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isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Aktienmarkt"
~subject:"Spillover effect"
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Search: subject_exact:"Lower partial moments"
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Aktienmarkt
Spillover effect
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Gupta, Rangan
3
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Asai, Manabu
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Changqing, Luo
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Cuñado Eizaguirre, Juncal
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Go, You-How
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
20
Finance research letters
17
International review of financial analysis
16
Economic modelling
15
Journal of international financial markets, institutions & money
11
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International review of economics & finance : IREF
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7
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Journal of banking & finance
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Discussion paper / Tinbergen Institute
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of finance & economics : IJFE
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Journal of risk and financial management : JRFM
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Risks : open access journal
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Stock market volatility
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Emerging markets, finance and trade : EMFT
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Journal of financial stability
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Journal of international money and finance
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Journal of multinational financial management
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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The European journal of finance
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The journal of wealth management : JWM
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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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Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
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Economic annals
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Eurasian economic review : a journal in applied macroeconomics and finance
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Financial innovation : FIN
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International journal of economics and financial issues : IJEFI
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International journal of forecasting
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ECONIS (ZBW)
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1
GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets
Yao, Can-Zhong
;
Li, Min-Jian
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483642
Saved in:
2
COVID-19 and extreme risk spillovers between oil and BRICS stock markets : a multiscale perspective
Jin, Xiu
;
Liu, Yueli
;
Yu, Jinming
;
Huang, Weiqiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485324
Saved in:
3
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
4
Extreme risk transmission channels between the stock index futures and spot markets : evidence from China
Jian, Zhihong
;
Li, Xupei
;
Zhu, Zhican
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413574
Saved in:
5
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:
6
Multiscale features of extreme risk spillover networks among global stock markets
Ren, Ying-hua
;
Zhao, Wanru
;
You, Wan-hai
;
Zhu, Huiming
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013538942
Saved in:
7
Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach
Zhang, Yue-jun
;
Bouri, Elie
;
Gupta, Rangan
;
Ma, Shu-Jiao
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667384
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8
Multiscale financial risk contagion between international stock markets : evidence from EMD-Copula-CoVaR analysis
Changqing, Luo
;
Liu, Lan
;
Wang, Da
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013187623
Saved in:
9
Extreme risk spillovers between crude palm oil prices and exchange rates
Go, You-How
;
Lau, Wee-Yeap
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013188167
Saved in:
10
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
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