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~subject:"Volatility"
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Volatility
Spillover effect
63
Spillover-Effekt
63
Volatilität
20
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17
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17
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14
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14
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Journal of banking & finance
Energy economics
115
International review of financial analysis
75
The North American journal of economics and finance : a journal of financial economics studies
74
Finance research letters
69
International review of economics & finance : IREF
62
Research in international business and finance
58
Economic modelling
46
Applied economics
42
Journal of international financial markets, institutions & money
35
Journal of risk and financial management : JRFM
35
Econometric Institute research papers
21
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
International journal of finance & economics : IJFE
20
Applied economics letters
19
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
19
Pacific-Basin finance journal
19
Journal of international money and finance
18
CESifo working papers
17
Financial innovation : FIN
17
International Journal of Energy Economics and Policy : IJEEP
17
Discussion paper / Tinbergen Institute
16
Working paper
15
Applied financial economics
13
Global business review
13
Global finance journal
13
Cogent economics & finance
12
Economics letters
12
The journal of futures markets
12
Emerging markets review
11
International Journal of Financial Studies : open access journal
11
The North American journal of economics and finance : a journal of theory and practice
11
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
10
Economies : open access journal
9
Journal of emerging market finance
9
The empirical economics letters : a monthly international journal of economics
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Theoretical economics letters
9
Borsa Istanbul Review
8
Economics and finance working paper series
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ECONIS (ZBW)
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1
Bad bad contagion
Londono, Juan M.
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012224755
Saved in:
2
Business-linkage volatility spillovers between US industries
Nguyen, Linh
;
Mateut, Simona
;
Chevapatrakul, Thanaset
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012221052
Saved in:
3
Sector spillovers in credit markets
Collet, Jerome
;
Ielpo, Florian
- In:
Journal of banking & finance
94
(
2018
),
pp. 267-278
Persistent link: https://www.econbiz.de/10011966651
Saved in:
4
Cross-commodity news transmission and volatility spillovers in the German energy markets
Green, Rikard
;
Larsson, Karl
;
Lunina, Veronika
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 231-243
Persistent link: https://www.econbiz.de/10011966754
Saved in:
5
Industry characteristics and financial risk contagion
Chiu, Wan-chien
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
Journal of banking & finance
50
(
2015
),
pp. 411-427
Persistent link: https://www.econbiz.de/10010509513
Saved in:
6
Sovereign risk and the impact of crisis : evidence from Latin America
Batten, Jonathan A.
;
Gannon, Gerard L.
;
Thuraisamy, …
- In:
Journal of banking & finance
77
(
2017
),
pp. 328-350
Persistent link: https://www.econbiz.de/10011814792
Saved in:
7
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Journal of banking & finance
75
(
2017
),
pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
Saved in:
8
Structural breaks in volatility spillovers between international financial markets : contagion or mere interdependence?
Jung, Robert
;
Maderitsch, Robert
- In:
Journal of banking & finance
47
(
2014
),
pp. 331-342
Persistent link: https://www.econbiz.de/10010506950
Saved in:
9
Downside and upside risk spillovers between exchange rates and stock prices
Reboredo, Juan Carlos
;
Rivera-Castro, Miguel A.
; …
- In:
Journal of banking & finance
62
(
2016
),
pp. 76-96
Persistent link: https://www.econbiz.de/10011634069
Saved in:
10
Financialization in commodity markets : a passing trend or the new normal?
Adams, Zeno
;
Glück, Thorsten
- In:
Journal of banking & finance
60
(
2015
),
pp. 93-111
Persistent link: https://www.econbiz.de/10011544903
Saved in:
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