//--> //--> //--> //-->
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:"Volatility"
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
Stock market comovements and i...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Schock
27,249
Shock
26,560
Theorie
13,115
Theory
12,765
Finanzanalyse
10,070
Financial analysis
9,951
Schätzung
7,761
Estimation
7,530
Correlation
7,003
Korrelation
6,860
USA
5,993
United States
5,794
Geldpolitik
5,464
Börsenkurs
5,419
Share price
5,321
Monetary policy
5,319
Aktienindex
5,032
Stock index
4,904
Volatilität
4,423
VAR-Modell
4,407
Konjunktur
4,338
VAR model
4,315
Business cycle
4,226
Welt
4,000
World
3,934
Kapitaleinkommen
3,843
Capital income
3,830
Aktienmarkt
3,575
Stock market
3,514
Wirkungsanalyse
3,442
Impact assessment
3,397
Portfolio-Management
3,295
Portfolio selection
3,267
Prognoseverfahren
2,888
Forecasting model
2,856
Finanzkrise
2,635
Financial crisis
2,602
EU-Staaten
2,533
EU countries
2,411
more ...
less ...
Online availability
All
Free
1,586
Undetermined
1,402
Type of publication
All
Article
2,648
Book / Working Paper
1,713
Other
1
Type of publication (narrower categories)
All
Article in journal
2,534
Aufsatz in Zeitschrift
2,534
Graue Literatur
858
Non-commercial literature
858
Working Paper
838
Arbeitspapier
835
Aufsatz im Buch
98
Book section
98
Hochschulschrift
63
Thesis
52
Collection of articles written by one author
18
Sammlung
18
Collection of articles of several authors
12
Sammelwerk
12
Conference paper
10
Konferenzbeitrag
10
Lehrbuch
6
Aufsatzsammlung
5
Konferenzschrift
5
Textbook
5
Bibliografie enthalten
4
Bibliography included
4
Amtsdruckschrift
3
Bibliografie
3
Conference proceedings
3
Forschungsbericht
3
Government document
3
Handbook
3
Handbuch
3
Case study
2
Fallstudie
2
Systematic review
2
research-article
2
Übersichtsarbeit
2
Article
1
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
4,274
German
55
Undetermined
18
French
7
Portuguese
6
Spanish
6
Author
All
McAleer, Michael
47
Gupta, Rangan
39
Caggiano, Giovanni
30
Castelnuovo, Efrem
29
Mumtaz, Haroon
28
Engle, Robert F.
19
Bouri, Elie
18
Tiwari, Aviral Kumar
17
Allen, David E.
16
Bauwens, Luc
16
Christiansen, Charlotte
15
Koopman, Siem Jan
15
Bloom, Nicholas
14
Theodoridis, Konstantinos
14
Chang, Chia-Lin
13
Kang, Wensheng
13
Manera, Matteo
13
Bollerslev, Tim
12
Demirer, Rıza
12
Jiang, George J.
12
Nodari, Gabriela
12
Pellegrino, Giovanni
12
Pesaran, M. Hashem
12
Ratti, Ronald A.
12
Ravn, Morten O.
12
Uribe, Martín
12
Bekaert, Geert
11
Dew-Becker, Ian
11
Giglio, Stefano
11
Hou, Ai Jun
11
Härdle, Wolfgang
11
Kočenda, Evžen
11
Lucas, André
11
Lux, Thomas
11
Ma, Feng
11
Rebucci, Alessandro
11
Salisu, Afees A.
11
Wong, Wing Keung
11
Asai, Manabu
10
Asgharian, Hossein
10
more ...
less ...
