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subject:"Volatilität"
~isPartOf:"Econometric Institute research papers"
~subject:"Geldpolitik"
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Search: subject_exact:"Spillovers"
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Volatilität
Geldpolitik
Spillover effect
26
Spillover-Effekt
26
Volatility
21
ARCH model
12
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12
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McAleer, Michael
21
Chang, Chia-Lin
15
Tansuchat, Roengchai
4
Wang, Yu-Ann
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Allen, David E.
2
Caporin, Massimiliano
1
Chang, Chia-Ling
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Chen, Jinghui
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Hakim, Abdul
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Hammoudeh, Shawkat M.
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Khamkaew, Thanchanok
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Li, Yiying
1
Liu, Chia-Ping
1
Powell, Robert
1
Pérez Amaral, Teodosio
1
Radalj, Kim
1
Singh, Abhay Kumar
1
Tian, Jiarong
1
Wang, Chien-Hsun
1
Wang, Yanghuiting
1
Yuan, Yuan
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Zuo, Guangdong
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Econometric Institute research papers
Energy economics
104
The North American journal of economics and finance : a journal of financial economics studies
79
International review of financial analysis
75
Journal of international money and finance
61
International review of economics & finance : IREF
56
Research in international business and finance
56
Finance research letters
54
Economic modelling
53
Applied economics
45
IMF working papers
38
Journal of risk and financial management : JRFM
38
Journal of international financial markets, institutions & money
37
Working paper series / European Central Bank
37
CESifo working papers
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
IMF Working Paper
24
Applied economics letters
23
Journal of banking & finance
23
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
22
Discussion papers / CEPR
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Economics letters
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Pacific-Basin finance journal
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Discussion paper / Tinbergen Institute
18
Emerging markets, finance and trade : EMFT
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International journal of finance & economics : IJFE
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International Journal of Energy Economics and Policy : IJEEP
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Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
2
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
3
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011432792
Saved in:
4
Volatility spillovers for spot, futures, and ETF prices in Energy and Agriculture
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541148
Saved in:
5
Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China
Chang, Chia-Lin
;
McAleer, Michael
;
Tian, Jiarong
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541151
Saved in:
6
Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yanghuiting
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500276
Saved in:
7
An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Chien-Hsun
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500282
Saved in:
8
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2016
Persistent link: https://www.econbiz.de/10011823323
Saved in:
9
Modelling volatility spillovers for bio-ethanol, sugarcane and corn
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2016
-
Revised
Persistent link: https://www.econbiz.de/10011448000
Saved in:
10
Testing for a common volatility process and information spillovers in bivariate financial time series models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2016
-
Revised
Persistent link: https://www.econbiz.de/10011448006
Saved in:
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