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~subject:"Welt"
~subject:"Estimation"
~isPartOf:"International review of economics & finance : IREF"
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Search: subject:"spillovers"
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Welt
Estimation
Spillover effect
113
Spillover-Effekt
113
Volatility
50
Volatilität
50
China
31
Aktienmarkt
26
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26
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25
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22
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41
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Xuan Vinh Vo
4
Bouri, Elie
3
Balli, Faruk
2
Kang, Sang Hoon
2
Mensi, Walid
2
Umar, Zaghum
2
Aharon, David Y.
1
Akanni, Lateef O.
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
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1
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1
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1
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1
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1
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1
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1
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1
Giannellis, Nikolaos
1
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1
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1
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1
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International review of economics & finance : IREF
Energy economics
93
NBER working paper series
62
The North American journal of economics and finance : a journal of financial economics studies
56
NBER Working Paper
52
CESifo working papers
50
Journal of international money and finance
48
Applied economics
47
Finance research letters
47
International review of financial analysis
47
Working paper / National Bureau of Economic Research, Inc.
46
Economic modelling
41
Discussion paper / Centre for Economic Policy Research
37
Economics letters
36
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Research in international business and finance
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31
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30
Applied economics letters
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27
Journal of banking & finance
23
Journal of international economics
21
Pacific-Basin finance journal
19
Journal of risk and financial management : JRFM
18
Research policy : policy, management and economic studies of science, technology and innovation
18
Discussion paper / Tinbergen Institute
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Working papers / Bank for International Settlements
17
IZA Discussion Paper
15
ZEW discussion papers
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14
Review of international economics
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CESifo Working Paper Series
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International journal of finance & economics : IJFE
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Economic systems research : journal of the International Input-Output Association
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European economic review : EER
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ECONIS (ZBW)
41
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1
An investigation of the frequency dynamics of
spillovers
and connectedness among GCC sectoral indices
Kapar, Burcu
;
Syed Mabruk Billah
;
Rana, Faisal
;
Balli, Faruk
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1442-1467
Persistent link: https://www.econbiz.de/10014446633
Saved in:
2
Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors
Dai, Zhifeng
;
Zhu, Haoyang
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 421-450
Persistent link: https://www.econbiz.de/10014246725
Saved in:
3
Time-frequency
spillovers
and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
4
On bank return and volatility
spillovers
: identifying transmitters and receivers during crisis periods
Apostolakis, George N.
;
Floros, Christos
;
Giannellis, …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 156-176
Persistent link: https://www.econbiz.de/10013542907
Saved in:
5
Does the volatility spillover effect matter in oil price volatility predictability? : evidence from high-frequency data
Wu, Lan
;
Xu, Weiju
;
Huang, Dengshi
;
Li, Pan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 299-306
Persistent link: https://www.econbiz.de/10013543121
Saved in:
6
The dynamics and determinants of liquidity connectedness across financial asset markets
Liew, Ping-Xin
;
Lim, Kian-Ping
;
Goh, Kim-leng
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 341-358
Persistent link: https://www.econbiz.de/10013332382
Saved in:
7
Spatial analysis of sovereign risk from the perspective of EPU
spillovers
Liu, Peipei
;
Huang, Wei-Qiang
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 427-443
Persistent link: https://www.econbiz.de/10014446472
Saved in:
8
Transmission process and determinants of sovereign credit contagions : global evidence
Chen, Chih-Chun
;
Chen, Chun-Da
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 552-567
Persistent link: https://www.econbiz.de/10014446789
Saved in:
9
Volatility
spillovers
and hedging effectiveness between health and tourism stocks : empirical evidence from the US
Salisu, Afees A.
;
Akanni, Lateef O.
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 150-159
Persistent link: https://www.econbiz.de/10012792946
Saved in:
10
Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? : a portfolio risk analysis
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 96-113
Persistent link: https://www.econbiz.de/10013175750
Saved in:
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