//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic 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
Financial crises and the globa...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Financial crisis
61,116
Finanzkrise
60,740
Welt
19,288
World
19,116
Theorie
17,750
Theory
17,385
Wirtschaftskrise
8,993
Börsenkurs
8,728
Economic crisis
8,724
Share price
8,523
Geldpolitik
7,858
Monetary policy
7,794
Bankenkrise
7,288
Banking crisis
7,200
Finanzmarkt
7,106
Financial market
6,991
EU-Staaten
6,743
EU countries
6,585
USA
6,568
United States
6,268
Kapitaleinkommen
6,225
Internationaler Finanzmarkt
6,217
Capital income
6,188
International financial market
6,099
Volatilität
5,837
Schätzung
5,148
Wirkungsanalyse
5,098
Risk
5,069
Impact assessment
5,039
Risiko
5,024
financial crisis
5,017
Bankenregulierung
4,918
Estimation
4,913
Bank regulation
4,911
Aktienmarkt
4,906
Stock market
4,855
Bank
4,817
Portfolio-Management
4,735
Portfolio selection
4,656
more ...
less ...
Online availability
All
Free
3,724
Undetermined
1,175
CC license
244
Type of publication
All
Book / Working Paper
3,669
Article
2,280
Other
1
Type of publication (narrower categories)
All
Article in journal
2,052
Aufsatz in Zeitschrift
2,052
Graue Literatur
911
Non-commercial literature
911
Working Paper
911
Arbeitspapier
880
Aufsatz im Buch
76
Book section
76
Hochschulschrift
32
Conference paper
21
Konferenzbeitrag
21
Thesis
17
Article
14
Collection of articles of several authors
13
Sammelwerk
13
research-article
12
Aufsatzsammlung
6
Collection of articles written by one author
6
Sammlung
6
Bibliografie enthalten
5
Bibliography included
5
Konferenzschrift
5
Systematic review
4
Übersichtsarbeit
4
Amtsdruckschrift
1
Case study
1
Conference Paper
1
Conference proceedings
1
Fallstudie
1
Government document
1
Lehrbuch
1
Mehrbändiges Werk
1
Multi-volume publication
1
Reprint
1
review
1
more ...
less ...
Language
All
English
5,685
Undetermined
225
German
34
French
3
Spanish
2
Italian
1
Portuguese
1
more ...
less ...
Author
All
Caporale, Guglielmo Maria
79
McAleer, Michael
51
Spagnolo, Nicola
49
Gupta, Rangan
34
Kočenda, Evžen
31
Diebold, Francis X.
28
Spagnolo, Fabio
25
Yılmaz, Kamil
25
Lux, Thomas
23
Härdle, Wolfgang
21
Bekaert, Geert
19
Chang, Chia-Lin
19
Beirne, John
18
Grobys, Klaus
18
Aizenman, Joshua
17
Floros, Christos
17
Prokopczuk, Marcel
17
Caballero, Ricardo J.
15
Corbet, Shaen
15
Madan, Dilip B.
15
Ryu, Doojin
15
Schlag, Christian
15
Christiansen, Charlotte
14
Christoffersen, Peter F.
14
Krishnamurthy, Arvind
14
Baruník, Jozef
13
Bouri, Elie
13
Feunou, Bruno
13
Geanakoplos, John
13
McMillan, David G.
13
Schmidt, Wolfgang M.
13
Sornette, Didier
13
Tiwari, Aviral Kumar
13
Todorov, Viktor
13
Antonakakis, Nikolaos
12
Bartram, Söhnke M.
12
Blitz, David
12
Branger, Nicole
12
Brown, Gregory W.
12
Degiannakis, Stavros Antonios
12
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
40
National Bureau of Economic Research
30
C.E.P.R. Discussion Papers
6
Cowles Foundation for Research in Economics, Yale University
5
Université Paris-Dauphine (Paris IX)
5
EconWPA
4
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
4
Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
3
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
3
Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
2
Department of Economics and Finance, College of Business and Administration
2
Department of Economics and Finance, College of Business and Economics
2
Department of Economics, Open University
2
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
2
East Asian Bureau of Economic Research (EABER)
2
Federal Reserve Bank of New York
2
Leibniz-Institut für Wirtschaftsforschung Halle
2
SUERF - The European Money and Finance Forum
2
Society for Computational Economics - SCE
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Université Paris-Dauphine
2
Asian Development Bank
1
Asian Regional Exchange for New Alternatives
1
Barcelona Graduate School of Economics (Barcelona GSE)
1
Center for Economic Institutions, Institute of Economic Research
1
Center for Financial Studies
1
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre d'études prospectives et d'informations internationales (CEPII)
1
Centre for Development Economics, Delhi School of Economics
1
Centre for International Macroeconomics
1
Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE), Universidade de Évora
1
Danmarks Nationalbank
1
Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro
1
Departamento de Estadistica, Universidad Carlos III de Madrid
1
Department of Economics and Business, Universitat Pompeu Fabra
1
Department of Economics, Faculty of Economic and Management Sciences
1
Department of Economics, International Business School, Brandeis University
1
Department of Economics, National University of Singapore
1
Department of Economics, Simon Fraser University
1
more ...
less ...
Published in...
