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~accessRights:"restricted"
~isPartOf:"Annals of financial economics"
~isPartOf:"Journal of commodity markets"
~subject:"Volatilität"
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Search: subject_exact:"Ausstrahlungseffekt"
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Volatilität
Spillover effect
19
Spillover-Effekt
19
Volatility
14
ARCH model
8
ARCH-Modell
8
Aktienmarkt
8
Stock market
8
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Abakah, Emmanuel Joel Aikins
1
Acikgoz, Turker
1
Alkan, Nazlan Belemir
1
Alp, Ozge Sezgin
1
Arfaoui, Nadia
1
Aye, Goodness C.
1
Bouri, Elie
1
Chang, Bisharat Hussain
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Chatziantoniou, Ioannis
1
Costola, Michele
1
Cuñado Eizaguirre, Juncal
1
Ely, Regis Augusto
1
Gabauer, David
1
Gao, Wang
1
Gómez González, José Eduardo
1
Hammoudeh, Shawkat
1
Hardik, Marfatia
1
Hirs-Garzon, Jorge
1
Jain, Prachi
1
Jena, Sangram Keshari
1
Jin, Chen
1
Kang, Sang Hoon
1
Karali, Berna
1
Ke, Yangmin
1
Lorusso, Marco
1
Maitra, Debasish
1
Malik, Muhammad Irfan
1
Malik, Waseem Shahid
1
McIver, Ron
1
McKenzie, Andrew M.
1
Passos, Marcelo de Oliveira
1
Perez de Gracia, Fernando
1
Rashid, Abdul
1
Syed, Qasim Raza
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Taveira, Márcio Taceli
1
Tessmann, Mathias Schneid
1
Tiwari, Aviral Kumar
1
Uhr, Daniel
1
Uribe, Jorge
1
Van Der Westhuizen, Chevaughn
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Annals of financial economics
Journal of commodity markets
Energy economics
94
The North American journal of economics and finance : a journal of financial economics studies
66
International review of financial analysis
56
Finance research letters
51
International review of economics & finance : IREF
44
Research in international business and finance
42
Applied economics
34
Economic modelling
32
Journal of international financial markets, institutions & money
29
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Emerging markets, finance and trade : EMFT
17
Pacific-Basin finance journal
15
International journal of finance & economics : IJFE
13
Applied economics letters
12
Economics letters
10
Global business review
10
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
Journal of banking & finance
9
Journal of international money and finance
9
Theoretical economics letters
9
Global finance journal
8
Emerging markets review
7
Journal of emerging market finance
7
The journal of futures markets
7
Eurasian economic review : a journal in applied macroeconomics and finance
6
The North American journal of economics and finance : a journal of theory and practice
6
Economic research
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Global economy journal : GEJ
5
Journal of economics and finance
5
Journal of economics and finance : JEF
5
Journal of empirical finance
5
Asia Pacific financial markets
4
China finance review international
4
International journal of emerging markets
4
International journal of financial research
4
International journal of forecasting
4
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ECONIS (ZBW)
14
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1
Dynamics of a newly established agricultural commodities market : financialization, hedging and portfolio diversification in Turkey
Acikgoz, Turker
;
Alp, Ozge Sezgin
;
Alkan, Nazlan Belemir
- In:
Annals of financial economics
18
(
2023
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10014442630
Saved in:
2
Dynamic spillovers across precious metals and oil realized volatilities : evidence from quantile extended joint connectedness measures
Cuñado Eizaguirre, Juncal
;
Chatziantoniou, Ioannis
; …
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014426696
Saved in:
3
Realized higher-order moments spillovers between commodity and stock markets : evidence from China
Zhang, Hongwei
;
Jin, Chen
;
Bouri, Elie
;
Gao, Wang
;
Xu, Yahua
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014426824
Saved in:
4
Quantile dependencies and connectedness between stock and precious metals markets
Jain, Prachi
;
Maitra, Debasish
;
McIver, Ron
;
Kang, Sang Hoon
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014426833
Saved in:
5
How do USDA announcements affect international commodity prices?
McKenzie, Andrew M.
;
Ke, Yangmin
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014335236
Saved in:
6
Spillovers among energy commodities and the Russian stock market
Costola, Michele
;
Lorusso, Marco
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014335253
Saved in:
7
Spillovers beyond the variance : exploring the higher order risk linkages between commodity markets and global financial markets
Gómez González, José Eduardo
;
Hirs-Garzon, Jorge
; …
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014335258
Saved in:
8
How far is too far for volatility transmission?
Yang, Yao
;
Karali, Berna
- In:
Journal of commodity markets
26
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013451091
Saved in:
9
Contagion across financial markets during COVID-19 : a look at volatility spillovers between the stock and foreign exchange markets in South Africa
Van Der Westhuizen, Chevaughn
;
Van Eyden, Reneé
;
Aye, …
- In:
Annals of financial economics
17
(
2022
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10013189116
Saved in:
10
Impact of COVID-19 on volatility spillovers across international markets : evidence from VAR asymmetric BEKK GARCH model
Arfaoui, Nadia
;
Yousaf, Imran
- In:
Annals of financial economics
17
(
2022
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10013189123
Saved in:
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