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~isPartOf:"International review of economics & finance : IREF"
~subject:"ARCH model"
~subject:"Estimation"
~subject:"Welt"
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ARCH model
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Welt
Spillover effect
113
Spillover-Effekt
113
Volatility
50
Volatilität
50
China
31
Aktienmarkt
26
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Xuan Vinh Vo
4
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3
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3
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Corredor, Pilar
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McAleer, Michael
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International review of economics & finance : IREF
Energy economics
115
The North American journal of economics and finance : a journal of financial economics studies
75
International review of financial analysis
66
NBER working paper series
63
Finance research letters
61
Economic modelling
60
Applied economics
54
CESifo working papers
54
Research in international business and finance
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Journal of international money and finance
50
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47
Journal of international financial markets, institutions & money
44
Economics letters
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37
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36
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33
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33
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31
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30
Discussion paper
28
Journal of banking & finance
28
Discussion paper / Tinbergen Institute
26
Pacific-Basin finance journal
26
Journal of risk and financial management : JRFM
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Journal of international economics
21
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Research policy : policy, management and economic studies of science, technology and innovation
18
International journal of finance & economics : IJFE
17
Working papers / Bank for International Settlements
17
IZA Discussion Paper
15
Review of international economics
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ZEW discussion papers
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Financial innovation : FIN
14
IMF Working Paper
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International Journal of Energy Economics and Policy : IJEEP
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CESifo Working Paper Series
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1
An investigation of the frequency dynamics of
spillovers
and connectedness among GCC sectoral indices
Kapar, Burcu
;
Syed Mabruk Billah
;
Rana, Faisal
;
Balli, Faruk
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1442-1467
Persistent link: https://www.econbiz.de/10014446633
Saved in:
2
Exploring the interconnectedness of China's new energy and stock markets : a study on volatility
spillovers
and dynamic correlations
Li, Guangchen
;
Shen, Z. Y.
;
Song, Malin
;
Wei, Weixian
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 471-484
Persistent link: https://www.econbiz.de/10014446780
Saved in:
3
Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors
Dai, Zhifeng
;
Zhu, Haoyang
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 421-450
Persistent link: https://www.econbiz.de/10014246725
Saved in:
4
Time-frequency
spillovers
and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
5
On bank return and volatility
spillovers
: identifying transmitters and receivers during crisis periods
Apostolakis, George N.
;
Floros, Christos
;
Giannellis, …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 156-176
Persistent link: https://www.econbiz.de/10013542907
Saved in:
6
Does the volatility spillover effect matter in oil price volatility predictability? : evidence from high-frequency data
Wu, Lan
;
Xu, Weiju
;
Huang, Dengshi
;
Li, Pan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 299-306
Persistent link: https://www.econbiz.de/10013543121
Saved in:
7
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:
8
Spatial analysis of sovereign risk from the perspective of EPU
spillovers
Liu, Peipei
;
Huang, Wei-Qiang
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 427-443
Persistent link: https://www.econbiz.de/10014446472
Saved in:
9
Transmission process and determinants of sovereign credit contagions : global evidence
Chen, Chih-Chun
;
Chen, Chun-Da
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 552-567
Persistent link: https://www.econbiz.de/10014446789
Saved in:
10
Measuring risk
spillovers
from multiple developed stock markets to China : a vine-copula-GARCH-MIDAS model
Jiang, Cuixia
;
Li, Yuqian
;
Xu, Qifa
;
Liu, Yezheng
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 386-398
Persistent link: https://www.econbiz.de/10012692552
Saved in:
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