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~subject:"Spillover effect"
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Spillover effect
ARCH model
10,157
ARCH-Modell
10,136
Volatilität
6,167
Volatility
6,166
Estimation
2,875
Schätzung
2,875
Theorie
2,569
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2,569
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2,222
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2,222
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2,176
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2,176
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1,958
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1,958
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1,774
Time series analysis
1,769
Prognoseverfahren
1,703
Forecasting model
1,702
Estimation theory
1,041
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1,041
Spillover-Effekt
1,017
Risikomaß
995
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995
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926
GARCH
925
United States
920
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916
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916
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827
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827
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796
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697
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656
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1,017
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McAleer, Michael
40
Chang, Chia-Lin
26
Kang, Sang Hoon
14
Bouri, Elie
12
Kočenda, Evžen
11
Xuan Vinh Vo
11
Mensi, Walid
10
Funke, Michael
9
Sehgal, Sanjay
8
Yoon, Seong-min
8
Allen, David E.
7
Colavecchio, Roberta
7
Hammoudeh, Shawkat
7
Powell, Robert
7
Tansuchat, Roengchai
7
Ahmed, Abdullahi Dahir
6
Balli, Faruk
6
Baruník, Jozef
6
Brooks, Robert
6
Caporale, Guglielmo Maria
6
Gupta, Rangan
6
Hesse, Heiko
6
Karanasos, Menelaos
6
Kumar, Dilip
6
Lau, Chi Keung
6
Ngo Thai Hung
6
Nguyen, Duc Khuong
6
Salman, Ferhan
6
Schmieder, Christian
6
Spagnolo, Nicola
6
Tian, Maoxi
6
Weber, Enzo
6
Xu, Yongdeng
6
Aboura, Sofiane
5
Aggarwal, Vaibhav
5
Caporin, Massimiliano
5
Conrad, Christian
5
Corbet, Shaen
5
Do, Hung Xuan
5
Huo, Rui
5
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Centre for Analytical Finance <Århus>
1
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1
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1
Taylor and Francis.
1
University of Canterbury / Dept. of Economics and Finance
1
Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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Energy economics
50
Research in international business and finance
32
The North American journal of economics and finance : a journal of financial economics studies
32
International review of financial analysis
31
Economic modelling
29
Finance research letters
24
International review of economics & finance : IREF
22
Journal of international financial markets, institutions & money
16
Journal of risk and financial management : JRFM
14
Applied economics
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Econometric Institute research papers
12
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
12
International Journal of Energy Economics and Policy : IJEEP
11
Discussion paper / Tinbergen Institute
10
Global business review
10
Cogent economics & finance
9
Pacific-Basin finance journal
8
International Journal of Financial Studies : open access journal
7
Journal of banking & finance
7
The empirical economics letters : a monthly international journal of economics
7
Applied economics letters
6
CESifo working papers
6
Economics letters
6
Emerging markets review
6
Financial innovation : FIN
6
International journal of finance & economics : IJFE
6
International journal of financial research
6
Journal of economics and finance
6
Journal of emerging market finance
6
Theoretical economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Eurasian economic review : a journal in applied macroeconomics and finance
5
Finance a úvěr
5
Global finance journal
5
International journal of economics and financial issues : IJEFI
5
Journal of international money and finance
5
The journal of futures markets
5
Annals of financial economics
4
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4
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ECONIS (ZBW)
1,017
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1011
Information flows between non-deliverable forward (NDF) and spot markets : evidence from Korean currency
Park, Jinwoo
- In:
Pacific-Basin finance journal
9
(
2001
)
4
,
pp. 363-377
Persistent link: https://www.econbiz.de/10001611713
Saved in:
1012
The effects of dollar/sterling exchange rate volatility on futures markets for coffee and cocoa
Jumah, Adusei
;
Kunst, Robert M.
- In:
European review of agricultural economics : ERAE
28
(
2001
)
3
,
pp. 307-328
Persistent link: https://www.econbiz.de/10001613439
Saved in:
1013
Price and volatility spillovers between interest rate and exchange value of the US dollar
So, Raymond W.
- In:
Global finance journal
12
(
2001
)
1
,
pp. 95-107
Persistent link: https://www.econbiz.de/10001601051
Saved in:
1014
Dynamic interactions between stock and foreign exchange markets
Koutmos, Gregory
- In:
Global business & economics review
2
(
2000
)
2
,
pp. 143-158
Persistent link: https://www.econbiz.de/10001596151
Saved in:
1015
The effects of Dollar, Sterling exchange rate volatility on futures markets for coffee and cocoa
Jumah, Adusei
;
Kunst, Robert M.
-
1999
Persistent link: https://www.econbiz.de/10001451563
Saved in:
1016
Identifying the source of mean and volantility spillovers in Irish equities : a multivariate GARCH analysis
Gallagher, Liam
;
Twomey, Cian E.
- In:
The economic and social review
29
(
1998
)
4
,
pp. 341-356
Persistent link: https://www.econbiz.de/10001538421
Saved in:
1017
Hourly volatility spillovers between international equity markets
Susmel, Raul
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841632
Saved in:
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