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~subject:"Spillover effect"
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Spillover effect
Theorie
207
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207
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78
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61
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59
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McAleer, Michael
11
Chang, Chia-Lin
5
Tansuchat, Roengchai
4
Satō, Kiyotaka
2
Zhang, Zhaoyong
2
Allen, David E.
1
Chang, Chia-Ling
1
Goyal, Sanjeev
1
Hakim, Abdul
1
Hammoudeh, Shawkat M.
1
Hsu, Hui-kuang
1
Khamkaew, Tanchanok
1
Khamkaew, Thanchanok
1
Konovalov, Alexander Victorovich
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Moraga-González, José Luis
1
Pérez Amaral, Teodosio
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Econometrisch Instituut <Rotterdam>
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1
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
;
Radalj, Kim
-
2013
Persistent link: https://www.econbiz.de/10009781942
Saved in:
2
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
Saved in:
3
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10010360672
Saved in:
4
Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity
Satō, Kiyotaka
;
Zhang, Zhaoyong
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987321
Saved in:
5
VaR forecasts and dynamic conditional correlations for spot and futures returns on stocks and bonds
Hakim, Abdul
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003908707
Saved in:
6
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Khamkaew, Tanchanok
;
Tansuchat, Roengchai
;
Chang, Chia-Lin
-
2009
Persistent link: https://www.econbiz.de/10003908711
Saved in:
7
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Ling
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2009
Persistent link: https://www.econbiz.de/10003909585
Saved in:
8
Identifying shocks in regionally integrated East Asian economies wih structural VaR and block exogeneity
Satō, Kiyotaka
;
Zhang, Zhaoyong
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003987291
Saved in:
9
Modelling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877105
Saved in:
10
Forecasting volatility and spillovers in crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877109
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