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~isPartOf:"Economic modelling"
~isPartOf:"Journal of commodity markets"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Volatilität"
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Search: subject_exact:"Ausstrahlungseffekt"
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Volatilität
Spillover effect
172
Spillover-Effekt
172
Volatility
69
Welt
42
World
42
Estimation
40
Schätzung
40
Aktienmarkt
38
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ARCH model
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ARCH-Modell
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Spillovers
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Capital income
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Internationaler Finanzmarkt
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Oil price
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69
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Bouri, Elie
3
Abid, Ilyes
2
Ahmed, Abdullahi Dahir
2
Chen, Jing
2
Chi, Xie
2
Hammoudeh, Shawkat
2
Huo, Rui
2
Kang, Sang Hoon
2
Lau, Chi Keung
2
Lucey, Brian M.
2
Uribe, Jorge
2
Urom, Christian
2
Wang, Gang-Jin
2
Zhou, Wei-Xing
2
Abakah, Emmanuel Joel Aikins
1
Abdallah, Oussama
1
Abedin, Mohammad Zoynul
1
Abosedra, Salah S.
1
Alshater, Muneer Maher
1
An, Henry
1
Antal, Mark
1
Antonakakis, Nikolaos
1
Apergēs, Nikolaos
1
Apostolakis, George N.
1
Apostolou, Apostolos
1
Araissi, Mahmoud
1
Atenga, Eric Martial Etoundi
1
Avdoulas, Christos
1
Babalos, Vassilios
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Badinger, Harald
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Beirne, John
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Bekiros, Stelios
1
Ben Sita, Bernard
1
BenSaïda, Ahmed
1
Benkraiem, Ramzi
1
Bilgin, Mehmet Huseyin
1
Bonato, Matteo
1
Boubaker, Sabri
1
Brzeszczyński, Janusz
1
Cao, Yufei
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Economic modelling
Journal of commodity markets
Journal of international financial markets, institutions & money
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
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
Annals of financial economics
6
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
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ECONIS (ZBW)
69
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1
Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets
Wang, Yong
;
Liu, Shimiao
;
Abedin, Mohammad Zoynul
; …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494792
Saved in:
2
From black gold to financial fallout : analyzing extreme risk spillovers in oil-exporting nations
Abid, Ilyes
;
Benkraiem, Ramzi
;
Mzoughi, Hela
;
Urom, …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014494830
Saved in:
3
The asymmetric dynamics of stock-bond liquidity correlation in China : the role of macro-financial determinants
Pan, Beier
- In:
Economic modelling
124
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463273
Saved in:
4
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:
5
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:
6
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:
7
Realized higher-order moments spillovers across cryptocurrencies
Apergēs, Nikolaos
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014433236
Saved in:
8
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
9
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi
;
Dai, Peng-Fei
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014482970
Saved in:
10
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
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