//--> //--> //--> //-->
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
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
Revisiting volatility spillove...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Börsenkurs
52,747
Share price
51,224
Volatility
41,139
Volatilität
40,870
Theorie
26,291
Theory
25,711
Kapitaleinkommen
18,666
Capital income
18,616
Spillover-Effekt
18,579
Spillover effect
18,179
Internationaler Finanzmarkt
18,104
International financial market
17,705
Aktienmarkt
17,689
Schätzung
17,626
Stock market
17,509
Welt
17,479
Estimation
17,182
World
17,153
USA
13,355
United States
12,996
Finanzkrise
9,550
Financial crisis
9,478
ARCH-Modell
7,295
ARCH model
7,208
Correlation
7,006
Korrelation
6,864
Finanzmarkt
6,643
Prognoseverfahren
6,632
Forecasting model
6,548
Financial market
6,542
Wechselkurs
6,241
Exchange rate
6,099
Ankündigungseffekt
6,096
Portfolio-Management
6,065
Announcement effect
6,046
Portfolio selection
6,006
Anlageverhalten
5,573
Behavioural finance
5,506
Geldpolitik
5,170
CAPM
5,148
more ...
less ...
Online availability
All
Free
49,600
Undetermined
29,773
Type of publication
All
Article
69,416
Book / Working Paper
62,388
Journal
255
Other
95
Database
5
Type of publication (narrower categories)
All
Article in journal
60,376
Aufsatz in Zeitschrift
60,376
Working Paper
21,862
Graue Literatur
21,299
Non-commercial literature
21,299
Arbeitspapier
19,554
Aufsatz im Buch
5,402
Book section
5,402
Hochschulschrift
2,653
Thesis
2,122
Collection of articles of several authors
1,520
Sammelwerk
1,520
Konferenzschrift
696
Aufsatzsammlung
644
Collection of articles written by one author
612
Sammlung
612
Conference proceedings
464
Conference paper
454
Konferenzbeitrag
454
Article
389
Bibliografie enthalten
364
Bibliography included
364
Amtsdruckschrift
323
Government document
323
Lehrbuch
214
Textbook
186
Systematic review
155
Übersichtsarbeit
155
research-article
149
Statistik
125
Dissertation u.a. Prüfungsschriften
117
Case study
116
Fallstudie
116
Statistics
104
Glossar enthalten
96
Glossary included
96
Rezension
93
Reprint
92
No longer published / No longer aquired
89
Handbook
76
more ...
less ...
Language
All
English
121,159
Undetermined
4,980
German
3,879
French
879
Spanish
595
Italian
176
Russian
137
Polish
134
Portuguese
116
Dutch
75
Arabic
51
Swedish
30
Czech
28
Hungarian
26
Danish
23
Norwegian
22
Croatian
15
Slovak
14
Romanian
12
Finnish
11
Ukrainian
11
Chinese
7
Serbian
6
Bulgarian
5
Japanese
5
Lithuanian
4
Macedonian
3
Turkish
3
Modern Greek (1453-)
2
Afrikaans
1
Indonesian
1
Kazakh
1
Korean
1
Multiple languages
1
Slovenian
1
Albanian
1
more ...
less ...
Author
All
McAleer, Michael
452
Caporale, Guglielmo Maria
397
Gupta, Rangan
366
Aizenman, Joshua
199
Pierdzioch, Christian
180
Bollerslev, Tim
169
Bekaert, Geert
161
Chang, Chia-Lin
160
McMillan, David G.
152
Bouri, Elie
147
Diebold, Francis X.
142
Hautsch, Nikolaus
141
Belke, Ansgar
139
Narayan, Paresh Kumar
139
Stulz, René M.
139
Tiwari, Aviral Kumar
138
Görg, Holger
136
Eichengreen, Barry
132
Zaremba, Adam
131
Buch, Claudia M.
130
Lux, Thomas
130
Hammoudeh, Shawkat
128
Schmukler, Sergio L.
127
Gil-Alaña, Luis A.
126
Engle, Robert F.
124
Kose, M. Ayhan
124
Obstfeld, Maurice
124
Spagnolo, Nicola
118
Lucey, Brian M.
116
Härdle, Wolfgang
112
Wohar, Mark E.
110
Fratzscher, Marcel
109
Allen, David E.
108
Ma, Feng
108
Claessens, Stijn
107
Koopman, Siem Jan
107
Lane, Philip R.
107
Campbell, John Y.
104
Caporin, Massimiliano
104
Kočenda, Evžen
104
more ...
less ...
