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~person:"Ahmed, Abdullahi Dahir"
~person:"Serletis, Apostolos"
~subject:"Spillover effect"
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Spillover effect
ARCH model
38
ARCH-Modell
38
Volatility
26
Volatilität
26
Oil price
13
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13
Spillover-Effekt
11
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Ahmed, Abdullahi Dahir
Serletis, Apostolos
McAleer, Michael
40
Chang, Chia-Lin
26
Kang, Sang Hoon
14
Bouri, Elie
13
Kočenda, Evžen
12
Xuan Vinh Vo
11
Mensi, Walid
10
Funke, Michael
9
Xu, Yongdeng
9
Sehgal, Sanjay
8
Yoon, Seong-min
8
Allen, David E.
7
Colavecchio, Roberta
7
Hammoudeh, Shawkat
7
Powell, Robert
7
Tansuchat, Roengchai
7
Tian, Maoxi
7
Balli, Faruk
6
Baruník, Jozef
6
Brooks, Robert
6
Caporale, Guglielmo Maria
6
Caporin, Massimiliano
6
Gupta, Rangan
6
Karanasos, Menelaos
6
Kumar, Dilip
6
Lau, Chi Keung
6
Ngo Thai Hung
6
Nguyen, Duc Khuong
6
Spagnolo, Nicola
6
Weber, Enzo
6
Yousaf, Imran
6
Aboura, Sofiane
5
Aggarwal, Vaibhav
5
Conrad, Christian
5
Corbet, Shaen
5
Do, Hung Xuan
5
Hesse, Heiko
5
Huo, Rui
5
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5
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Research in international business and finance
3
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2
Discussion paper / Department of Business and Management Science
1
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International journal of managerial finance : IJMF
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
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ECONIS (ZBW)
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1
Market integration and volatility spillover across major East Asian stock and Bitcoin markets : an empirical assessment
Zeng, Hongjun
;
Ahmed, Abdullahi Dahir
- In:
International journal of managerial finance : IJMF
19
(
2023
)
4
,
pp. 772-802
Persistent link: https://www.econbiz.de/10014326092
Saved in:
2
Volatility transmissions across international oil market, commodity futures and stock markets : empirical evidence from China
Ahmed, Abdullahi Dahir
;
Huo, Rui
- In:
Energy economics
93
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012631345
Saved in:
3
The zero lower bound and market spillovers : evidence from the G7 and Norway
Kyritsis, Evangelos
;
Serletis, Apostolos
-
2017
Persistent link: https://www.econbiz.de/10011661687
Saved in:
4
Volatility in the cryptocurrency market
Liu, Jinan
;
Serletis, Apostolos
- In:
Open economies review
30
(
2019
)
4
,
pp. 779-811
Persistent link: https://www.econbiz.de/10012155631
Saved in:
5
Impacts of China's crash on Asia-Pacific financial integration : volatility interdependence, information transmission and market co-movement
Ahmed, Abdullahi Dahir
;
Huo, Rui
- In:
Economic modelling
79
(
2019
),
pp. 28-46
Persistent link: https://www.econbiz.de/10012199007
Saved in:
6
China-Africa financial markets linkages : volatility and interdependence
Ahmed, Abdullahi Dahir
;
Huo, Rui
- In:
Journal of policy modeling : JPMOD ; a social science …
40
(
2018
)
6
,
pp. 1140-1164
Persistent link: https://www.econbiz.de/10012053566
Saved in:
7
The zero lower bound and market spillovers : evidence from the G7 and Norway
Kyritsis, Evangelos
;
Serletis, Apostolos
- In:
Research in international business and finance
44
(
2018
),
pp. 100-123
Persistent link: https://www.econbiz.de/10011983017
Saved in:
8
Relationships between Chinese stock market and its index futures market : evaluating the impact of QFII scheme
Huo, Rui
;
Ahmed, Abdullahi Dahir
- In:
Research in international business and finance
44
(
2018
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011983026
Saved in:
9
The zero lower bound and crude oil and financial markets spillovers
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 654-665
Persistent link: https://www.econbiz.de/10011916669
Saved in:
10
Financial intermediary leverage spillovers
Serletis, Apostolos
;
Istiak, Khandokar
- In:
Research in international business and finance
39
(
2017
),
pp. 1000-1007
Persistent link: https://www.econbiz.de/10011912429
Saved in:
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