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~subject:"Volatilität"
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Financial contagion and attent...
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Volatilität
Theorie
622,062
Theory
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Finanzkrise
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58,184
USA
45,616
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Welt
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Portfolio-Management
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Wirtschaftswachstum
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Prognoseverfahren
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Forecasting model
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Börsenkurs
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Share price
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Finanzmarkt
12,973
Spieltheorie
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Zeitreihenanalyse
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Financial market
12,739
Time series analysis
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Game theory
12,071
Konjunktur
11,688
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11,500
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11,427
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Bollerslev, Tim
76
McAleer, Michael
76
Diebold, Francis X.
75
Aizenman, Joshua
49
Caporale, Guglielmo Maria
48
Lux, Thomas
47
Andersen, Torben
46
Koopman, Siem Jan
46
Gupta, Rangan
41
Härdle, Wolfgang
38
Chiarella, Carl
33
Caporin, Massimiliano
31
Hautsch, Nikolaus
31
Bekaert, Geert
30
Pierdzioch, Christian
30
Spagnolo, Nicola
30
Herwartz, Helmut
29
Asai, Manabu
27
Caballero, Ricardo J.
26
Fernández-Villaverde, Jesús
25
Schlag, Christian
25
Hafner, Christian M.
24
Todorov, Viktor
24
Andersen, Torben G.
23
Christoffersen, Peter F.
23
Lucas, André
23
Clark, Todd E.
22
Ghysels, Eric
22
Karanasos, Menelaos
22
Meddahi, Nour
22
Yu, Jun
22
Aït-Sahalia, Yacine
21
Christensen, Bent Jesper
21
Liesenfeld, Roman
21
Mittnik, Stefan
21
Westerhoff, Frank H.
21
Bauwens, Luc
20
Engle, Robert F.
20
Gonçalves, Sílvia
20
Mumtaz, Haroon
20
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
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Centre for Analytical Finance <Århus>
7
Rodney L. White Center for Financial Research
7
Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
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Institute of Finance and Accounting <London>
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Svenska Handelshögskolan <Helsinki>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Instituto Valenciano de Investigaciones Económicas
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International Monetary Fund
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The Wharton Financial Institutions Center
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
World Bank
3
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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Centre for Economic Policy Research
2
Centre for Growth and Business Cycle Research <Manchester>
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Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
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Deutsche Börse AG
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Erasmus Research Institute of Management
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Federal Reserve Bank of New York
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Forschungsinstitut zur Zukunft der Arbeit
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Goethe-Universität Frankfurt am Main
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Weltwirtschaft
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
Massachusetts Institute of Technology / Department of Economics
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
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NBER working paper series
191
Working paper / National Bureau of Economic Research, Inc.
174
NBER Working Paper
170
Journal of econometrics
127
Journal of banking & finance
122
Finance research letters
121
Economic modelling
108
International review of financial analysis
91
International review of economics & finance : IREF
90
Economics letters
89
Discussion paper / Centre for Economic Policy Research
86
Journal of empirical finance
86
Discussion paper / Tinbergen Institute
84
Energy economics
81
Journal of international money and finance
80
Applied economics
79
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of economic dynamics & control
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Working paper
74
Journal of financial economics
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
The North American journal of economics and finance : a journal of financial economics studies
71
The European journal of finance
65
Journal of international financial markets, institutions & money
62
Applied economics letters
60
The review of financial studies
58
Journal of forecasting
57
Journal of risk and financial management : JRFM
52
Quantitative finance
52
Econometric reviews
51
Research in international business and finance
49
Research paper series / Swiss Finance Institute
48
Computational economics
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Applied financial economics
45
Applied mathematical finance
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
CESifo working papers
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ECONIS (ZBW)
11,235
EconStor
245
USB Cologne (EcoSocSci)
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USB Cologne (business full texts)
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ArchiDok
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OLC EcoSci
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1
Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Cacho-Diaz, Julio
;
Laeven, Roger J. A.
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 585-606
Persistent link: https://www.econbiz.de/10011480318
Saved in:
2
Markets connectivity and financial contagion
Grilli, Ruggero
;
Tedeschi, Gabriele
;
Gallegati, Mauro
- In:
Journal of economic interaction and coordination : JEIC
10
(
2015
)
2
,
pp. 287-304
Persistent link: https://www.econbiz.de/10011378825
Saved in:
3
Intra-daily volatility spillovers in international stock markets
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of international money and finance
53
(
2015
),
pp. 95-114
Persistent link: https://www.econbiz.de/10011475912
Saved in:
4
Analyzing contagion effect in markets during financial crisis using stochastic autoregressive canonical vine model
Goel, Anubha
;
Mehra, Aparna
- In:
Computational economics
53
(
2019
)
3
,
pp. 921-950
Persistent link: https://www.econbiz.de/10012135103
Saved in:
5
Fluctuating attention and financial contagion
Hasler, Michael
;
Ornthanalai, Chayawat
- In:
Journal of monetary economics
99
(
2018
),
pp. 106-123
Persistent link: https://www.econbiz.de/10012109028
Saved in:
6
Realized correlation analysis of contagion
Vortelinos, Dimitrios I.
- In:
The quarterly review of economics and finance : journal …
60
(
2016
),
pp. 138-148
Persistent link: https://www.econbiz.de/10011627396
Saved in:
7
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
8
Asset price volatility and financial contagion : analysis using the MS-VAR framework
Le, Chau
;
David, Dickinson
- In:
Eurasian economic review : a journal in applied …
4
(
2014
)
2
,
pp. 133-162
Persistent link: https://www.econbiz.de/10010514793
Saved in:
9
Returns and volatility spillover in the European banking industry during global financial crisis : flight to perceived quality or contagion?
Choudhry, Taufiq
;
Jayasekera, Ranadeva
- In:
International review of financial analysis
36
(
2014
),
pp. 36-45
Persistent link: https://www.econbiz.de/10010530222
Saved in:
10
Global contagion of investor sentiment during the US subprime crisis : the case of the USA and the region of Latin America
Talbi, Mariem
;
Ben Halima, Amel
- In:
International journal of economics and financial issues …
9
(
2019
)
3
,
pp. 163-174
Persistent link: https://www.econbiz.de/10012149555
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