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Volatility spillovers between...
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Theorie
China
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Bollerslev, Tim
85
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81
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71
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70
Diebold, Francis X.
70
Corsetti, Giancarlo
64
Aizenman, Joshua
61
MacDonald, Ronald
61
Obstfeld, Maurice
54
Engel, Charles
52
Koopman, Siem Jan
52
Bacchetta, Philippe
50
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47
Lux, Thomas
47
Andersen, Torben
46
Hafner, Christian M.
46
Caporin, Massimiliano
45
Devereux, Michael B.
45
Frankel, Jeffrey A.
45
Pierdzioch, Christian
45
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44
Gupta, Rangan
44
Herwartz, Helmut
44
Rose, Andrew
43
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43
Hautsch, Nikolaus
41
Bauwens, Luc
39
Chiarella, Carl
39
Flood, Robert P.
39
Goldberg, Linda S.
37
Lyons, Richard K.
37
Westerhoff, Frank H.
36
Asai, Manabu
35
Broll, Udo
34
Caporale, Guglielmo Maria
34
Engle, Robert F.
34
Dornbusch, Rudiger
33
Kehoe, Patrick J.
33
Agénor, Pierre-Richard
32
Cheung, Yin-Wong
32
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National Bureau of Economic Research
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Internationaler Währungsfonds / Research Department
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Centre for Analytical Finance <Århus>
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Institut für Weltwirtschaft
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World Bank
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Rodney L. White Center for Financial Research
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Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Edward Elgar Publishing
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Federal Reserve Bank of New York
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6
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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4
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4
Erasmus Research Institute of Management
4
Forschungsinstitut zur Zukunft der Arbeit
4
Indian Economic Association
4
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4
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4
OECD
4
Springer-Verlag GmbH
4
The Wharton Financial Institutions Center
4
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NBER working paper series
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Journal of international money and finance
300
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260
Economics letters
191
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180
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Journal of banking & finance
157
Applied economics
152
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151
Finance research letters
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IMF working papers
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International review of economics & finance : IREF
140
Journal of international economics
134
Journal of economic dynamics & control
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CESifo working papers
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Journal of empirical finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of forecasting
115
Energy economics
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IMF working paper
101
International review of financial analysis
97
Discussion paper
92
Discussion papers / CEPR
92
The European journal of finance
92
Journal of forecasting
91
The Indian economic journal
91
Applied economics letters
89
Journal of financial economics
87
International journal of theoretical and applied finance
86
European economic review : EER
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
79
Journal of international financial markets, institutions & money
78
Computational economics
76
The North American journal of economics and finance : a journal of financial economics studies
73
The review of financial studies
72
Open economies review
71
International journal of finance & economics : IJFE
70
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
14
OLC EcoSci
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ArchiDok
3
RePEc
2
Showing
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date (oldest first)
1
Dynamics of
volatility
spillovers with structural breaks in Indian foreign exchange market
Kashyap, Suresh
;
Kashyap, Sachin
- In:
International journal of business innovation and …
22
(
2020
)
4
,
pp. 488-505
Persistent link: https://www.econbiz.de/10012270943
Saved in:
2
Volatility
spillover in foreign exchange markets
Rajhans, Rajni Kant
;
Jain, Anuradha
- In:
Paradigm : the journal of Institute of Management Technology
19
(
2015
)
2
,
pp. 137-151
Persistent link: https://www.econbiz.de/10011761392
Saved in:
3
The influence of structural changes in
volatility
on shock transmission and
volatility
spillover among Iranian gold and foreign exchange markets
Shahrazi, Mohammad Mahdi
;
Elmi, Zahra Mila
;
Abounoori, …
- In:
Iranian economic review : journal of University of Tehran
18
(
2014
)
2
,
pp. 73-86
Persistent link: https://www.econbiz.de/10011455410
Saved in:
4
Extreme linkages between foreign exchange and general financial markets
Wu, Chih-Chiang
;
Chen, Wei Peng
;
Korsakul, Nattawadee
- In:
Pacific-Basin finance journal
65
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013209544
Saved in:
5
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
6
Endogenous and exogenous
volatility
in the foreign exchange market
Bargigli, Leonardo
;
Cifarelli, Giulio
-
2020
Persistent link: https://www.econbiz.de/10012517831
Saved in:
7
Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized
volatility
Shiba, Sisa
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
; …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
Saved in:
8
Tests of excess forecast
volatility
in the foreign exchange and stock markets
Froot, Kenneth
-
1987
Persistent link: https://www.econbiz.de/10009571466
Saved in:
9
Modeling Latin-American stock and Forex markets
volatility
: empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538608
Saved in:
10
Intraday
volatility
and scaling in high frequency foreign exchange markets
Seemann, Lars
;
McCauley, Joseph L.
;
Gunaratne, Gemunu H.
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 121-126
Persistent link: https://www.econbiz.de/10009295805
Saved in:
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