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~person:"Balli, Faruk"
~person:"Ji, Qiang"
~subject:"Volatility"
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Search: subject:"Spillover effect"
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Volatility
Spillover effect
47
Spillover-Effekt
46
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16
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14
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Balli, Faruk
Ji, Qiang
McAleer, Michael
61
Chang, Chia-Lin
43
Kang, Sang Hoon
36
Spagnolo, Nicola
34
Caporale, Guglielmo Maria
33
Bouri, Elie
29
Mensi, Walid
28
Kočenda, Evžen
22
Xuan Vinh Vo
22
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19
Hammoudeh, Shawkat
18
Lucey, Brian M.
16
Spagnolo, Fabio
16
Yılmaz, Kamil
15
Beirne, John
14
Lau, Chi Keung
14
Sehgal, Sanjay
14
Tiwari, Aviral Kumar
14
Gannon, Gerard L.
13
Yoon, Seong-min
13
Corbet, Shaen
12
Diebold, Francis X.
12
Umar, Zaghum
12
Weber, Enzo
12
Yarovaya, Larisa
12
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11
Yousaf, Imran
11
Allen, David E.
10
Caporin, Massimiliano
10
Do, Hung Xuan
10
Koutsokostas, Drosos
10
Ngo Thai Hung
10
Papathanasiou, Spyros
10
Schulze-Ghattas, Marianne
10
Tansuchat, Roengchai
10
Baruník, Jozef
9
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9
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ECONIS (ZBW)
19
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1
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
2
From fears to recession? : time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic
Zhai, Pengxiang
;
Wu, Fei
;
Ji, Qiang
;
Nguyen, Duc Khuong
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 551-580
Persistent link: https://www.econbiz.de/10014469034
Saved in:
3
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
Saved in:
4
Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications
Liu, Zhenhua
;
Ji, Qiang
;
Zhai, Pengxiang
;
Ding, Zhihua
- In:
Research in international business and finance
66
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462203
Saved in:
5
The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors
Syed Mabruk Billah
;
Amar, Amine Ben
;
Balli, Faruk
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014463683
Saved in:
6
Spillovers on sectoral sukuk returns : evidence from country level analysis
Syed Mabruk Billah
;
Balli, Faruk
;
Balli, Hatice Ozer
- In:
Applied economics
54
(
2022
)
38
,
pp. 4402-4432
Persistent link: https://www.econbiz.de/10013410976
Saved in:
7
High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system
Liu, Bing-Yue
;
Fan, Ying
;
Ji, Qiang
;
Hussain, Nazim
- In:
Energy economics
105
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013201958
Saved in:
8
Extreme risk spillover between crude oil price and financial factors
Zhao, Wan-Li
;
Fan, Ying
;
Ji, Qiang
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10013341434
Saved in:
9
Why do U.S. uncertainties drive stock market spillovers? : international evidence
Balli, Faruk
;
Hasan, Mudassar
;
Balli, Hatice Ozer
; …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 288-301
Persistent link: https://www.econbiz.de/10013175813
Saved in:
10
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
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