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~isPartOf:"Journal of Asian economics"
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Search: subject_exact:"ARCH model"
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Financial crisis
ARCH model
248
ARCH-Modell
248
Volatility
164
Volatilität
164
Estimation
78
Schätzung
78
Aktienmarkt
54
Capital income
54
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Ahmed, Abdullahi Dahir
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1
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1
Martín-Barragán, Belén
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Economic modelling
Journal of Asian economics
Working paper
International review of economics & finance : IREF
18
Journal of international financial markets, institutions & money
17
International review of financial analysis
15
Research in international business and finance
14
Applied economics
12
Finance research letters
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Energy economics
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The North American journal of economics and finance : a journal of financial economics studies
9
Cogent economics & finance
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International journal of economics and finance
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The empirical economics letters : a monthly international journal of economics
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International journal of economics and financial issues : IJEFI
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Journal of risk
4
Pacific-Basin finance journal
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Borradores de economía
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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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International Journal of Financial Studies : open access journal
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International journal of financial research
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Journal of empirical finance
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Journal of financial stability
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Journal of quantitative economics : official journal of the Indian Econometric Society
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ECONIS (ZBW)
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1
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
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
The golden hedge : from global financial crisis to global pandemic
Burdekin, Richard C. K.
;
Tao, Ran
- In:
Economic modelling
95
(
2021
),
pp. 170-180
Persistent link: https://www.econbiz.de/10012695921
Saved in:
4
Stock and bond returns correlation in Korea : local versus global risk during crisis periods
Park, Keehwan
;
Fang, Zhongzheng
;
Ha, Young Ho
- In:
Journal of Asian economics
65
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012257798
Saved in:
5
Intersectoral default contagion : a multivariate Poisson autoregression analysis
Escribano, Ana
;
Maggi, Mario Alessandro
- In:
Economic modelling
82
(
2019
),
pp. 376-400
Persistent link: https://www.econbiz.de/10012203181
Saved in:
6
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
Saved in:
7
Volatility spillover shifts in global financial markets
BenSaïda, Ahmed
;
Litimi, Houda
;
Abdallah, Oussama
- In:
Economic modelling
73
(
2018
),
pp. 343-353
Persistent link: https://www.econbiz.de/10012100545
Saved in:
8
On the study of contagion in the context of the subprime crisis : a dynamic conditional correlation-multivariate GARCH approach
Hemche, Omar
;
Jawadi, Fredj
;
Maliki, Samir B.
;
Cheffou, …
- In:
Economic modelling
52
(
2016
),
pp. 292-299
Persistent link: https://www.econbiz.de/10011645655
Saved in:
9
Returns, correlations, and volatilities in equity markets : evidence from six OECD countries during the US financial crisis
Kim, Hyun Seok
;
Min, Hong-ghi
;
McDonald, Judith Ann
- In:
Economic modelling
59
(
2016
),
pp. 9-22
Persistent link: https://www.econbiz.de/10011647590
Saved in:
10
Financial crises and dynamic linkages across international stock and currency markets
Dua, Pami
;
Tuteja, Divya
- In:
Economic modelling
59
(
2016
),
pp. 249-261
Persistent link: https://www.econbiz.de/10011647825
Saved in:
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