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~isPartOf:"International review of financial analysis"
~subject:"Spillover effect"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Search: subject_exact:"GARCH model"
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Spillover effect
ARCH model
136
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136
Volatility
104
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48
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48
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Bouri, Elie
2
Brooks, Robert
2
Do, Hung Xuan
2
Pick Schen Yip
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Shahzad, Syed Jawad Hussain
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Wang, Xiong
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International review of financial analysis
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
Economic modelling
29
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
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets review
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Financial innovation : FIN
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International journal of finance & economics : IJFE
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International journal of financial research
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Theoretical economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Eurasian economic review : a journal in applied macroeconomics and finance
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Finance a úvěr
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Global finance journal
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International journal of economics and financial issues : IJEFI
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Journal of international money and finance
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The journal of futures markets
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Annals of financial economics
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Emerging markets, finance and trade : EMFT
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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)
31
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1
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen
;
Uddin, Mohammed Gazi Salah
;
Sen, Ding
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
Saved in:
2
The effects of economic and financial shocks on private investment : a wavelet study of return and volatility spillovers
GVS Chiranjivi
;
Sensarma, Rudra
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470876
Saved in:
3
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
4
Risk spillovers from China's and the US stock markets during high-volatility periods : evidence from East Asianstock markets
Wang, Bo
;
Xiao, Yang
- In:
International review of financial analysis
86
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014249132
Saved in:
5
Volatility spillovers across NFTs news attention and financial markets
Wang, Yizhi
- In:
International review of financial analysis
83
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013460887
Saved in:
6
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
7
Realized volatility spillovers between US spot and futures during ECB news : evidence from the European sovereign debt crisis
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012803941
Saved in:
8
Asymmetric volatility spillover among Chinese sectors during COVID-19
Shahzad, Syed Jawad Hussain
;
Naeem, Muhammad Abubakr
; …
- In:
International review of financial analysis
75
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012803980
Saved in:
9
Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets
Wen, Fenghua
;
Cao, Jiahui
;
Liu, Zhen
;
Wang, Xiong
- In:
International review of financial analysis
76
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012804692
Saved in:
10
Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method
Gong, Xu
;
Liu, Yun
;
Wang, Xiong
- In:
International review of financial analysis
76
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012804753
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