Satō, Kiyotaka
;
Zhang, Zhaoyong
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003987291
Saved in:
10
Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity
Satō, Kiyotaka
;
Zhang, Zhaoyong
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987321
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->