Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Volatility impulse response"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatility
21
Volatilität
21
ARCH model
14
ARCH-Modell
14
Time series analysis
14
Zeitreihenanalyse
14
Schock
13
Shock
13
Spillover effect
9
Spillover-Effekt
9
VAR model
9
VAR-Modell
9
Estimation
7
Schätzung
7
BEKK
6
Capital market returns
5
DBEKK
5
ESDC
5
GFC
5
Großbritannien
5
Kapitalmarktrendite
5
Multivariate Analyse
5
Multivariate analysis
5
Oil price
5
United Kingdom
5
volatility impulse response function
5
volatility impulse response functions
5
Ölpreis
5
Aktienmarkt
4
Spillover Index
4
Stock market
4
Volatility impulse response analysis
4
Welt
4
World
4
volatility spillovers
4
Asymmetry
3
China
3
Estimation theory
3
Impact assessment
3
Oil price shocks
3
more ...
less ...
Online availability
All
Free
15
Undetermined
13
Type of publication
All
Article
17
Book / Working Paper
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Working Paper
11
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Language
All
English
29
Undetermined
3
German
1
Author
All
Allen, David E.
5
McAleer, Michael
5
Powell, Robert
5
Ali, Faek Menla
3
Eraslan, Sercan
3
Fengler, Matthias
3
Polivka, Jeannine
3
Singh, Abhay Kumar
3
Bernhardt, Matthias
2
Green, Rikard
2
Jin, Xiaoye
2
Larsson, Karl
2
Le Pen, Yannick
2
Lunina, Veronika
2
Nilsson, Birger
2
Singh, Abhay K.
2
Sévi, Benoît
2
Ajmi, Ahdi N.
1
An, Ximeng
1
Antonakakis, Nikolaos
1
Babalos, Vassilios
1
Badinger, Harald
1
Balcilar, Mehmet
1
Bouri, Elie
1
Cheng, Natalie Fang Ling
1
Economou, Fotini
1
Funke, Michael
1
Gupta, Rangan
1
Hafner, Christian M.
1
Hammoudeh, Shawkat
1
Harrison, Andre
1
Hasanov, Akram Shavkatovich
1
Herwartz, Helmut
1
J. Vivian, Andrew
1
Kang, Sang Hoon
1
Karali, Berna
1
Ko, Hee-un
1
Li, Hong
1
Liu, Xiaochun
1
Loermann, Julius
1
more ...
less ...
Institution
All
Centre de Recherche en Économie et Droit de l'Énergie, Faculté de sciences économiques
1
Department of Economics, Faculty of Economic and Management Sciences
1
Department of Economics, National University of Ireland
1
Université Paris-Dauphine
1
Université Paris-Dauphine (Paris IX)
1
Published in...
All
Energy economics
3
Discussion paper / Tinbergen Institute
2
Economics letters
2
Tinbergen Institute Discussion Paper
2
Applied economics
1
Bundesbank Discussion Paper
1
Cahiers du CREDEN (CREDEN Working Papers)
1
Discussion paper
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Economic modelling
1
Economics Papers from University Paris Dauphine
1
Economics, Finance and Accounting Department Working Paper Series
1
Energy Economics
1
International economic journal
1
Journal of Asian economics
1
Journal of banking & finance
1
Journal of commodity markets
1
Korea and the world economy
1
Open Access publications from Université Paris-Dauphine
1
Research in international business and finance
1
Research paper series / Swiss Finance Institute
1
Review of international economics
1
The North American journal of economics and finance : a journal of financial economics studies
1
Working Paper
1
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
1
Working Papers in Economics
1
Working papers in economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
RePEc
6
EconStor
5
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Structural
volatility
impulse
response
analysis
Fengler, Matthias
;
Polivka, Jeannine
-
2025
Persistent link: https://www.econbiz.de/10015339180
Saved in:
2
Structural
volatility
impulse
response
analysis
Fengler, Matthias
;
Polivka, Jeannine
-
2024
Persistent link: https://www.econbiz.de/10015130707
Saved in:
3
Structural
volatility
impulse
response
analysis
Fengler, Matthias
;
Polivka, Jeannine
-
2022
Persistent link: https://www.econbiz.de/10013399810
Saved in:
4
Volatility transmission and
volatility
impulse
response
functions in the main and the satellite Renminbi exchange rate markets
Funke, Michael
;
Loermann, Julius
;
Tsang, Andrew
- In:
Review of international economics
30
(
2022
)
2
,
pp. 606-628
Persistent link: https://www.econbiz.de/10013185780
Saved in:
5
Asymmetric
volatility
impulse
response
functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
6
Structural sources of oil market volatility and correlation dynamics
Harrison, Andre
;
Liu, Xiaochun
;
Stewart, Shamar L.
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438691
Saved in:
7
The US-China trade war and the volatility linkages between energy and agricultural commodities
Cheng, Natalie Fang Ling
;
Hasanov, Akram Shavkatovich
; …
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284707
Saved in:
8
How far is too far for volatility transmission?
Yang, Yao
;
Karali, Berna
- In:
Journal of commodity markets
26
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013451091
Saved in:
9
Oil price shocks and stock return volatility: New evidence based on
volatility
impulse
response
analysis
Eraslan, Sercan
;
Ali, Faek Menla
-
2018
We use
volatility
impulse
response
analysis estimated from the bivariate GARCH-BEKK model to quantify the size and the …
Persistent link: https://www.econbiz.de/10011904462
Saved in:
10
Oil price shocks and stock return volatility : new evidence based on
volatility
impulse
response
analysis
Eraslan, Sercan
;
Ali, Faek Menla
-
2018
We use
volatility
impulse
response
analysis estimated from the bivariate GARCH-BEKK model to quantify the size and the …
Persistent link: https://www.econbiz.de/10011903691
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
