//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Hamori, Shigeyuki"
~person:"McAleer, Michael"
~subject:"Spillover-Effekt"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Spillover-Effekt
Theorie
105
Theory
105
Volatility
103
Volatilität
103
Estimation
73
ARCH model
72
ARCH-Modell
72
Schätzung
72
Japan
47
USA
46
United States
46
Börsenkurs
42
Share price
42
Time series analysis
42
Welt
42
World
42
Zeitreihenanalyse
42
Estimation theory
40
Schätztheorie
40
Stochastic process
33
Stochastischer Prozess
33
Financial crisis
31
Finanzkrise
31
Spillover effect
30
Forecasting model
29
Portfolio selection
29
Portfolio-Management
29
Prognoseverfahren
29
Capital income
26
Kapitaleinkommen
26
Cointegration
24
Commodity derivative
24
Kointegration
24
Rohstoffderivat
24
China
23
Correlation
22
Korrelation
22
Risikomaß
22
Risk measure
22
more ...
less ...
Online availability
All
Undetermined
19
Free
1
Type of publication
All
Article
30
Type of publication (narrower categories)
All
Article in journal
Working Paper
58
Arbeitspapier
54
Graue Literatur
54
Non-commercial literature
54
Aufsatz in Zeitschrift
30
Language
All
English
Author
All
Hamori, Shigeyuki
McAleer, Michael
Kang, Sang Hoon
59
Xuan Vinh Vo
45
Mensi, Walid
43
Bouri, Elie
38
Audretsch, David B.
34
Gupta, Rangan
34
Tiwari, Aviral Kumar
32
Umar, Zaghum
29
Yoon, Seong-min
27
Hammoudeh, Shawkat
26
Balli, Faruk
25
Shahzad, Syed Jawad Hussain
24
Yousaf, Imran
22
Görg, Holger
19
Ji, Qiang
19
Lucey, Brian M.
18
Uddin, Mohammed Gazi Salah
18
Wang, Gang-Jin
18
Lau, Chi Keung
17
Yarovaya, Larisa
17
Ur Rehman, Mobeen
16
Acs, Zoltán J.
15
Driffield, Nigel L.
15
Strobl, Eric
15
Antonakakis, Nikolaos
14
Gabauer, David
14
Goel, Rajeev K.
14
Lehmann, Erik
14
Naeem, Muhammad Abubakr
14
Roubaud, David
14
Sun, Sizhong
14
Sehgal, Sanjay
13
Aldieri, Luigi
12
Belitski, Maksim
12
Girma, Sourafel
12
Gubareva, Mariya
12
Guesmi, Khaled
12
Hernandez, Jose Arreola
12
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics letters
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Research in international business and finance
2
Applied economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
International Journal of Financial Studies : open access journal
1
International journal of forecasting
1
Journal of Asian economics
1
Journal of econometrics
1
Journal of economics and finance
1
Journal of international money and finance
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Pacific-Basin finance journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism economics : the business and finance of tourism and recreation
1
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets : evidence from lower and higher order moments
Zhang, Wenting
;
He, Xie
;
Hamori, Shigeyuki
- In:
International review of financial analysis
89
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014465559
Saved in:
2
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:
3
The impact of economic uncertainty caused by COVID-19 on renewable energy stocks
Liu, Tiantian
;
Nakajima, Tadahiro
;
Hamori, Shigeyuki
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
4
,
pp. 1495-1515
Persistent link: https://www.econbiz.de/10013197236
Saved in:
4
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
5
Volatility spillover and investment strategies among sustainability-related financial indexes : evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula appro...
Zhang, Wenting
;
He, Xie
;
Hamori, Shigeyuki
- In:
International review of financial analysis
83
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013454962
Saved in:
6
Crude oil market and stock markets during the COVID-19 pandemic : evidence from the US, Japan, and Germany
Zhang, Wenting
;
Hamori, Shigeyuki
- In:
International review of financial analysis
74
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012803936
Saved in:
7
Is volatility spillover enough for investor decisions? : a new viewpoint from higher moments
He, Xie
;
Hamori, Shigeyuki
- In:
Journal of international money and finance
116
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013206923
Saved in:
8
Dependence structures and risk spillover in China's credit bond market : a copula and CoVaR approach
Yang, Lu
;
Yang, Lei
;
Ho, Kung-Cheng
;
Hamori, Shigeyuki
- In:
Journal of Asian economics
68
(
2020
)
Persistent link: https://www.econbiz.de/10012513082
Saved in:
9
Dynamic effects of financial spillovers on bank lending : evidence from local projection-based impulse response analysis
Chen, Wang
;
Hamori, Shigeyuki
;
Kinkyō, Takuji
- In:
Applied economics letters
27
(
2020
)
5
,
pp. 400-405
Persistent link: https://www.econbiz.de/10012205499
Saved in:
10
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->