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Search: subject:"mean and volatility spillovers"
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mean and volatility spillovers
10
Spillover effect
8
Spillover-Effekt
8
VAR-GARCH BEKK model
8
Volatility
8
Volatilität
8
Mean and volatility spillovers
7
ARCH model
6
ARCH-Modell
6
Structural break
6
Strukturbruch
6
Energy and food prices
5
Oil price
5
multivariate GARCH
5
Ölpreis
5
Energiemarkt
4
Energy market
4
Food price
4
Lebensmittelpreis
4
Energiepreis
3
Energy price
3
Preis
3
Price
3
energy and food prices
3
spot electricity price markets
3
Ansteckungseffekt
2
Contagion effect
2
Currency crisis
2
Financial market
2
Finanzmarkt
2
Low-interest-rate policy
2
Niedrigzinspolitik
2
Virtual currency
2
Virtuelle Währung
2
Währungskrise
2
contagion
2
cryptocurrencies
2
cyber attacks
2
Contagion
1
Crude oil
1
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English
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Spagnolo, Fabio
11
Spagnolo, Nicola
11
Caporale, Guglielmo Maria
10
Al-Maadid, Alanoud
8
Higgs, Helen
4
Kang, Woo-Young
3
Serletis, Apostolos
2
Worthington, Andrew C.
2
Caporale, Guglielma Maria
1
Higgs, H.
1
Kay-Spratley, A.
1
Kay-Spratley, Adam
1
Kyritsis, Evangelos
1
Worthington, A. C.
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1
Xu, Libo
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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, 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:
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
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:
7
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:
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/10010498617
Saved in:
9
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:
10
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:
1
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