Institution
All
National Bureau of Economic Research
1,652
International Monetary Fund (IMF)
831
International Monetary Fund
295
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
275
C.E.P.R. Discussion Papers
133
Federal Reserve Board (Board of Governors of the Federal Reserve System)
73
World Bank
70
OECD
69
Institut für Schweizerisches Bankwesen <Zürich>
56
Federal Reserve Bank of New York
55
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
49
EconWPA
48
Edward Elgar Publishing
48
Internationaler Währungsfonds
47
International Monetary Fund / Monetary and Capital Markets Department
46
HAL
45
CESifo
36
Federal Reserve Bank of St. Louis
36
Université Paris-Dauphine (Paris IX)
35
Ekonomiska forskningsinstitutet <Stockholm>
32
International Monetary Fund / Statistics Dept
32
Institute for the Study of Labor (IZA)
31
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
30
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
28
Federal Reserve Bank of Dallas
28
Internationaler Währungsfonds / Research Department
27
London School of Economics (LSE)
27
Agricultural and Applied Economics Association - AAEA
26
eSocialSciences
26
Federal Reserve Bank of San Francisco
24
UNCTAD
24
Weltbank
24
Centre for Analytical Finance <Århus>
23
Chambre de commerce et d'industrie de Paris
23
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
22
Centre for Economic Policy Research
21
Institut für Weltwirtschaft
21
Inter-American Development Bank
21
Reserve Bank of Australia
21
World Bank Group
21
more ...
less ...
Published in...
All
NBER working paper series
1,625
Working paper / National Bureau of Economic Research, Inc.
1,456
Finance research letters
1,400
NBER Working Paper
1,274
Journal of banking & finance
1,051
International review of financial analysis
1,006
Energy economics
943
Applied economics
856
International review of economics & finance : IREF
815
IMF Working Papers
777
Discussion paper / Centre for Economic Policy Research
756
Journal of financial economics
735
The journal of finance : the journal of the American Finance Association
716
Applied economics letters
708
Economic modelling
676
Economics letters
664
Research in international business and finance
645
Pacific-Basin finance journal
644
Journal of international money and finance
629
IMF working papers
625
The North American journal of economics and finance : a journal of financial economics studies
599
Working paper
576
Journal of international financial markets, institutions & money
569
Applied financial economics
566
CESifo working papers
527
The journal of futures markets
524
Journal of empirical finance
516
Journal of financial and quantitative analysis : JFQA
485
The review of financial studies
482
Journal of econometrics
480
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
430
Review of quantitative finance and accounting
384
The European journal of finance
367
Journal of risk and financial management : JRFM
362
IMF working paper
348
Discussion papers / CEPR
345
Discussion paper / Tinbergen Institute
338
International journal of theoretical and applied finance
324
International journal of economics and finance
323
International journal of economics and financial issues : IJEFI
321
more ...
less ...
Source
All
ECONIS (ZBW)
122,799
RePEc
5,383
EconStor
2,809
USB Cologne (EcoSocSci)
512
BASE
208
Other ZBW resources
195
USB Cologne (business full texts)
191
OLC EcoSci
56
ArchiDok
6
more ...
less ...
Showing
1
-
10
of
132,159
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility
spillover effects between oil and GCC stock markets : a wavelet-based asymmetric dynamic conditional
correlation
approach
Thuy Tien Ho
;
Ngo Thai Hung
- In:
International journal of Islamic and Middle Eastern …
15
(
2022
)
6
,
pp. 1127-1149
Persistent link: https://www.econbiz.de/10014337182
Saved in:
2
Translating financial integration into
correlation
risk : a weekly reporting's viewpoint for the
volatility
behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
3
Volatility
spillover and time-varying
correlation
among the Indian, Asian and US stock markets
Padhi, Puja
;
Lagesh, M. A.
- In:
Journal of quantitative economics : official journal of …
10
(
2012
)
2
,
pp. 78-90
Persistent link: https://www.econbiz.de/10010338416
Saved in:
4
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:
5
Returns, volatilities, and correlations across mature, regional, and frontier markets : evidence from South Asia
Amin, Abu S.
;
Orłowski, Lucjan T.
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
)
3
,
pp. 5-27
Persistent link: https://www.econbiz.de/10010464049
Saved in:
6
Africa stock markets cross-market linkages : a time-varying Dynamic Conditional Correlations (DCC-GARCH) approach
Marozva, Godfrey
- In:
The journal of applied business research
33
(
2017
)
2
,
pp. 321-328
Persistent link: https://www.econbiz.de/10011673887
Saved in:
7
European equity market contagion : an empirical application to Ireland's sovereign debt crisis
Corbet, Shaen
;
Twomey, Cian
- In:
European financial and accounting journal : EFAJ
10
(
2015
)
3
,
pp. 15-34
sovereign debt crisis. A dynamic conditional
correlation
(DCC) multivariate GARCH model is used to estimate to what extent the …
Persistent link: https://www.econbiz.de/10011471074
Saved in:
8
Regional and global
spillovers
and diversification opportunities in the GCC equity sectors
Balcılar, Mehmet
;
Demirer, Rıza
;
Hammoudeh, Shawkat
- In:
Emerging markets review
24
(
2015
),
pp. 160-187
Persistent link: https://www.econbiz.de/10011538565
Saved in:
9
Do gulf stock markets share time varying connectedness
Saeed, Tareq
;
Nautiyal, Neeraj
;
Ur Rehman, Mobeen
; …
- In:
Applied economics
55
(
2023
)
48
,
pp. 5700-5718
Persistent link: https://www.econbiz.de/10014335664
Saved in:
10
Spillover of sentiments between the GCC stock markets
Chowdhury, Shah Saeed Hassan
- In:
Global business review
24
(
2023
)
6
,
pp. 1434-1453
Persistent link: https://www.econbiz.de/10014433227
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...
//-->