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~isPartOf:"Applied economics"
~subject:"ARCH model"
~subject:"Finanzmarkt"
~type:"article"
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Search: subject_exact:"Ausstrahlungseffekt"
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ARCH model
Finanzmarkt
Spillover effect
93
Spillover-Effekt
93
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34
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34
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20
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20
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Akdoğu, Serpil Kahraman
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Applied economics
Energy economics
48
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33
The North American journal of economics and finance : a journal of financial economics studies
33
International review of economics & finance : IREF
29
Finance research letters
28
International review of financial analysis
28
Economic modelling
25
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17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
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12
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Panoeconomicus
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The journal of risk finance : JRF
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Asia-Pacific journal of management research and innovation : APJMRI
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Risk spillover effect of global financial markets in the context of novel coronavirus epidemic
Hu, Liqin
;
Zheng, Qiuyan
;
Chang, Tsangyao
- In:
Applied economics
56
(
2024
)
22
,
pp. 2654-2670
Persistent link: https://www.econbiz.de/10014525404
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2
Do gulf stock markets share time varying connectedness
Saeed, Tareq
;
Nautiyal, Neeraj
;
Ur Rehman, Mobeen
; …
- In:
Applied economics
55
(
2023
)
48
,
pp. 5700-5718
Persistent link: https://www.econbiz.de/10014335664
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3
Volatility transmission between the Japanese stock market and the Western stock market indices : time & frequency domain connectedness analysis with high-frequency data
Akdoğu, Serpil Kahraman
;
Keser, Merve
- In:
Applied economics
54
(
2022
)
6
,
pp. 670-684
Persistent link: https://www.econbiz.de/10012874238
Saved in:
4
BREXIT : equity market contagion and transmission channels
Ayadi, Ahmed
- In:
Applied economics
54
(
2022
)
34
,
pp. 3933-3952
Persistent link: https://www.econbiz.de/10013410855
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5
Spillovers on sectoral sukuk returns : evidence from country level analysis
Syed Mabruk Billah
;
Balli, Faruk
;
Balli, Hatice Ozer
- In:
Applied economics
54
(
2022
)
38
,
pp. 4402-4432
Persistent link: https://www.econbiz.de/10013410976
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6
Asymmetric volatility spillovers and consumption risk-sharing
Uribe, Jorge
;
Chuliá, Helena
- In:
Applied economics
53
(
2021
)
35
,
pp. 4100-4117
Persistent link: https://www.econbiz.de/10012589560
Saved in:
7
Spillovers across European sovereign credit markets and role of surprise and uncertainty
Bekiros, Stelios
;
Shahzad, Syed Jawad Hussain
;
Jammazi, …
- In:
Applied economics
52
(
2020
)
8
,
pp. 851-865
Persistent link: https://www.econbiz.de/10012197481
Saved in:
8
Spillover effects in the global copper futures markets: asymmetric multivariate GARCH approaches
Lee, Hyun-Bock
;
Park, Cheol-Ho
- In:
Applied economics
52
(
2020
)
54
,
pp. 5909-5920
Persistent link: https://www.econbiz.de/10012308379
Saved in:
9
Volatility spillovers among oil and stock markets in the US and Saudi Arabia
Finta, Marinela Adriana
;
Frijns, Bart
;
Tiurani-Rad, Alireza
- In:
Applied economics
51
(
2019
)
4
,
pp. 329-345
Persistent link: https://www.econbiz.de/10012160526
Saved in:
10
Policy uncertainty and international financial markets : the case of Brexit
Belke, Ansgar
;
Dubova, Irina
;
Osowski, Thomas
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3752-3770
Persistent link: https://www.econbiz.de/10012059409
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