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~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of international money and finance"
~subject:"Spillover effect"
~type_genre:"Article in journal"
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Search: subject_exact:"ARCH model"
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Spillover effect
ARCH model
302
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302
Volatility
195
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90
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90
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75
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Ahmed, Abdullahi Dahir
2
Ben Sita, Bernard
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Huo, Rui
2
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1
Abosedra, Salah S.
1
Alotaibi, Abdullah R.
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Amanjot Singh
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Applied financial economics
Economic modelling
Journal of international money and finance
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
International review of economics & finance : IREF
22
Journal of international financial markets, institutions & money
16
Journal of risk and financial management : JRFM
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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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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International Journal of Energy Economics and Policy : IJEEP
11
Global business review
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Cogent economics & finance
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Pacific-Basin finance journal
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Financial innovation : FIN
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International journal of finance & economics : IJFE
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International journal of financial research
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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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The journal of futures markets
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Annals of financial economics
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Emerging markets, finance and trade : EMFT
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of bonds and derivatives
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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
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:
3
Measuring 25 years of global equity market co-movement using a time-varying spatial model
Heil, Thomas L. A.
;
Peter, Franziska Julia
;
Prange, Philipp
- In:
Journal of international money and finance
128
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013438365
Saved in:
4
Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?
Jiang, Kunliang
;
Ye, Wuyi
- In:
Economic modelling
117
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014229176
Saved in:
5
Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market : the case of Australia
Amanjot Singh
- In:
Economic modelling
97
(
2021
),
pp. 45-57
Persistent link: https://www.econbiz.de/10012793297
Saved in:
6
Is volatility spillover enough for investor decisions? : a new viewpoint from higher moments
He, Xie
;
Hamori, Shigeyuki
- In:
Journal of international money and finance
116
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013206923
Saved in:
7
Volatility transmission between oil prices and banks' stock prices as a new source of instability : lessons from the United States experience
Ehouman, Yao Axel
- In:
Economic modelling
91
(
2020
),
pp. 198-217
Persistent link: https://www.econbiz.de/10012429033
Saved in:
8
Price volatility spillovers between supply chain and innovation of financial pledges in China
Hu, Haiqing
;
Chen, Di
;
Sui, Bo
;
Zhang, Lang
;
Wang, Yinyin
- In:
Economic modelling
89
(
2020
),
pp. 397-413
Persistent link: https://www.econbiz.de/10012426120
Saved in:
9
Exploring GDP growth volatility spillovers across countries
Abosedra, Salah S.
;
Araissi, Mahmoud
;
Ben Sita, Bernard
; …
- In:
Economic modelling
89
(
2020
),
pp. 577-589
Persistent link: https://www.econbiz.de/10012426246
Saved in:
10
Volatility spillovers across European stock markets under the uncertainty of Brexit
Li, Hong
- In:
Economic modelling
84
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012210266
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