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~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Spillover-Effekt"
~subject:"Stock market"
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Search: subject:"VAR-Modell"
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Spillover-Effekt
Stock market
VAR model
95
VAR-Modell
95
Estimation
35
Schätzung
35
Schock
34
Shock
34
Geldpolitik
23
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Kang, Sang Hoon
2
Mensi, Walid
2
Umar, Zaghum
2
Abakah, Emmanuel Joel Aikins
1
Abdullah, Mohammad
1
Adekoya, Oluwasegun B.
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Aharon, David Y.
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Al-Yahyaee, Khamis Hamed
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International journal of economics and financial issues : IJEFI
International review of economics & finance : IREF
Energy economics
28
Economic modelling
26
Journal of international money and finance
23
Applied economics
21
The North American journal of economics and finance : a journal of financial economics studies
19
IMF working papers
18
International review of financial analysis
18
Working paper
18
Finance research letters
16
Journal of international financial markets, institutions & money
13
Applied economics letters
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International Journal of Energy Economics and Policy : IJEEP
12
Research in international business and finance
11
Working paper series / European Central Bank
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Cogent economics & finance
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of risk and financial management : JRFM
10
IMF Working Paper
9
Open economies review
9
Emerging markets, finance and trade : EMFT
8
Macroeconomic dynamics
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CAMA working paper series
7
Emerging markets review
7
HKIMR working paper
7
Journal of banking & finance
7
Journal of empirical finance
7
ECB Working Paper
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International Journal of Financial Studies : open access journal
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Ruhr economic papers
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Applied financial economics
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Eurasian economic review : a journal in applied macroeconomics and finance
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Finance India : the quarterly journal of Indian Institute of Finance
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Financial innovation : FIN
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of Asian economics
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Journal of emerging market finance
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Journal of international economics
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1
Extreme connectedness between NFTs and US equity market : a sectoral analysis
Ali, Shoaib
;
Umar, Muhammad
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 299-315
Persistent link: https://www.econbiz.de/10014492150
Saved in:
2
The spillover effects of US unconventional monetary policy on the Taiwanese economy
Chen, Kuan-Chieh
- In:
International journal of economics and financial issues …
12
(
2022
)
2
,
pp. 104-109
Persistent link: https://www.econbiz.de/10013257838
Saved in:
3
Connectedness between (un)conventional monetary policy and Islamic and advanced equity markets : a returns and volatility spillover analysis
Choi, Sun-Yong
;
Phiri, Andrew
;
Teplova, Tamara V.
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 348-363
Persistent link: https://www.econbiz.de/10014492157
Saved in:
4
Blockchain market and eco-friendly financial assets : dynamic price correlation, connectedness and spillovers with portfolio implications
Abakah, Emmanuel Joel Aikins
;
Ullah, G. M. Wali
; …
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 218-243
Persistent link: https://www.econbiz.de/10014472075
Saved in:
5
Volatility spillover between oil and stock prices : structural connectedness based on a multi-sector DSGE model approach with Bayesian estimation
Chan, Ying Tung
;
Qiao, Hui
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 265-286
Persistent link: https://www.econbiz.de/10014472255
Saved in:
6
Risk spillover from international financial markets and China's macro-economy : a MIDAS-CoVaR-QR model
Yang, Lu
;
Cui, Xue
;
Yang, Lei
;
Hamori, Shigeyuki
;
Cai, …
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 55-69
Persistent link: https://www.econbiz.de/10014342993
Saved in:
7
Network connectedness dynamics of the yield curve of G7 countries
Umar, Zaghum
;
Riaz, Yasir
;
Aharon, David Y.
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 275-288
Persistent link: https://www.econbiz.de/10013343398
Saved in:
8
The dynamics and determinants of liquidity connectedness across financial asset markets
Liew, Ping-Xin
;
Lim, Kian-Ping
;
Goh, Kim-leng
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 341-358
Persistent link: https://www.econbiz.de/10013332382
Saved in:
9
Financial markets integration : appraising the developed and emerging markets nexus
Onakoya, Adegbemi Babatunde
;
Seyingbo, Victor Adedotun
- In:
International journal of economics and financial issues …
7
(
2017
)
3
,
pp. 613-624
Persistent link: https://www.econbiz.de/10011822926
Saved in:
10
Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
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