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isPartOf:"BIS working papers"
subject:"Financial crisis"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH model"
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Financial crisis
ARCH model
Welt
339
World
339
Finanzkrise
82
Volatility
59
Volatilität
59
Estimation
50
Schätzung
50
Geldpolitik
48
Monetary policy
48
Stock market
45
Aktienmarkt
43
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41
Wirkungsanalyse
41
International financial market
40
Internationaler Finanzmarkt
40
Capital income
35
Kapitaleinkommen
35
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Borio, Claudio E. V.
11
Gambacorta, Leonardo
4
Mensi, Walid
3
White, William R.
3
Aizenman, Joshua
2
Duffie, Darrell
2
Dungey, Mardi H.
2
Haan, Jakob de
2
Hamori, Shigeyuki
2
James, Harold
2
Jiang, Yong
2
Kang, Sang Hoon
2
Kharroubi, Enisse
2
Lin, Ling
2
Tamakoshi, Go
2
Tiwari, Aviral Kumar
2
Wohar, Mark E.
2
Agarwal, Manmohan
1
Aghion, Philippe
1
Agur, Itai
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Ali, Searat
1
Allen, William A.
1
Aloui, Riadh
1
Alves, Ana C. G.
1
Aslan, Aylin
1
Balcilar, Mehmet
1
Bean, Charles R.
1
Bech, Morten L.
1
Ben Aïssa, Mohamed Safouane
1
BenMim, Imen
1
BenSaïda, Ahmed
1
Bhattacharyya, Malay
1
Bracke, Thierry
1
Brei, Michael
1
Chan, Kam C.
1
Chan, Leo H.
1
Chang, Hao Wen
1
Chang, Tsangyao
1
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BIS working papers
The North American journal of economics and finance : a journal of financial economics studies
NBER working paper series
194
NBER Working Paper
176
Working paper / National Bureau of Economic Research, Inc.
162
Journal of international money and finance
154
IMF working papers
143
Journal of banking & finance
123
Energy economics
106
Journal of financial stability
103
Finance research letters
102
Discussion paper / Centre for Economic Policy Research
94
Journal of international financial markets, institutions & money
88
SpringerLink / Bücher
86
Research in international business and finance
85
Discussion papers / CEPR
75
International review of financial analysis
75
Working paper
70
Economic modelling
69
IMF Working Paper
68
Journal of international economics
68
International review of economics & finance : IREF
61
Applied economics
60
CESifo working papers
58
Working paper series / European Central Bank
57
IMF working paper
53
Applied economics letters
51
Policy research working paper : WPS
48
Working papers / Bank for International Settlements
42
Journal of risk and financial management : JRFM
38
BIS Working Paper
37
World Bank Policy Research Working Paper
37
International journal of finance & economics : IJFE
36
ECB Working Paper
35
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
34
Open economies review
34
Economics letters
33
Journal of banking regulation
33
Journal of economic literature
32
Journal of monetary economics
32
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ECONIS (ZBW)
99
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1
Financial development, financial instability, and fiscal policy volatility : international evidence
Ma, Yong
;
Lv, Lin
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014246920
Saved in:
2
How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach
Chang, Hao Wen
;
Chang, Tsangyao
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014247010
Saved in:
3
Upside/downside spillovers between oil and Chinese stock sectors : from the global financial crisis to global pandemic
Mensi, Walid
;
Hanif, Waqas
;
Xuan Vinh Vo
;
Choi, Ki-hong
; …
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014484004
Saved in:
4
The effect of interconnectivity on stock returns during the Global Financial Crisis
Silva, Thiago Christiano
;
Wilhelm, Paulo Victor Berri
; …
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014484139
Saved in:
5
Global stock markets risk contagion : evidence from multilayer connectedness networks in the frequency domain
Ouyang, Zisheng
;
Zhou, Xuewei
;
Lai, Yongzeng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485468
Saved in:
6
Risk spillover analysis of China's financial sectors based on a new GARCH Copula quantile regression model
Tian, Maoxi
;
Guo, Fei
;
Niu, Rong
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014225784
Saved in:
7
Does diversification promote systemic risk?
Wang, Chao
;
Liu, Xiaoxing
;
He, Jianmin
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013449305
Saved in:
8
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
9
Regulation and crises : a concave story
Marchionne, Francesco
;
Pisicoli, Beniamino
;
Fratianni, …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534209
Saved in:
10
Geopolitical risk and stock market volatility in emerging markets : a GARCH - MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Lasisi, …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013538937
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