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~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Börsenkurs"
~subject:"Spillover effect"
~type_genre:"Aufsatz in Zeitschrift"
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Börsenkurs
Spillover effect
ARCH model
49
ARCH-Modell
49
Volatility
34
Volatilität
34
Estimation
23
Schätzung
23
Aktienmarkt
17
Stock market
17
Share price
16
Capital income
15
Kapitaleinkommen
15
Time series analysis
12
Zeitreihenanalyse
12
Estimation theory
11
Exchange rate
11
Schätztheorie
11
Wechselkurs
11
Theorie
8
Theory
8
Aktienindex
7
Risikomaß
7
Risk measure
7
Stock index
7
Correlation
6
Korrelation
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Portfolio selection
6
Portfolio-Management
6
Spillover-Effekt
6
Causality analysis
5
Financial crisis
5
Finanzkrise
5
Inflation
5
Kausalanalyse
5
Risiko
5
Risk
5
Ansteckungseffekt
4
Cointegration
4
Contagion effect
4
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Aufsatz in Zeitschrift
Article in journal
22
Case study
1
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1
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English
22
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Abaoub, Ezzeddine
1
Abdoh, Hussein A.
1
Afsal, E. M.
1
Al Saggaf, Majid Ibrahim
1
Babajide, Abiola
1
Balibey, Mesut
1
Belasri, Yassine
1
Belhaj, Fethi
1
Boubaker, Adel
1
Celik, Gulsah Gencer
1
Daryanto, Arief
1
Dhouha, Haj Ali
1
Dickason Koekemoer, Zandri
1
Dritsakis, Nikolaos
1
Ellaia, Rachid
1
Eltahir, Yassin
1
Gencer, Hatice Gaye
1
Georgantopoulos, Andreas
1
Gupta, Saumya
1
Hachicha, Nejib
1
Haque, Mohammad Imdadul
1
Hersugondo
1
Hsu, Yuan-Teng
1
Kartsonakis Mademlis, Dimitrios
1
Kilic, Erdem
1
Klabi, Fethi
1
Laksana, Rio Dhani
1
Lawal, Adedoyin Isola
1
Liu, Hung-Chun
1
Malhotra, Nidhi
1
Mansouri, Fayçal
1
Mighri, Zouheir
1
Mighri, Zouheir Ahmed
1
Mongi, Arfaoui
1
Olukayode, Somoye Russel
1
Osman, Hussien Omer
1
Peiro, Amado
1
Rudy, R.
1
Sahara, Sahara
1
Sallam, Osama Azmi
1
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International journal of economics and financial issues : IJEFI
Energy economics
90
Finance research letters
74
International review of financial analysis
71
Research in international business and finance
70
The North American journal of economics and finance : a journal of financial economics studies
69
International review of economics & finance : IREF
64
Applied economics
59
Economic modelling
59
Journal of risk and financial management : JRFM
48
Journal of international financial markets, institutions & money
47
Journal of empirical finance
35
Applied economics letters
32
International Journal of Energy Economics and Policy : IJEEP
31
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
Cogent economics & finance
27
Journal of econometrics
26
Journal of banking & finance
25
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
24
The empirical economics letters : a monthly international journal of economics
23
Economics letters
21
International journal of forecasting
21
International Journal of Financial Studies : open access journal
19
International journal of finance & economics : IJFE
19
Global business review
18
International journal of economics and finance
18
Journal of forecasting
18
Pacific-Basin finance journal
17
The European journal of finance
17
Emerging markets, finance and trade : EMFT
15
Investment management and financial innovations
15
Review of quantitative finance and accounting
15
Theoretical economics letters
15
Emerging markets review
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International journal of financial research
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Applied financial economics
13
Financial innovation : FIN
13
Global finance journal
13
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ECONIS (ZBW)
22
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1
Volatility forecasting using hybrid
GARCH
Neural Network models : the case of the Italian stock market
Kartsonakis Mademlis, Dimitrios
;
Dritsakis, Nikolaos
- In:
International journal of economics and financial issues …
11
(
2021
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10012436893
Saved in:
2
Cryptocurrency returns, cybercrime and stock market volatility : GAS and regime switching approaches
Sanusi, Kazeem Abimbola
;
Dickason Koekemoer, Zandri
- In:
International journal of economics and financial issues …
12
(
2022
)
6
,
pp. 52-64
Persistent link: https://www.econbiz.de/10014227215
Saved in:
3
Volatility modelling for tourism sector stocks in Borsa Istanbul
Celik, Gulsah Gencer
- In:
International journal of economics and financial issues …
10
(
2020
)
3
,
pp. 158-165
Persistent link: https://www.econbiz.de/10012215271
Saved in:
4
Volatility spillovers among the cryptocurrency time series
Mighri, Zouheir Ahmed
;
Al Saggaf, Majid Ibrahim
- In:
International journal of economics and financial issues …
9
(
2019
)
3
,
pp. 81-90
Persistent link: https://www.econbiz.de/10012149515
Saved in:
5
Climate change and milk price volatility in Indonesia
Daryanto, Arief
;
Sofia, Diani Aliya
;
Sahara, Sahara
; …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 282-288
Persistent link: https://www.econbiz.de/10012215193
Saved in:
6
Volatility spillovers and correlation between cryptocurrencies and Asian equity market
Malhotra, Nidhi
;
Gupta, Saumya
- In:
International journal of economics and financial issues …
9
(
2019
)
6
,
pp. 208-215
Persistent link: https://www.econbiz.de/10012151119
Saved in:
7
Macroeconomic fundamental and stock price index in Southeast Asia countries a comparative study
Wahyudi, Sugeng
;
Hersugondo
;
Laksana, Rio Dhani
;
Rudy, R.
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 182-187
Persistent link: https://www.econbiz.de/10011786565
Saved in:
8
Correlation based clustering of the Amman stock exchange
Abdoh, Hussein A.
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 259-265
Persistent link: https://www.econbiz.de/10011786586
Saved in:
9
Behavioral finance and financial contagion : the evidence of DCC-MGARCH model from 63 equity markets
Talbi, Mariem
;
Boubaker, Adel
;
Sebai, Saber
- In:
International journal of economics and financial issues …
7
(
2017
)
4
,
pp. 387-407
Persistent link: https://www.econbiz.de/10011824319
Saved in:
10
Estimation of volatility and correlation with multivariate generalized autoregressive conditional heteroskedasticity models : an application to Moroccan stock markets
Belasri, Yassine
;
Ellaia, Rachid
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 384-396
Persistent link: https://www.econbiz.de/10011789279
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