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~subject:"VAR-Modell"
~subject:"EU-Staaten"
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Search: subject:"volatility spillovers"
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VAR-Modell
EU-Staaten
Volatilität
314
Spillover-Effekt
308
Volatility
306
Spillover effect
302
Volatility spillovers
205
ARCH model
180
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180
volatility spillovers
169
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109
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40
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multivariate GARCH
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VAR model
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Caporale, Guglielmo Maria
8
Spagnolo, Fabio
8
Spagnolo, Nicola
8
Abakah, Emmanuel Joel Aikins
2
Da̜browski, Marek A.
2
Fijorek, Kamil
2
Floros, Christos
2
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2
González-Urteaga, Ana
2
Hammoudeh, Shawkat
2
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2
Nguyen, Duc Khuong
2
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2
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2
Tsouknidis, Dimitris A.
2
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2
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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
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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
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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
Bui Thi Huong Lan
1
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1
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6
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3
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1
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
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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ECONIS (ZBW)
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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
Financial Implications of the EU Emission Trading System : an analysis of wavelet coherence and
volatility
spillovers
De Ponti, Pietro
;
Romagnoli, Matteo
-
2022
industries subject to the System; to this end, we employWavelet Coherence and
Volatility
Spillovers
Analyses. Despite spotting …
Persistent link: https://www.econbiz.de/10013361266
Saved in:
4
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:
5
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:
6
Identifying structural shocks to volatility through a proxy-MGARCH model
Fengler, Matthias
;
Polivka, Jeannine
-
2021
Persistent link: https://www.econbiz.de/10012516889
Saved in:
7
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:
8
Stock market integration and
volatility
spillovers
: new evidence from Asia-Pacific and European markets
Guru, Biplab Kumar
;
Yadav, Inder Sekhar
- In:
The journal of risk finance : JRF
24
(
2023
)
2
,
pp. 186-211
Persistent link: https://www.econbiz.de/10014232423
Saved in:
9
Price and
volatility
spillovers
between crude oil and natural gas markets in Europe and Japan-Korea
Perifanis, Theodosios
;
Dagoumas, Athanasios
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 432-446
Persistent link: https://www.econbiz.de/10012506482
Saved in:
10
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
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