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~isPartOf:"International review of financial analysis"
~subject:"ARCH model"
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ARCH model
Capital income
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International review of financial analysis
Energy economics
88
Finance research letters
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Research in international business and finance
74
The North American journal of economics and finance : a journal of financial economics studies
73
Economic modelling
66
International review of economics & finance : IREF
61
Journal of empirical finance
57
Applied economics
51
Journal of international financial markets, institutions & money
50
Journal of banking & finance
45
International journal of forecasting
35
Applied financial economics
33
Journal of risk and financial management : JRFM
33
Applied economics letters
32
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
31
Journal of forecasting
29
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
27
International journal of finance & economics : IJFE
25
Journal of econometrics
25
Economics letters
24
Cogent economics & finance
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Working paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion paper / Tinbergen Institute
21
Pacific-Basin finance journal
21
International journal of economics and finance
20
International journal of economics and financial issues : IJEFI
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Econometric Institute research papers
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International Journal of Energy Economics and Policy : IJEEP
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Review of quantitative finance and accounting
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Journal of financial econometrics
18
Global business review
17
International Journal of Financial Studies : open access journal
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Journal of economics and finance
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Journal of international money and finance
17
The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
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1
Price and volatility spillovers across North American, European and Asian stock markets
Singh, Priyanka D.
;
Kumar, Brajesh
;
Pandey, Ajay
- In:
International review of financial analysis
19
(
2010
)
1
,
pp. 55-64
Persistent link: https://www.econbiz.de/10008668720
Saved in:
2
Time varying volatility indices and their determinants : evidence from developed and emerging stock markets
Prasad, Nalin
;
Grant, Andrew
;
Kim, Suk-Joong
- In:
International review of financial analysis
60
(
2018
),
pp. 115-126
Persistent link: https://www.econbiz.de/10012007551
Saved in:
3
Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe
;
Cipollini, Andrea
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
Saved in:
4
The transmission of market shocks and bilateral linkages : evidence from emerging economies
Balli, Faruk
;
Balli, Hatice Ozer
;
Jean-Louis, Rosmy
; …
- In:
International review of financial analysis
42
(
2015
),
pp. 349-357
Persistent link: https://www.econbiz.de/10011573526
Saved in:
5
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
6
Intra- and inter-regional return and volatility spillovers across emerging and developed markets : evidence from stock indices and stock index futures
Yarovaya, Larisa
;
Brzeszczyński, Janusz
;
Lau, Chi Keung
- In:
International review of financial analysis
43
(
2016
),
pp. 96-114
Persistent link: https://www.econbiz.de/10011623719
Saved in:
7
Price discovery for cross-listed firms with foreign IPOs
Alhaj-Yaseen, Yaseen S.
;
Lam, Eddery
;
Barkoulas, John T.
- In:
International review of financial analysis
31
(
2014
),
pp. 80-87
Persistent link: https://www.econbiz.de/10010461534
Saved in:
8
Illiquidity, return and risk in G7 stock markets : interdependencies and spillovers
Andrikopulos, Andreas A.
;
Angelidis, Timotheos
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 118-127
Persistent link: https://www.econbiz.de/10010529618
Saved in:
9
Risk transmission between Islamic and conventional stock markets : a return and volatility spillover analysis
Shahzad, Syed Jawad Hussain
;
Ferrer, Román
;
Ballester, …
- In:
International review of financial analysis
52
(
2017
),
pp. 9-26
Persistent link: https://www.econbiz.de/10011868686
Saved in:
10
Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management
Tsuji, Chikashi
- In:
International review of financial analysis
70
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012318292
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