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 analysis"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatility impulse response analysis
4
Oil price shocks
3
Schock
3
Shock
3
Stock returns
3
Time series analysis
3
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
Capital income
2
Capital market returns
2
Impact assessment
2
Kapitaleinkommen
2
Kapitalmarktrendite
2
Oil price
2
VAR model
2
VAR-Modell
2
Wirkungsanalyse
2
Ölpreis
2
ARCH model
1
ARCH-Modell
1
Asian stock markets
1
Leverage effect
1
Multivariate GARCH
1
Safe-haven
1
Theorie
1
Theory
1
financial crisis
1
volatility impulse response analysis
1
volatility spill over
1
more ...
less ...
Online availability
All
Free
2
Undetermined
2
Type of publication
All
Article
3
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Working Paper
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Language
All
English
4
German
1
Author
All
Ali, Faek Menla
3
Eraslan, Sercan
3
Hafner, Christian M.
1
Herwartz, Helmut
1
Kang, Sang Hoon
1
Ko, Hee-un
1
Yoon, Seong-min
1
more ...
less ...
Published in...
All
Economics letters
2
Bundesbank Discussion Paper
1
Discussion paper
1
Korea and the world economy
1
Source
All
ECONIS (ZBW)
4
EconStor
1
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Oil price shocks and stock return volatility : new evidence based on
volatility
impulse
response
analysis
Eraslan, Sercan
;
Ali, Faek Menla
- In:
Economics letters
172
(
2018
),
pp. 59-62
Persistent link: https://www.econbiz.de/10012022066
Saved in:
5
Contagion effects and volatility impulse responses between US and Asian stock markets
Kang, Sang Hoon
;
Ko, Hee-un
;
Yoon, Seong-min
- In:
Korea and the world economy
18
(
2017
)
2
,
pp. 111-130
Persistent link: https://www.econbiz.de/10011736792
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
