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~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Spillover effect"
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Search: subject_exact:"ARCH model"
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Spillover effect
ARCH model
476
ARCH-Modell
476
Volatility
328
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328
Estimation
160
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160
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146
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Mensi, Walid
3
Ahmed, Abdullahi Dahir
2
Apostolakis, George N.
2
Ben Sita, Bernard
2
Floros, Christos
2
Hammoudeh, Shawkat
2
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2
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Xuan Vinh Vo
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1
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1
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Applied financial economics
Economic modelling
International review of economics & finance : IREF
Journal of international financial markets, institutions & money
Energy economics
50
Research in international business and finance
32
The North American journal of economics and finance : a journal of financial economics studies
32
International review of financial analysis
31
Finance research letters
24
Journal of risk and financial management : JRFM
14
Applied economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Econometric Institute research papers
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Global business review
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Pacific-Basin finance journal
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International journal of finance & economics : IJFE
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Theoretical economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Eurasian economic review : a journal in applied macroeconomics and finance
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Finance a úvěr
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Global finance journal
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International journal of economics and financial issues : IJEFI
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Journal of international money and finance
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The journal of futures markets
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ECONIS (ZBW)
70
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1
Exploring the interconnectedness of China's new energy and stock markets : a study on volatility spillovers and dynamic correlations
Li, Guangchen
;
Shen, Z. Y.
;
Song, Malin
;
Wei, Weixian
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 471-484
Persistent link: https://www.econbiz.de/10014446780
Saved in:
2
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:
3
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:
4
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:
5
The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies
Tian, Maoxi
;
El Khoury, Rim
;
Alshater, Muneer Maher
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014246021
Saved in:
6
Spreading of cross-market volatility information : evidence from multiplex network analysis of volatility spillovers
Gong, Jue
;
Wang, Gang-Jin
;
Zhou, Yang
;
Zhu, You
;
Chi, Xie
; …
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014306328
Saved in:
7
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:
8
On bank return and volatility spillovers : identifying transmitters and receivers during crisis periods
Apostolakis, George N.
;
Floros, Christos
;
Giannellis, …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 156-176
Persistent link: https://www.econbiz.de/10013542907
Saved in:
9
Factor volatility spillover and its implications on factor premia
Shi, Huai-Long
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013533171
Saved in:
10
The study of co-movement risk in the context of the Belt and Road Initiative
Hsu, Ching-Chi
;
Chien, Fengsheng
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 1130-1152
Persistent link: https://www.econbiz.de/10013343223
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