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isPartOf:"The econometrics journal"
~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~subject:"Finanzkrise"
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Search: subject_exact:"ARCH-Modell"
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Finanzkrise
ARCH model
296
ARCH-Modell
296
Volatility
181
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181
Estimation
83
Schätzung
83
Aktienmarkt
63
Stock market
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Hamori, Shigeyuki
2
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2
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1
Ahmed, Abdullahi Dahir
1
Andrikopulos, Andreas A.
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The econometrics journal
Applied financial economics
Economic modelling
International review of economics & finance : IREF
17
Journal of international financial markets, institutions & money
17
International review of financial analysis
15
Research in international business and finance
14
Applied economics
12
Energy economics
10
The North American journal of economics and finance : a journal of financial economics studies
9
Cogent economics & finance
8
Finance research letters
8
Journal of banking & finance
7
Journal of international money and finance
7
International journal of economics and finance
5
Journal of risk and financial management : JRFM
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The European journal of finance
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The empirical economics letters : a monthly international journal of economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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CESifo working papers
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International journal of economics and financial issues : IJEFI
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Journal of Asian economics
4
Journal of risk
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Pacific-Basin finance journal
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The journal of applied business research
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Asia-Pacific financial markets
3
Borradores de economía
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Econometric Institute research papers
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Economic research
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Emerging markets review
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Global business review
3
International Journal of Financial Studies : open access journal
3
International journal of financial research
3
Journal of financial stability
3
Journal of quantitative economics : official journal of the Indian Econometric Society
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Review of quantitative finance and accounting
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Annals of economics and finance
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BOFIT discussion papers
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ECONIS (ZBW)
25
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1
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
2
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
3
The golden hedge : from global financial crisis to global pandemic
Burdekin, Richard C. K.
;
Tao, Ran
- In:
Economic modelling
95
(
2021
),
pp. 170-180
Persistent link: https://www.econbiz.de/10012695921
Saved in:
4
Impacts of China's crash on Asia-Pacific financial integration : volatility interdependence, information transmission and market co-movement
Ahmed, Abdullahi Dahir
;
Huo, Rui
- In:
Economic modelling
79
(
2019
),
pp. 28-46
Persistent link: https://www.econbiz.de/10012199007
Saved in:
5
Intersectoral default contagion : a multivariate Poisson autoregression analysis
Escribano, Ana
;
Maggi, Mario Alessandro
- In:
Economic modelling
82
(
2019
),
pp. 376-400
Persistent link: https://www.econbiz.de/10012203181
Saved in:
6
Volatility spillover shifts in global financial markets
BenSaïda, Ahmed
;
Litimi, Houda
;
Abdallah, Oussama
- In:
Economic modelling
73
(
2018
),
pp. 343-353
Persistent link: https://www.econbiz.de/10012100545
Saved in:
7
Returns, correlations, and volatilities in equity markets : evidence from six OECD countries during the US financial crisis
Kim, Hyun Seok
;
Min, Hong-ghi
;
McDonald, Judith Ann
- In:
Economic modelling
59
(
2016
),
pp. 9-22
Persistent link: https://www.econbiz.de/10011647590
Saved in:
8
On the study of contagion in the context of the subprime crisis : a dynamic conditional correlation-multivariate GARCH approach
Hemche, Omar
;
Jawadi, Fredj
;
Maliki, Samir B.
;
Cheffou, …
- In:
Economic modelling
52
(
2016
),
pp. 292-299
Persistent link: https://www.econbiz.de/10011645655
Saved in:
9
Financial crises and dynamic linkages across international stock and currency markets
Dua, Pami
;
Tuteja, Divya
- In:
Economic modelling
59
(
2016
),
pp. 249-261
Persistent link: https://www.econbiz.de/10011647825
Saved in:
10
The impact of financial crises on the risk-return tradeoff and the leverage effect
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
; …
- In:
Economic modelling
49
(
2015
),
pp. 407-418
Persistent link: https://www.econbiz.de/10011439598
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