EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Pseudo-impulse-response functions"
Narrow search

Narrow search

Year of publication
Subject
All
Aktienmarkt 2 Risiko 2 Risikomaß 2 Risk 2 Risk measure 2 Stock market 2 Volatility 2 Volatilität 2 ARCH model 1 ARCH-Modell 1 Ansteckungseffekt 1 BRICS markets 1 Börsenkurs 1 Contagion effect 1 Crude oil 1 Emerging economies 1 Estimation 1 Extreme risk contagion 1 Multivariate Analyse 1 Multivariate analysis 1 Multivariate quantile models 1 Oil price 1 Pseudo impulse-response functions 1 Pseudo-impulse-response functions 1 Risk spillover effect 1 Schock 1 Schwellenländer 1 Schätzung 1 Share price 1 Shock 1 Spillover effect 1 Spillover-Effekt 1 Stock markets 1 USA 1 United States 1 VAR for VaR 1 VAR model 1 VAR-Modell 1 Ölpreis 1
more ... less ...
Online availability
All
Undetermined 2
Type of publication
All
Article 2
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2
Language
All
English 2
Author
All
Liu, Fang 1 Ma, Chaoqun 1 Wang, Gang-Jin 1 Wang, Yudong 1 Wen, Danyan 1 Wu, Baoxiu 1 Zhang, Yi 1 Zhou, Long 1
more ... less ...
Published in...
All
Energy economics 1 The North American journal of economics and finance : a journal of theory and practice 1
Source
All
ECONIS (ZBW) 2
Showing 1 - 2 of 2
Cover Image
Tail risk transmission from the United States to emerging stock Markets : empirical evidence from multivariate quantile analysis
Zhang, Yi; Zhou, Long; Wu, Baoxiu; Liu, Fang - In: The North American journal of economics and finance : a … 73 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014580778
Saved in:
Cover Image
Risk spillovers between oil and stock markets : a VAR for VaR analysis
Wen, Danyan; Wang, Gang-Jin; Ma, Chaoqun; Wang, Yudong - In: Energy economics 80 (2019), pp. 524-535
Persistent link: https://www.econbiz.de/10012173682
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...