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~person:"Spagnolo, Fabio"
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Spillover effect
10
Spillover-Effekt
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Volatility
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VAR-GARCH BEKK model
8
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Mean and volatility spillovers
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mean and volatility spillovers
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Spagnolo, Fabio
McAleer, Michael
64
Ringle, Christian M.
53
Caporale, Guglielmo Maria
51
Chang, Chia-Lin
39
Sarstedt, Marko
36
Gil-Alaña, Luis A.
30
Serletis, Apostolos
29
Kim, Hyeongwoo
27
Spagnolo, Nicola
27
Holmes, Mark J.
22
Phillips, Peter C. B.
22
Wong, Hoi Ying
21
Fabozzi, Frank J.
20
Hair, Joseph F.
20
Panagiotidis, Theodore
18
Wagner, Martin
18
Gupta, Rangan
17
Klein, Ingo
17
Leung, Tim
17
Pesaran, M. Hashem
17
Wong, Wing-Keung
17
Ferrari, Giorgio
16
Perron, Pierre
16
Zeng, Yan
16
Kerstens, Kristiaan
15
Yao, Haixiang
15
Choi, Tsan-Ming
14
Dianetti, Jodi
14
Gao, Jiti
14
Li, Xun
14
Ullah, Aman
14
Wong, Wing Keung
14
Albers, Scott
13
Cui, Xiangyu
13
Nielsen, Bent
13
Otero, Jesús
13
Wolf, Michael
13
Chernozhukov, Victor
12
Henseler, Jörg
12
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ECONIS (ZBW)
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1
Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets
Caporale, Guglielmo Maria
;
Kang, Woo-Young
;
Spagnolo, Fabio
-
2020
This paper examines
mean
and volatility spillovers between three major cryptocurrencies (Bitcoin, Litecoin and Ethereum …
Persistent link: https://www.econbiz.de/10012227664
Saved in:
2
Cyber attacks, spillovers and contagion in the cryptocurrency markets
Caporale, Guglielmo Maria
;
Kang, Woo-Young
;
Spagnolo, Fabio
-
2020
This paper examines
mean
and volatility spillovers between three major cryptocurrencies (Bitcoin, Litecoin and Ethereum …
Persistent link: https://www.econbiz.de/10012219891
Saved in:
3
Cyber-attacks, spillovers and contagion in the cryptocurrency markets
Caporale, Guglielmo Maria
;
Kang, Woo-Young
;
Spagnolo, Fabio
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803683
Saved in:
4
Spillovers between food and energy prices and structural breaks
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
-
2015
framework is suitable to analyse both
mean
and volatility spillovers, and also allows for possible parameter shifts resulting …
Persistent link: https://www.econbiz.de/10010501784
Saved in:
5
Spillovers between Food and Energy Prices and Structural Breaks
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
-
2015
framework is suitable to analyse both
mean
and volatility spillovers, and also allows for possible parameter shifts resulting …
Persistent link: https://www.econbiz.de/10010531765
Saved in:
6
Spillovers between food and energy prices and structural breaks /Alanoud Al-Maadid, Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
-
2015
Persistent link: https://www.econbiz.de/10010527213
Saved in:
7
Spillovers between food and energy prices and structural breaks
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
-
2015
framework is suitable to analyse both
mean
and volatility spillovers, and also allows for possible parameter shifts resulting …
Persistent link: https://www.econbiz.de/10010498617
Saved in:
8
Spillovers between food and energy prices and structural breaks
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
-
2015
framework is suitable to analyse both
mean
and volatility spillovers, and also allows for possible parameter shifts resulting …
Persistent link: https://www.econbiz.de/10010501248
Saved in:
9
Spillovers between Food and Energy Prices and Structural Breaks
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
-
CESifo
-
2015
framework is suitable to analyse both
mean
and volatility spillovers, and also allows for possible parameter shifts resulting …
Persistent link: https://www.econbiz.de/10011212078
Saved in:
10
Spillovers between Food and Energy Prices and Structural Breaks
Al-Maadid, Alanoud
;
Caporale, Guglielma Maria
; …
-
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
-
2015
framework is suitable to analyse both
mean
and volatility spillovers, and also allows for possible parameter shifts resulting …
Persistent link: https://www.econbiz.de/10011213875
Saved in:
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