//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"VAR-Modell"
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 spillovers"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
VAR-Modell
Volatilität
314
Spillover-Effekt
308
Volatility
306
Spillover effect
302
Volatility spillovers
205
ARCH model
180
ARCH-Modell
180
volatility spillovers
169
Aktienmarkt
109
Stock market
105
Börsenkurs
90
Share price
86
Capital income
85
Kapitaleinkommen
85
Oil price
60
Ölpreis
60
Financial crisis
53
Schätzung
53
Estimation
52
Finanzkrise
50
Finanzmarkt
45
Welt
45
World
43
Financial market
42
Volatility Spillovers
40
Commodity derivative
36
Rohstoffderivat
36
USA
35
United States
34
multivariate GARCH
32
Hedging
31
China
29
Schwellenländer
29
VAR model
29
Emerging economies
27
Coronavirus
26
EU countries
26
EU-Staaten
26
Internationaler Finanzmarkt
26
more ...
less ...
Online availability
All
Undetermined
20
Free
7
Type of publication
All
Article
25
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Graue Literatur
3
Non-commercial literature
3
Arbeitspapier
2
Working Paper
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
29
Author
All
Abakah, Emmanuel Joel Aikins
2
Da̜browski, Marek A.
2
Fijorek, Kamil
2
Floros, Christos
2
Gillas, Konstantinos Gkillas
2
Hammoudeh, Shawkat
2
Kang, Sang Hoon
2
Nguyen, Duc Khuong
2
Papież, Monika
2
Tiwari, Aviral Kumar
2
Tsouknidis, Dimitris A.
2
Śmiech, Sławomir
2
Adewuyi, Adeolu O.
1
Adämmer, Philipp
1
Amzile, Karim
1
Andrikopulos, Andreas A.
1
Angelidis, Timotheos
1
Apostolakis, George N.
1
BenMabrouk, Houda
1
Beneki, Christina
1
Beraich, Mohamed
1
Bohl, Martin T.
1
Boubaker, Adel
1
Boubaker, Sabri
1
Brooks, Robert
1
Bui Thi Huong Lan
1
Choi, Ki-hong
1
Collet, Jerome
1
Do, Hung Xuan
1
Dragomirescu-Gaina, Catalin
1
El Ghini, Ahmed
1
Fadali, Mohamed Amine
1
Fengler, Matthias
1
Ferraro, Salvatore
1
Funke, Michael
1
Hamori, Shigeyuki
1
Ielpo, Florian
1
Jena, Sangram Keshari
1
Kohonen, Anssi
1
Konstantatos, Christoforos
1
more ...
less ...
Published in...
All
International review of financial analysis
4
Energy economics
2
BOFIT discussion papers
1
Bulletin of economic research
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
1
International Journal of Energy Economics and Policy : IJEEP
1
International Journal of Financial Studies : open access journal
1
International journal of financial research
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of commodity markets
1
Journal of economics and finance : JEF
1
Journal of empirical finance
1
Journal of risk and financial management : JRFM
1
Macroeconomic dynamics
1
Maritime economics & logistics
1
Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The North American journal of economics and finance : a journal of theory and practice
1
Transportation research / E : an international journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Directional spillover of fossil fuels prices on a hydrothermal power generation market
Oviedo-Gómez, Andrés
;
Londoño-Hernández, Sandra Milena
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
1
,
pp. 85-90
Persistent link: https://www.econbiz.de/10014247760
Saved in:
2
Volatility spillover effects of the US, European and Chinese financial markets in the context of the Russia-Ukraine conflict
Beraich, Mohamed
;
Amzile, Karim
;
Laamire, Jaouad
; …
- In:
International Journal of Financial Studies : open …
10
(
2022
)
4
,
pp. 1-18
The present study aims to investigate the volatility spillover effects in the international financial markets before and during the Russia-Ukraine conflict. The subject of this paper is the study of the influence of the recent war between Russia and Ukraine on the transmission of volatility...
Persistent link: https://www.econbiz.de/10013459985
Saved in:
3
Volatility
spillovers
across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
4
Volatility
spillovers
among cryptocurrencies
Smales, Lee A.
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
10
,
pp. 1-12
-MGARCH model to examine the return and
volatility
spillovers
across three distinct classes of cryptocurrencies: coins, tokens, and …
Persistent link: https://www.econbiz.de/10012792439
Saved in:
5
Identifying structural shocks to volatility through a proxy-MGARCH model
Fengler, Matthias
;
Polivka, Jeannine
-
2021
Persistent link: https://www.econbiz.de/10012516889
Saved in:
6
Financial markets, energy shocks, and extreme
volatility
spillovers
Boubaker, Sabri
;
Sitara Karim
;
Naeem, Muhammad Abubakr
; …
- In:
Energy economics
126
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014487450
Saved in:
7
Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets
Funke, Michael
;
Loermann, Julius
;
Tsang, Andrew
-
2020
We analyse
volatility
spillovers
between the on- and offshore (CNY and CNH) Renminbi exchange rates towards the US …
volatility
spillovers
. The VIRF results show that the CNH exchange rate promptly reflects the global market demand and supply …
Persistent link: https://www.econbiz.de/10012294928
Saved in:
8
The volatility connectedness between oil and stocks : evidence from the G7 markets
BenMabrouk, Houda
- In:
Financial Market Dynamics after COVID 19 : The …
,
(pp. 67-99)
.
2022
Persistent link: https://www.econbiz.de/10013198542
Saved in:
9
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014276628
Saved in:
10
Quantile risk spillovers between energy and agricultural commodity markets : evidence from pre and during COVID-19 outbreak
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
113
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013540565
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->