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~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~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
256
ARCH-Modell
256
Volatility
168
Volatilität
168
Estimation
78
Schätzung
78
Aktienmarkt
62
Stock market
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Ahmed, Abdullahi Dahir
2
Ben Sita, Bernard
2
Huo, Rui
2
Abdallah, Oussama
1
Abosedra, Salah S.
1
Alotaibi, Abdullah R.
1
Amanjot Singh
1
Andrikopulos, Andreas A.
1
Araissi, Mahmoud
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Beer, Jesse de
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Beljid, Makram
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1
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1
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1
Chen, Di
1
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Chiang, Min-Hsien
1
Dahl, Christian M.
1
Duncan, Andrew S.
1
Ehouman, Yao Axel
1
Fattoum, Salma
1
Gatfaoui, Hayette
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Guesmi, Khaled
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Hsu, Hsinan
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Hu, Haiqing
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Jiang, Kunliang
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Kougepsakis, Konstantinos
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Lee Kim, Yea
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Applied financial economics
Economic modelling
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
14
Applied economics
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
12
International Journal of Energy Economics and Policy : IJEEP
11
Global business review
10
Cogent economics & finance
9
Pacific-Basin finance journal
8
International Journal of Financial Studies : open access journal
7
Journal of banking & finance
7
The empirical economics letters : a monthly international journal of economics
7
Applied economics letters
6
Economics letters
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Emerging markets review
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Financial innovation : FIN
6
International journal of finance & economics : IJFE
6
International journal of financial research
6
Journal of economics and finance
6
Journal of emerging market finance
6
Theoretical economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Eurasian economic review : a journal in applied macroeconomics and finance
5
Finance a úvěr
5
Global finance journal
5
International journal of economics and financial issues : IJEFI
5
Journal of international money and finance
5
The journal of futures markets
5
Annals of financial economics
4
Emerging markets, finance and trade : EMFT
4
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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International journal of economics and finance
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Dynamic frequency connectedness between oil and natural gas volatilities
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Economic modelling
84
(
2020
),
pp. 181-189
Persistent link: https://www.econbiz.de/10012210340
Saved in:
10
Impacts of China's crash on Asia-Pacific financial integration : volatility interdependence, information transmission and market co-movement
Ahmed, Abdullahi Dahir
;
Huo, Rui
- In:
Economic modelling
79
(
2019
),
pp. 28-46
Persistent link: https://www.econbiz.de/10012199007
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