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~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Konferenzschrift"
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Search: subject_exact:"Spillover effect"
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Volatility
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1
Empirical investigations of agricultural commodity markets : volatility spillover effects and alternative option pricing
Bernhardt, Matthias
-
2022
Persistent link: https://www.econbiz.de/10014441515
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2
The sovereign rating channel in the European debt crisis : spillover effects on sovereign CDS and other systemic risk indicators
Georgoutsos, Demetris A.
;
Moratis, George
-
2024
Persistent link: https://www.econbiz.de/10015047370
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3
Impact and hedging attribute of gold in the international financial market : with latest empirical approach and data
Qian, Xinyi
-
2021
Persistent link: https://www.econbiz.de/10012807960
Saved in:
4
Measuring the relationship between intraday returns, volatility spillovers, and market beta during financial distress
Heymans, André
;
Brewer, Wayne
- In:
Business research : an illustrative guide to practical …
,
(pp. 77-98)
.
2023
Persistent link: https://www.econbiz.de/10014317750
Saved in:
5
Impact of the COVID-19 pandemic on volatility spillover across sectors in the US markets
Ahzam, Tariq Syed
- In:
Advances in Management Research : Emerging Challenges …
,
(pp. 229-236)
.
2022
Persistent link: https://www.econbiz.de/10014434885
Saved in:
6
Research on the spillover effect of RMB exchange rate fluctuation on the exchange rate of major countries along the "Belt and Road"
Maojia, Guo
;
Li, Fei
- In:
Studies on China's Special Economic Zones 5
,
(pp. 127-142)
.
2023
Persistent link: https://www.econbiz.de/10014309798
Saved in:
7
Foreign participation in the local currency bond markets of emerging market economies : good or bad for market resilience and financial stability?
Hongkong / Monetary Authority
- In:
Financial market development, monetary policy and …
,
(pp. 133-140)
.
2020
Persistent link: https://www.econbiz.de/10012432996
Saved in:
8
The volatility connectedness between oil and stocks : evidence from the G7 markets
BenMabrouk, Houda
- In:
Financial Market Dynamics after COVID 19 : The …
,
(pp. 67-99)
.
2022
Persistent link: https://www.econbiz.de/10013198542
Saved in:
9
Tracing the sources of contagion in the oil-finance nexus
Mahadeo, Scott M. R.
;
Heinlein, Reinhold
;
Legrenzi, …
- In:
Applications in Energy Finance : The Energy Sector, …
,
(pp. 115-143)
.
2022
Persistent link: https://www.econbiz.de/10013282728
Saved in:
10
Is green investment different from grey? : return and volatility spillovers between green and grey energy ETFs
Rizvi, Kumail Abbas
;
Naqvi, Bushra
;
Mirza, Nawazish
- In:
Financial modeling and risk management of energy and …
,
(pp. 495-524)
.
2022
Persistent link: https://www.econbiz.de/10013350128
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