//--> //--> //-->
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
~person:"Gorodnichenko, Yuriy"
~person:"McAleer, Michael"
~subject:"Capital income"
~type:"article"
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: subject_exact:"Spillovers"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Spillover effect
18
Spillover-Effekt
18
Volatility
13
Volatilität
12
ARCH model
9
ARCH-Modell
9
Spillovers
8
Auslandsinvestition
4
Commodity derivative
4
Emerging economies
4
FDI
4
Foreign investment
4
Futures
4
Kapitaleinkommen
4
Rohstoffderivat
4
Schwellenländer
4
Time series analysis
4
Zeitreihenanalyse
4
Asymmetry
3
Börsenkurs
3
Estimation
3
Firm performance
3
Hedging
3
Schätzung
3
Share price
3
Unternehmenserfolg
3
VAR model
3
VAR-Modell
3
BEKK
2
Biofuel
2
Biokraftstoff
2
Capital market returns
2
China
2
Claims replication
2
Correlation
2
Default
2
Economic transition
2
Efficiency
2
Energiemarkt
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Gorodnichenko, Yuriy
McAleer, Michael
Umar, Zaghum
10
Balli, Faruk
8
Kang, Sang Hoon
8
Xuan Vinh Vo
8
Shahzad, Syed Jawad Hussain
7
Yousaf, Imran
7
Bouri, Elie
6
Balli, Hatice Ozer
5
Gupta, Rangan
5
Ur Rehman, Mobeen
5
Yoon, Seong-min
5
Ali, Shoaib
4
Brzeszczyński, Janusz
4
Chen, Jo-hui
4
Dedi, Lidija
4
Do, Hung Xuan
4
Elsayed, Ahmed H.
4
Lau, Chi Keung
4
Mensi, Walid
4
Nguyen, Duc Khuong
4
Tiwari, Aviral Kumar
4
Yavas, Burhan F.
4
Ahmed, Abdullahi Dahir
3
Asai, Manabu
3
Behera, Chinmaya
3
Brooks, Robert
3
Chang, Chia-Lin
3
Hamori, Shigeyuki
3
Hernandez, Jose Arreola
3
Huo, Rui
3
Ji, Qiang
3
Kumar, Dilip
3
Lee, Chien-chiang
3
Lin, Boqiang
3
Maitra, Debasish
3
McMillan, David G.
3
Nitschka, Thomas
3
Sehgal, Sanjay
3
Shahani, Rakesh
3
more ...
less ...
Published in...
All
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of econometrics
1
The North American journal of economics and finance : a journal of financial economics studies
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
4
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->