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subject:"Prognoseverfahren"
~isPartOf:"Journal of financial markets"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Spillover effect"
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Prognoseverfahren
Spillover effect
Estimation
319
Schätzung
319
Capital income
116
Kapitaleinkommen
116
Börsenkurs
105
Share price
105
Volatility
94
Volatilität
94
Aktienmarkt
81
Stock market
81
Theorie
59
Theory
59
Risikoprämie
52
Risk premium
52
Welt
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World
51
Forecasting model
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Exchange rate
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Wechselkurs
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ARCH model
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ARCH-Modell
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CAPM
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USA
31
United States
31
Portfolio selection
30
Portfolio-Management
30
Financial crisis
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Finanzkrise
27
Spillover-Effekt
25
Cointegration
23
Kointegration
23
Risk
23
Risiko
22
EU countries
21
EU-Staaten
21
Time series analysis
20
Zeitreihenanalyse
20
Financial market
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Article
73
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English
73
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Narayan, Paresh Kumar
6
Sharma, Susan Sunila
3
Antonakakis, Nikolaos
2
Bouri, Elie
2
Devpura, Neluka
2
Dinh Hoang Bach Phan
2
Finta, Marinela Adriana
2
Ge̜bka, Bartosz
2
Kočenda, Evžen
2
Wohar, Mark E.
2
Zaremba, Adam
2
Aboura, Sofiane
1
Alexandridis, Antonios K.
1
Andersen, Torben
1
Apergis, Iraklis
1
Apostolakis, George N.
1
Ashour, Samar
1
Atenga, Eric Martial Etoundi
1
Avramov, Doron
1
Babalos, Vassilios
1
Baltas, Nick
1
Baruník, Jozef
1
BenSaïda, Ahmed
1
Bernales, Alejandro
1
Bilgin, Mehmet Huseyin
1
Bonato, Matteo
1
Bondarenko, Oleg
1
Borochin, Paul
1
Bu, Ruijun
1
Buchner, Axel
1
Buncic, Daniel
1
Bénassy-Quéré, Agnès
1
Cakici, Nusret
1
Cannavan, Damien
1
Cao, Charles Q.
1
Cepni, Oguzhan
1
Chakraborty, Sandip
1
Chatzivgeri, Eleni
1
Chi, Xie
1
Chi, Yeguang
1
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Journal of financial markets
Journal of international financial markets, institutions & money
International journal of forecasting
151
Applied economics
107
Journal of forecasting
107
Finance research letters
106
Journal of banking & finance
90
International review of financial analysis
89
Economic modelling
88
Energy economics
81
The North American journal of economics and finance : a journal of financial economics studies
78
International review of economics & finance : IREF
76
Discussion paper / Centre for Economic Policy Research
75
Working paper / National Bureau of Economic Research, Inc.
75
Applied economics letters
74
NBER working paper series
74
Journal of empirical finance
73
NBER Working Paper
73
CESifo working papers
72
Working paper
68
Journal of econometrics
67
Economics letters
62
Journal of financial economics
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Journal of international money and finance
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
Discussion paper / Tinbergen Institute
44
Pacific-Basin finance journal
38
Research in international business and finance
38
Discussion paper
36
Journal of applied econometrics
36
Discussion paper series / IZA
35
Journal of risk and financial management : JRFM
35
Discussion papers / CEPR
34
Working paper series / European Central Bank
34
Finance and economics discussion series
33
The European journal of finance
32
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
30
Discussion paper / Deutsche Bundesbank
29
International journal of finance & economics : IJFE
29
Management science : journal of the Institute for Operations Research and the Management Sciences
29
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ECONIS (ZBW)
73
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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
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:
4
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:
5
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:
6
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:
7
Equity premium prediction : the role of information from the options market
Alexandridis, Antonios K.
;
Apergis, Iraklis
;
Panopulu, …
- In:
Journal of financial markets
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014466117
Saved in:
8
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
Saved in:
9
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
10
Investor sentiment, style investing, and momentum
Ashour, Samar
;
Hao, Qing
;
Harper, Adam
- In:
Journal of financial markets
62
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014226768
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