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~isPartOf:"Economic modelling"
~isPartOf:"Journal of commodity markets"
~subject:"Volatilität"
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Search: subject_exact:"Ausstrahlungseffekt"
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Volatilität
Spillover effect
117
Spillover-Effekt
117
Volatility
40
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25
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25
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23
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23
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Ahmed, Abdullahi Dahir
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Abosedra, Salah S.
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An, Henry
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Economic modelling
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
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
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Pacific-Basin finance journal
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International journal of finance & economics : IJFE
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Applied economics letters
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Global business review
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Journal of international money and finance
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Theoretical economics letters
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Journal of emerging market finance
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The journal of futures markets
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Annals of financial economics
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Eurasian economic review : a journal in applied macroeconomics and finance
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The North American journal of economics and finance : a journal of theory and practice
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Economic research
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Global economy journal : GEJ
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Journal of economics and finance
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Journal of economics and finance : JEF
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Journal of empirical finance
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Asia Pacific financial markets
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China finance review international
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International journal of emerging markets
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International journal of financial research
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ECONIS (ZBW)
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1
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:
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
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
9
Dynamic volatility spillover effects between wind and solar power generations : implications for hedging strategies and a sustainable power sector
Song, Feng
;
Cui, Jian
;
Yu, Yihua
- In:
Economic modelling
116
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014513221
Saved in:
10
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:
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