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Search: subject:"volatility spillovers"
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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
VAR-Modell
29
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27
Coronavirus
26
EU countries
26
EU-Staaten
26
Internationaler Finanzmarkt
26
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347
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171
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1
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270
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66
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36
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36
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33
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16
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3
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English
392
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127
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McAleer, Michael
44
Spagnolo, Nicola
41
Caporale, Guglielmo Maria
39
Chang, Chia-Lin
32
Spagnolo, Fabio
27
Tansuchat, Roengchai
16
Beirne, John
13
Allen, David E.
10
Hammoudeh, Shawkat
10
Schulze-Ghattas, Marianne
10
Mensi, Walid
9
Nguyen, Duc Khuong
9
Al-Maadid, Alanoud
8
Gómez González, José Eduardo
7
Khamkaew, Thanchanok
7
Kočenda, Evžen
7
Tse, Yiuman
6
Bouri, Elie
5
Chevallier, Julien
5
Gupta, Rangan
5
Lahiani, Amine
5
McAleer, M.J.
5
Sehgal, Sanjay
5
Tansuchat, R.
5
Tiwari, Aviral Kumar
5
Umar, Zaghum
5
Yavas, Burhan F.
5
Ahmed, Abdullahi Dahir
4
Ali, Faek Menla
4
Aloui, Chaker
4
Amaral, Teodosio Perez
4
Arfaoui, Mongi
4
Arouri, Mohamed
4
Balli, Faruk
4
Beljid, Makram
4
Bohl, Martin T.
4
Boubaker, Adel
4
Chang, C-L.
4
Corbet, Shaen
4
Dedi, Lidija
4
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
12
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
7
Institute of Economic Research, Kyoto University
7
CESifo
6
Department of Economics and Finance, College of Business and Economics
6
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
5
Erasmus University Rotterdam, Econometric Institute
5
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
5
Institut de Préparation à l'Administration et à la Gestion (IPAG)
5
Université Paris-Dauphine (Paris IX)
4
School of Economics and Finance, Business School
3
Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät
2
School of Economics, Kingston University
2
Tinbergen Instituut
2
Agricultural and Applied Economics Association - AAEA
1
Banque de France
1
Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales
1
Department of Economics, European University Institute
1
Department of Economics, Faculty of Business and Economics
1
Department of Economics, National University of Ireland
1
Department of Economics, National University of Singapore
1
Department of Economics, School of Business and Economics
1
Department of Economics, University of Crete
1
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
1
East Asian Bureau of Economic Research (EABER)
1
EconWPA
1
European Central Bank
1
Facultat d'Economia i Empresa, Universitat de Barcelona
1
Faculteit Economie en Bedrijfskunde, Universiteit Gent
1
Hanken Svenska Handelshögskolan
1
Henley Business School, University of Reading
1
Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
1
Institut für Lebensmittel und Ressourcenökonomik, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Instituto Valenciano de Investigaciones Económicas (IVIE)
1
School of Economics and Political Science, Universität St. Gallen
1
Siirtymätalouksien tutkimuslaitos, Suomen Pankki
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Suomen Pankki
1
University of Cyprus Department of Economics
1
Université Paris-Dauphine
1
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Energy economics
20
International review of financial analysis
16
Economic modelling
13
MPRA Paper
12
Applied economics
11
International review of economics & finance : IREF
11
Research in international business and finance
11
The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
9
CESifo Working Paper
8
Pacific-Basin finance journal
8
Econometric Institute Research Papers
7
Journal of international financial markets, institutions & money
7
KIER Working Papers
7
CESifo Working Paper Series
6
CESifo working papers
6
Discussion paper / Tinbergen Institute
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
International Journal of Energy Economics and Policy : IJEEP
6
Journal of Risk and Financial Management
6
Journal of risk and financial management : JRFM
6
Tinbergen Institute Discussion Paper
6
Working Papers in Economics
6
DIW Discussion Papers
5
Discussion Papers of DIW Berlin
5
Documentos de Trabajo del ICAE
5
Econometric Institute Report
5
Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
5
Applied economics letters
4
Economic Modelling
4
Economics Papers from University Paris Dauphine
4
Energy Economics
4
International Journal of Financial Studies : open access journal
4
International journal of finance & economics : IJFE
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
BOFIT Discussion Papers
3
Cogent economics & finance
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Economic research
3
Economics and finance working paper series
3
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Source
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ECONIS (ZBW)
309
RePEc
156
EconStor
50
BASE
4
Showing
81
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90
of
519
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Date (oldest first)
81
Time-frequency causality and connectedness between oil price shocks and the world food prices
Raza, Syed Ali
;
Guesmi, Khaled
;
Belaîd, Fateh
;
Shah, Nida
- In:
Research in international business and finance
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014247897
Saved in:
82
Connectedness and directional spillovers in energy sectors : international evidence
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Applied economics
54
(
2022
)
22
,
pp. 2554-2569
Persistent link: https://www.econbiz.de/10013171104
Saved in:
83
The impact of Brazil on global grain dynamics : a study on cross-market
volatility
spillovers
Avileis, Felipe G.
;
Mallory, Mindy L.
- In:
Agricultural economics : the journal of the …
53
(
2022
)
2
,
pp. 231-245
Persistent link: https://www.econbiz.de/10013165266
Saved in:
84
The Eurozone banking sector in the time of COVID-19 : measuring volatility connectedness
Foglia, Matteo
;
Addi, Abdelhamid
;
Angelini, Eliana
- In:
Global finance journal
51
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013431563
Saved in:
85
Spillovers on sectoral sukuk returns : evidence from country level analysis
Syed Mabruk Billah
;
Balli, Faruk
;
Balli, Hatice Ozer
- In:
Applied economics
54
(
2022
)
38
,
pp. 4402-4432
Persistent link: https://www.econbiz.de/10013410976
Saved in:
86
Dynamic
volatility
spillovers
between industries in the US stock market : evidence from the COVID-19 pandemic and Black Monday
Choi, Sun-Yong
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013413560
Saved in:
87
Return and
volatility
spillovers
across the Western and MENA countries
Habibi, Hamidreza
;
Mohammadi, Hassan
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013449121
Saved in:
88
Volatility
spillovers
: a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 868-887
Persistent link: https://www.econbiz.de/10013187611
Saved in:
89
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:
90
Bond markets integration in the EU : new empirical evidence from the Eastern non-euro member-states
Stoupos, Nikolaos
;
Kiohos, Apostolos
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014225792
Saved in:
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