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~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~isPartOf:"The journal of futures markets"
~subject:"Aktienindex"
~subject:"Spillover effect"
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Aktienindex
Spillover effect
ARCH model
326
ARCH-Modell
326
Volatility
206
Volatilität
206
Estimation
99
Schätzung
99
Aktienmarkt
67
Stock market
67
Capital income
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Kapitaleinkommen
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United States
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Forecasting model
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Prognoseverfahren
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Theorie
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Zeitreihenanalyse
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Hedging
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Spillover-Effekt
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Commodity derivative
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Correlation
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Korrelation
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Welt
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Stock index
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Risk measure
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Ahmed, Abdullahi Dahir
2
Ben Sita, Bernard
2
Chiang, Min-Hsien
2
Huo, Rui
2
Iglesias, Emma M.
2
Abdallah, Oussama
1
Abosedra, Salah S.
1
Ahn, Eun S.
1
Ajmi, Ahdi Noomen
1
Alotaibi, Abdullah R.
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Amanjot Singh
1
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1
Andrikopulos, Andreas A.
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1
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1
Beer, Jesse de
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Boubaker, Adel
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1
Cao, Yufei
1
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1
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1
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1
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1
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1
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Applied financial economics
Economic modelling
The journal of futures markets
Energy economics
54
The North American journal of economics and finance : a journal of financial economics studies
43
International review of financial analysis
39
Research in international business and finance
38
Finance research letters
32
International review of economics & finance : IREF
27
Journal of international financial markets, institutions & money
23
Applied economics
22
Journal of risk and financial management : JRFM
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Discussion paper / Tinbergen Institute
15
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
14
International Journal of Energy Economics and Policy : IJEEP
13
Econometric Institute research papers
12
International journal of economics and financial issues : IJEFI
12
Applied economics letters
11
Cogent economics & finance
11
Global business review
11
Journal of banking & finance
11
International Journal of Financial Studies : open access journal
10
International journal of financial research
10
Journal of empirical finance
10
CESifo working papers
9
Finance India : the quarterly journal of Indian Institute of Finance
9
Financial innovation : FIN
9
Journal of risk
9
Pacific-Basin finance journal
9
Afro-Asian Journal of Finance and Accounting : AAJFA
8
Finance a úvěr
8
International journal of finance & economics : IJFE
8
Journal of economics and finance
8
Journal of emerging market finance
8
The empirical economics letters : a monthly international journal of economics
8
Theoretical economics letters
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Economics letters
7
Emerging markets review
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
62
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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 correlations and volatility spillovers between subsectoral clean-energy stocks and commodity futures markets : a hedging perspective
Coskun, Merve
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1727-1749
Persistent link: https://www.econbiz.de/10014433002
Saved in:
3
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
4
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:
5
Volatility spillovers : a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 868-887
Persistent link: https://www.econbiz.de/10013187611
Saved in:
6
Exploring the dynamics of the equity-commodity nexus : a study of base metal futures
Saishree, Ipsita
;
Padhi, Puja
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1573-1596
Persistent link: https://www.econbiz.de/10013288006
Saved in:
7
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:
8
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:
9
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:
10
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
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