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  • Search: subject:"Volatility connectedness"
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Year of publication
Subject
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Volatility 56 Volatilität 56 Volatility connectedness 35 Welt 26 World 26 China 16 Spillover effect 16 Spillover-Effekt 16 volatility connectedness 13 Coronavirus 11 Börsenkurs 10 Share price 10 Stock market 10 ARCH model 9 ARCH-Modell 9 Aktienmarkt 9 COVID-19 8 Capital income 8 Kapitaleinkommen 8 Risiko 7 Risk 7 Virtual currency 7 Virtuelle Währung 7 bootstrap-after-bootstrap procedure 7 Oil market 6 Portfolio selection 6 Portfolio-Management 6 Ölmarkt 6 Commodity derivative 5 Devisenmarkt 5 Epidemic 5 Epidemie 5 Exchange rate 5 Foreign exchange market 5 Oil price 5 Rohstoffderivat 5 TVP-VAR 5 Wechselkurs 5 portfolio composition and hedging 5 Ölpreis 5
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Online availability
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Undetermined 46 Free 16 CC license 2
Type of publication
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Article 52 Book / Working Paper 10
Type of publication (narrower categories)
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Article in journal 51 Aufsatz in Zeitschrift 51 Working Paper 10 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6 research-article 1
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Language
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English 62
Author
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Kočenda, Evžen 10 Albrecht, Peter 6 Bartušek, Daniel 4 Bouri, Elie 4 Ji, Qiang 3 Liow, Kim Hiang 3 Shaik, Muneer 3 Uddin, Mohammed Gazi Salah 3 Bansal, Rohit 2 Bissoondoyal-Bheenick, Emawtee 2 Do, Hung 2 Do, Hung Xuan 2 Hu, Xiaolu 2 Jiang, Junhua 2 Kang, Sang Hoon 2 Li, Yanshuang 2 Luo, Jiawen 2 Maurya, Prince Kumar 2 Mishra, Anand Kumar 2 Nguyen, Thao Thac Thanh 2 Pham, Son Duy 2 Roubaud, David 2 Rubaszek, Michał 2 Shi, Huai-Long 2 Szafranek, Karol 2 Tiwari, Aviral Kumar 2 Zhong, Angel 2 Äijö, Janne 2 Abdeltawab Mahran, Hisham 1 Abdollahi, Hooman 1 Abosedra, Salah 1 Alola, Andrew Adewale 1 Alshater, Muneer Maher 1 Anghel, Dan Gabriel 1 Ari, Yakup 1 Arshian Sharif 1 Aslan, Aylin 1 Bashar, Abu 1 Bashir, Usman 1 Caraiani, Petre 1
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Published in...
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Energy economics 6 Finance research letters 5 International review of economics & finance : IREF 5 International review of financial analysis 4 CESifo Working Paper 3 CESifo working papers 3 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 3 Applied economics 2 Asia Pacific financial markets 2 Journal of international financial markets, institutions & money 2 Journal of multinational financial management 2 The North American journal of economics and finance : a journal of financial economics studies 2 The quarterly review of economics and finance 2 Applied economics letters 1 Asia-Pacific journal of regional science 1 CSEI working paper 1 Collegium of Economic Analysis working paper series 1 Economic change & restructuring 1 Economic modelling 1 Economics letters 1 Future Business Journal 1 Global finance journal 1 IES Working Paper 1 IES working paper 1 Journal of Chinese economic and business studies 1 Journal of behavioral and experimental finance 1 Journal of commodity markets : JCM 1 Journal of financial stability 1 Journal of open innovation : technology, market, and complexity 1 Quantitative finance and economics 1 Studies in Economics and Finance 1 Studies in economics and finance 1 The journal of risk finance : JRF 1 Working paper / Department of Economics, Copenhagen Business School 1
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Source
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ECONIS (ZBW) 57 EconStor 4 Other ZBW resources 1
Showing 1 - 10 of 62
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Volatility Connectedness on the Central European Forex Markets
Albrecht, Peter; Kočenda, Evžen - 2023
We provide a comprehensive assessment of volatility connectedness between the currencies of Central European (CE …
Persistent link: https://www.econbiz.de/10014469483
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Volatility connectedness on the Central European forex markets
Albrecht, Peter; Kočenda, Evžen - 2023
We provide a comprehensive assessment of volatility connectedness between the currencies of Central European (CE …
Persistent link: https://www.econbiz.de/10014414188
Saved in:
Cover Image
Event-Driven Changes in Volatility Connectedness in Global Forex Markets
Albrecht, Peter; Kočenda, Evžen - 2025
Using novel methods, we comprehensively analyze volatility connectedness among most traded currencies using high …
Persistent link: https://www.econbiz.de/10015339458
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Static and dynamic return and volatility connectedness between transportation tokens and transportation indices : evidence from quantile connectedness approach
Ustaoglu, Erkan - 2025
Persistent link: https://www.econbiz.de/10015359868
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Event-driven changes in volatility connectedness in global forex markets
Albrecht, Peter; Kočenda, Evžen - 2025
Using novel methods, we comprehensively analyze volatility connectedness among most traded currencies using high …
Persistent link: https://www.econbiz.de/10015179220
Saved in:
Cover Image
Disentangling Timing Uncertainty of Event-Driven Connectedness among Oil-Based Energy Commodities
Kočenda, Evžen; Bartušek, Daniel - 2024
historical events that triggered abrupt and enduring increases in volatility connectedness. Geopolitical events are more …
Persistent link: https://www.econbiz.de/10015175219
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The volatility connectedness of US industries : the role of investor sentiment
Anghel, Dan Gabriel; Caraiani, Petre - In: Economics letters 235 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015071433
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Disentangling timing uncertainty of event-driven connectedness among oil-based energy commodities
Kočenda, Evžen; Bartušek, Daniel - 2024
historical events that triggered abrupt and enduring increases in volatility connectedness. Geopolitical events are more …
Persistent link: https://www.econbiz.de/10015125481
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Dynamic volatility among fossil energy, clean energy and major assets : evidence from the novel DCC-GARCH
Ozkan, Oktay; Abosedra, Salah; Arshian Sharif; Alola, … - In: Economic change & restructuring 57 (2024) 3, pp. 1-19
Persistent link: https://www.econbiz.de/10015045133
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Market volatility and crisis dynamics : a comprehensive analysis of U.S., China, India, and Pakistan stock markets with oil and gold interconnections during COVID-19 and Russia-Ukraine war periods
Khan, Muhammad Niaz - In: Future Business Journal 10 (2024) 1, pp. 1-15
The objective of this paper is to explore the interconnectedness of volatility among the stock markets of U.S., China, India, and Pakistan in conjunction with oil and gold markets. Employing the novel Time-Varying Parameter Vector Autoregression (TVP-VAR) model for assessing connectedness, the...
Persistent link: https://www.econbiz.de/10015411145
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