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accessRights:"restricted"
subject:"Share price"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Spillover effect"
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Share price
Spillover effect
Estimation
274
Schätzung
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Volatility
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Volatilität
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Capital income
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Narayan, Paresh Kumar
5
Mensi, Walid
3
Zaremba, Adam
3
Cakici, Nusret
2
Dinh Hoang Bach Phan
2
Kang, Sang Hoon
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of international financial markets, institutions & money
Finance research letters
133
The North American journal of economics and finance : a journal of financial economics studies
99
International review of economics & finance : IREF
95
International review of financial analysis
91
Economic modelling
82
Applied economics
81
Energy economics
72
Discussion paper / Centre for Economic Policy Research
69
Research in international business and finance
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58
Journal of banking & finance
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Pacific-Basin finance journal
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Working paper / National Bureau of Economic Research, Inc.
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Applied economics letters
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Journal of econometrics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
35
Journal of financial economics
34
Review of quantitative finance and accounting
33
Economics letters
32
Management science : journal of the Institute for Operations Research and the Management Sciences
31
Emerging markets, finance and trade : EMFT
30
Journal of international money and finance
30
Discussion papers / CEPR
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Journal of financial markets
28
The European journal of finance
28
International journal of finance & economics : IJFE
27
International journal of economics and finance
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Quantitative finance
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SpringerLink / Bücher
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Economic research
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Global finance journal
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International journal of emerging markets
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Journal of economic dynamics & control
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
The journal of futures markets
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
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ECONIS (ZBW)
74
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1
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
2
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
3
Spillover effects of disaggregated macroeconomic uncertainties on U.S. real activity : evidence from the quantile vector autoregressive connectedness approach
Ben Haddad, Hedi
;
Mezghani, Imed
;
Medhioub, Imed
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
2
,
pp. 829-858
Persistent link: https://www.econbiz.de/10014519714
Saved in:
4
Tail risk, beta anomaly, and demand for lottery : what explains cross-sectional variations in equity returns?
Ali, Asgar
;
Badhani, K. N.
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
2
,
pp. 775-804
Persistent link: https://www.econbiz.de/10014329083
Saved in:
5
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
6
Key market identification, mechanism transmission, and extreme shock during the risk spillover process : an empirical study of the G20 FOREX markets
Zhou, Wei
;
Guo, Jin
;
Chen, Ning
;
Lu, Shuai
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2549-2582
Persistent link: https://www.econbiz.de/10014388965
Saved in:
7
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
8
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
9
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
Saved in:
10
European stock market volatility connectedness : the role of country and sector membership
Vidal-Llana, Xenxo
;
Uribe, Jorge
;
Guillén, Montserrat
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014245900
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