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~subject:"Spillover effect"
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Spillover effect
Volatilität
40,814
Volatility
39,779
Theorie
10,073
Theory
9,837
Börsenkurs
9,427
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9,290
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3,867
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3,838
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3,808
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3,805
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3,762
Zeitreihenanalyse
3,223
Time series analysis
3,147
Risk
2,568
Risiko
2,566
Ölpreis
2,366
Oil price
2,352
Spillover-Effekt
2,345
Finanzmarkt
2,228
Portfolio-Management
2,194
Portfolio selection
2,183
Financial market
2,170
Konjunktur
1,892
Business cycle
1,846
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McAleer, Michael
61
Chang, Chia-Lin
44
Kang, Sang Hoon
39
Spagnolo, Nicola
35
Caporale, Guglielmo Maria
34
Mensi, Walid
33
Bouri, Elie
31
Kočenda, Evžen
22
Xuan Vinh Vo
22
Gupta, Rangan
20
Hammoudeh, Shawkat
18
Lucey, Brian M.
18
Tiwari, Aviral Kumar
18
Spagnolo, Fabio
16
Yılmaz, Kamil
16
Umar, Zaghum
15
Beirne, John
14
Lau, Chi Keung
14
Sehgal, Sanjay
14
Yoon, Seong-min
14
Gannon, Gerard L.
13
Yousaf, Imran
13
Corbet, Shaen
12
Diebold, Francis X.
12
Weber, Enzo
12
Yarovaya, Larisa
12
Abakah, Emmanuel Joel Aikins
11
Caporin, Massimiliano
11
Ji, Qiang
11
Wang, Gang-Jin
11
Allen, David E.
10
Balli, Faruk
10
Do, Hung Xuan
10
Gubareva, Mariya
10
Hamori, Shigeyuki
10
Koutsokostas, Drosos
10
Maitra, Debasish
10
Naeem, Muhammad Abubakr
10
Ngo Thai Hung
10
Papathanasiou, Spyros
10
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National Bureau of Economic Research
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3
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2
University of Canterbury / Dept. of Economics and Finance
2
Hongkong / Monetary Authority
1
Institute of European Finance <Bangor, Gwynedd>
1
Svenska Handelshögskolan <Helsinki>
1
Universität Erfurt <1994-> / Staatswissenschaftliche Fakultät
1
Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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Energy economics
116
International review of financial analysis
75
The North American journal of economics and finance : a journal of financial economics studies
74
Finance research letters
69
International review of economics & finance : IREF
61
Research in international business and finance
60
Economic modelling
46
Applied economics
41
Journal of international financial markets, institutions & money
35
Journal of risk and financial management : JRFM
35
Econometric Institute research papers
21
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
Applied economics letters
20
International journal of finance & economics : IJFE
20
Journal of banking & finance
20
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
19
Pacific-Basin finance journal
19
Journal of international money and finance
18
CESifo working papers
17
Financial innovation : FIN
17
International Journal of Energy Economics and Policy : IJEEP
17
Discussion paper / Tinbergen Institute
16
Working paper
15
Applied financial economics
13
Global business review
13
Global finance journal
13
Cogent economics & finance
12
Economics letters
12
The journal of futures markets
12
Emerging markets review
11
International Journal of Financial Studies : open access journal
11
The North American journal of economics and finance : a journal of theory and practice
11
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
10
Economies : open access journal
9
Journal of emerging market finance
9
The empirical economics letters : a monthly international journal of economics
9
Theoretical economics letters
9
Borsa Istanbul Review
8
Economics and finance working paper series
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ECONIS (ZBW)
2,319
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1
Hourly volatility spillovers between international equity markets
Susmel, Raul
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841632
Saved in:
2
Price volatility and volume spillovers between the Tokyo and New York stock markets
Itō, Takatoshi
-
1993
Persistent link: https://www.econbiz.de/10000881895
Saved in:
3
Interest rate volatility, capital controls and contagion
Edwards, Sebastian
-
1998
Persistent link: https://www.econbiz.de/10000679903
Saved in:
4
Impact of international volatility, the Euro, and derivatives on a small stock market
Sarrianidis, Nikolaos
;
Drimbetas, Evangelos
;
Konteos, George
- In:
International review of applied economic research
1
(
2006
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003714654
Saved in:
5
The volatility spillover effects on the Greek market deriving from the interaction between the German market and the Athens derivatives market
Drimbetas, Evangelos
;
Sariannidis, Nikolaos
;
Konteos, George
- In:
International review of applied economic research
1
(
2006
)
2
,
pp. 143-158
Persistent link: https://www.econbiz.de/10003714680
Saved in:
6
Interest and exchange rate risk and stock returns : a multivariate Garch-M modelling approach
Beirne, John
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641941
Saved in:
7
Measuring financial asset return and volatility spillovers, with application to global equity markets
Diebold, Francis X.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003726982
Saved in:
8
Information leadership and volatility spillover across the countries : a case of Indian and other Asian equity markets
Mukherjee, Kedar nath
;
Mishra, Ram Kumar
-
2007
Persistent link: https://www.econbiz.de/10003753547
Saved in:
9
Engineering a generalized neural network mapping of volatility spillovers in European government bond markets
Dash, Gordon H.
;
Kajiji, Nina
- In:
Handbook of financial engineering
,
(pp. 201-229)
.
2008
Persistent link: https://www.econbiz.de/10003753673
Saved in:
10
Impact of futures on comovements for UK cross-listed equities
Koulakiotis, Athanasios
;
Katrakilides, K.
;
Chionēs, …
- In:
Research in international business and finance
22
(
2008
)
2
,
pp. 145-161
Persistent link: https://www.econbiz.de/10003756619
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