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~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~isPartOf:"The journal of futures markets"
~subject:"Kapitaleinkommen"
~subject:"Spillover effect"
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Kapitaleinkommen
Spillover effect
ARCH model
326
ARCH-Modell
326
Volatility
206
Volatilität
206
Estimation
99
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99
Aktienmarkt
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Ahmed, Abdullahi Dahir
2
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Harris, Richard D. F.
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Huang, Zhuo
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Huo, Rui
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Iglesias, Emma M.
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Lai, Yu-Sheng
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Applied financial economics
Economic modelling
The journal of futures markets
Energy economics
85
Finance research letters
77
International review of financial analysis
67
The North American journal of economics and finance : a journal of financial economics studies
66
Research in international business and finance
61
International review of economics & finance : IREF
56
Journal of empirical finance
50
Journal of international financial markets, institutions & money
45
Applied economics
41
Journal of banking & finance
36
International journal of forecasting
35
Journal of risk and financial management : JRFM
32
The European journal of finance
29
Applied economics letters
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Journal of forecasting
28
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
27
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
24
Journal of econometrics
24
Cogent economics & finance
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Discussion paper / Tinbergen Institute
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Pacific-Basin finance journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Economics letters
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International journal of economics and financial issues : IJEFI
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International journal of finance & economics : IJFE
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Global business review
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International Journal of Energy Economics and Policy : IJEEP
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Review of quantitative finance and accounting
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Financial innovation : FIN
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ECONIS (ZBW)
93
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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
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
4
Optimal futures hedging by using realized semicovariances : the information contained in signed high-frequency returns
Lai, Yu-Sheng
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 677-701
Persistent link: https://www.econbiz.de/10014293180
Saved in:
5
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:
6
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:
7
Use of high-frequency data to evaluate the performance of dynamic hedging strategies
Lai, Yu-Sheng
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 104-124
Persistent link: https://www.econbiz.de/10012796298
Saved in:
8
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:
9
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:
10
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
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