Institution
All
National Bureau of Economic Research
57
European University Institute / Department of Economics
3
Christian-Albrechts-Universität zu Kiel
2
Deutsche Börse AG
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Federal Reserve Bank of San Francisco
2
Instituto Valenciano de Investigaciones Económicas
2
School of Finance and Business Economics <Perth, Western Australia>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Svenska Handelshögskolan <Helsinki>
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Österreichisches Institut für Wirtschaftsforschung
2
Banco Central do Brasil
1
Bonn Graduate School of Economics
1
C.E.P.R. Discussion Papers
1
Center for Economic Research <Tilburg>
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre for Growth and Business Cycle Research <Manchester>
1
Chambre de commerce et d'industrie de Paris
1
Duale Hochschule Baden-Württemberg Stuttgart
1
European Economic Association
1
Henley Business School, University of Reading
1
Hochschule für Bankwirtschaft
1
Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
1
Institute of European Finance <Bangor, Gwynedd>
1
Institute of Finance and Accounting <London>
1
Inter-American Development Bank
1
International Seminar on Macroeconomics <26, 2003, Barcelona>
1
Internationaler Währungsfonds / Research Department
1
Kansantaloustieteen Laitos <Tampere>
1
Leibniz-Institut für Wirtschaftsforschung Halle
1
Massachusetts Institute of Technology / Department of Economics
1
NBER Conference on the Economics of Food Price Volatility <2012, Seattle, Wash.>
1
Nationalekonomiska Institutionen <Lund>
1
Nuffield College
1
Oxford Financial Research Centre
1
Queen Mary College / Department of Economics
1
Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
1
Risk Management Institute
1
Rutgers University / Department of Economics
1
more ...
less ...
Published in...
All
Finance research letters
78
Energy economics
77
Economic modelling
72
International review of financial analysis
69
NBER working paper series
56
International review of economics & finance : IREF
53
Working paper / National Bureau of Economic Research, Inc.
52
NBER Working Paper
51
The North American journal of economics and finance : a journal of financial economics studies
45
Applied economics
44
Research in international business and finance
43
Economics letters
42
Journal of international financial markets, institutions & money
40
Journal of international money and finance
40
Applied economics letters
39
Working paper
39
Journal of empirical finance
38
Discussion paper / Tinbergen Institute
34
The journal of futures markets
34
Applied financial economics
32
CESifo working papers
32
Discussion paper / Centre for Economic Policy Research
32
Journal of banking & finance
31
Journal of econometrics
31
Journal of risk and financial management : JRFM
29
International Journal of Energy Economics and Policy : IJEEP
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
Journal of economic dynamics & control
23
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
22
CAMA working paper series
20
The European journal of finance
20
Pacific-Basin finance journal
19
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
18
International journal of forecasting
18
Journal of financial economics
18
Journal of forecasting
18
Finance India : the quarterly journal of Indian Institute of Finance
17
Cogent economics & finance
16
Discussion papers / CEPR
16
more ...
less ...
Source
All
ECONIS (ZBW)
4,336
RePEc
19
EconStor
4
Other ZBW resources
2
BASE
1
Showing
1
-
10
of
4,362
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
International stock market comovement and news
Höchstötter, Markus
;
Meyer, Stephan
;
Riordan, Ryan
; …
- In:
The journal of financial research
37
(
2014
)
4
,
pp. 519-542
Persistent link: https://www.econbiz.de/10011547576
Saved in:
2
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
3
Volatility, development, and international trade
Koren, Miklós
-
2005
Persistent link: https://www.econbiz.de/10003384549
Saved in:
4
Dynamic relation between global Islamic and conventional sectoral stock and bonds indexes
Tuysuz, Sukriye
- In:
International journal of financial engineering
7
(
2020
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012602943
Saved in:
5
Conditional correlations between stock index, investment grade yield, high yield and commodities (gold and oil) during stable and crisis periods
Tuysuz, Sukriye
- In:
International journal of economics and finance
5
(
2013
)
9
,
pp. 28-44
Persistent link: https://www.econbiz.de/10010190858
Saved in:
6
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
7
Essays on financial econometrics
Marcucci, Juri
-
2005
Persistent link: https://www.econbiz.de/10003384566
Saved in:
8
Dispersion trading : empirical evidence from US options markets
Marshall, Cara M.
- In:
Global finance journal
20
(
2009
)
3
,
pp. 289-301
Persistent link: https://www.econbiz.de/10003921991
Saved in:
9
International stock market indices comovements : a new look
Madaleno, Mara
;
Pinho, Carlos
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 89-102
Persistent link: https://www.econbiz.de/10009507847
Saved in:
10
Dynamic correlations and volatility spillovers between crude oil and stock index returns : the implications for optimal portfolio construction
Lee, Yen-Hsien
;
Huang, Ya-Ling
;
Wu, Chun-Yu
- In:
International Journal of Energy Economics and Policy : IJEEP
4
(
2014
)
3
,
pp. 327-336
Persistent link: https://www.econbiz.de/10011286211
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->