All
CESifo working papers
72
Research paper series / Swiss Finance Institute
69
Finance research letters
65
Journal of risk and financial management : JRFM
53
Swiss Finance Institute Research Paper
52
Energy economics
50
Research in international business and finance
49
Applied economics
48
International review of financial analysis
45
Economic modelling
44
International review of economics & finance : IREF
43
Cogent economics & finance
41
MPRA Paper
40
The North American journal of economics and finance : a journal of financial economics studies
39
Journal of international financial markets, institutions & money
38
Discussion paper / Tinbergen Institute
37
NBER working paper series
30
Journal of banking & finance
28
Journal of international money and finance
27
Financial innovation : FIN
26
CESifo Working Paper Series
24
Working paper
24
SAFE working paper
23
International Journal of Financial Studies : open access journal
22
Working paper / National Bureau of Economic Research, Inc.
22
Economics letters
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
Pacific-Basin finance journal
20
Staff reports / Federal Reserve Bank of New York
20
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
NBER Working Paper
19
Applied economics letters
18
ECB Working Paper
18
FEDS Working Paper
18
International journal of finance & economics : IJFE
18
Borsa Istanbul Review
17
International journal of economics and finance
17
SFB 649 discussion paper
17
Applied financial economics
16
IES working paper
16
more ...
less ...
Source
All
ECONIS (ZBW)
5,622
RePEc
268
EconStor
46
Other ZBW resources
13
BASE
1
Showing
1
-
10
of
5,950
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Reviewing the Leverage Cycle
Fostel, Ana
;
Geanakoplos, John
-
Cowles Foundation for Research in Economics, Yale University
-
2013
, including
contagion
, flight to collateral, and swings in the issuance volume of the highest quality debt. We explain the …
Persistent link: https://www.econbiz.de/10010895688
Saved in:
2
Interbank transactions on the intraday frequency : - different market states and the effects of the financial crisis -
Demertzidis, Anastasios
-
2019
The focus of this paper lies in the study of the intraday distribution of the number of transactions and transaction volume (absolute and mean per transaction) in the interbank credit market e-MID in different market states around the events of the financial crisis of 2007. The results show that...
Persistent link: https://www.econbiz.de/10012133514
Saved in:
3
Investors' trading behaviour and stock market volatility during crisis periods : a dual long-memory model for the Korean stock exchange
Caporale, Guglielmo Maria
;
Karanasos, Menelaos
;
Yfanti, …
-
2019
This study examines the impact of investors' buy and sell trades on Korean stock market volatility across two crisis events, the Asian crisis of 1997 and the 2008 global financial crash. We investigate the trading behaviour of domestic vs. foreign and institutional vs. individual investors. Our...
Persistent link: https://www.econbiz.de/10012138660
Saved in:
4
Which is Worse : Heavy Tails or Volatility Clusters?
Traut, Joshua
;
Schadner, Wolfgang
-
2023
Heavy tails and volatility clusters are both stylized facts of financial returns that destabilize markets. The former are extreme events by definition and the latter can accelerate adverse market developments. This work disentangles the two sources and examines which one does the greater damage...
Persistent link: https://www.econbiz.de/10014350927
Saved in:
5
Stock market
contagion
in Central and Eastern Europe : unexpected volatility and extreme co-exceedance
Horváth, Roman
;
Lyócsa, Štefan
;
Baumöhl, Eduard
-
2016
We examine whether there is
contagion
from the U.S. stock market to six Central and Eastern European stock markets. We … use a novel measure of
contagion
that examines whether volatility shocks in the U.S. stock market coupled with negative … set of marketrelated variables, we show that during the period from 1998 to 2014, financial
contagion
occurred, i …
Persistent link: https://www.econbiz.de/10011482691
Saved in:
6
Volatility Spillover in India, USA and Japan Investigation of Recession Effects
Sinha, Pankaj
;
Sinha, Gyanesh
-
Volkswirtschaftliche Fakultät, …
-
2010
the very same day), or dynamic/lagged (with one day lag). A
GARCH
(1,1) model of modelling volatility has been undertaken …
Persistent link: https://www.econbiz.de/10011108677
Saved in:
7
Volatility Spillover in India, USA and Japan Investigation of Recession Effects
Sinha, Pankaj
;
Sinha, Gyanesh
-
Volkswirtschaftliche Fakultät, …
-
2010
the very same day), or dynamic/lagged (with one day lag). A
GARCH
(1,1) model of modelling volatility has been undertaken …
Persistent link: https://www.econbiz.de/10008543770
Saved in:
8
Return and volatility spillovers in equity markets : an investigation using various
GARCH
methodologies
Dedi, Lidija
;
Yavas, Burhan F.
- In:
Cogent economics & finance
4
(
2016
)
1
,
pp. 1-18
: Germany, United Kingdom, China, Russia, and Turkey. MARMA,
GARCH
,
GARCH
-in-mean, and exponential
GARCH
(EGARCH) methodologies …
Persistent link: https://www.econbiz.de/10011597965
Saved in:
9
Volatility and co-movements of the equity markets in Central Europe : evidence from Poland and Hungary
Chmielewska, Anna
- In:
Economic and environmental studies : a journal for …
18
(
2018
)
2
,
pp. 499-513
positive signal for future system stability, it also evidences that the widely used
GARCH
and DCC specifications turn to be …
Persistent link: https://www.econbiz.de/10011874650
Saved in:
10
Forecasting volatility : evidence from the Saudi stock market
Al Rahahleh, Naseem M.
;
Kao, Robert
- In:
Journal of risk and financial management : JRFM
11
(
2018
)
4
,
pp. 1-18
autoregressive conditional heteroskedasticity (
GARCH
)–class models in terms of their in-sample and out-of-sample forecasting accuracy … 2015. The results suggest that the Asymmetric Power of ARCH (APARCH) model is the most accurate model in the
GARCH
class …
Persistent link: https://www.econbiz.de/10011960525
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->