//--> //--> //-->
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:"EU countries"
~isPartOf:"International review of financial analysis"
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_exact:"Vector autoregressive model"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
EU countries
VAR model
36
VAR-Modell
36
Volatility
14
Volatilität
14
ARCH model
11
ARCH-Modell
11
Aktienmarkt
11
Estimation
11
Schätzung
11
Spillover effect
11
Spillover-Effekt
11
Stock market
11
Capital income
9
Kapitaleinkommen
9
Börsenkurs
8
Share price
8
Theorie
8
Theory
8
Financial crisis
6
Finanzkrise
6
Welt
6
World
6
EU-Staaten
5
Geldpolitik
5
Monetary policy
5
Portfolio selection
5
Portfolio-Management
5
Risikomaß
5
Risk measure
5
Schock
5
Shock
5
Causality analysis
4
Commodity derivative
4
Kausalanalyse
4
Oil price
4
Rohstoffderivat
4
Ölpreis
4
Connectedness
3
Euro area
3
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Caloia, Francesco Giuseppe
1
Cipollini, Andrea
1
Floros, Christos
1
Gillas, Konstantinos Gkillas
1
Klüppelberg, Claudia
1
Konstantatos, Christoforos
1
Li, Zixuan
1
Long, Shaobo
1
Mallick, Sushanta Kumar
1
Muzzioli, Silvia
1
Müller, Gernot
1
Schreiber, Irene
1
Sousa, Ricardo M.
1
Tian, Hao
1
Tsagkanos, Athanasios
1
Wagner, Niklas F.
1
more ...
less ...
Published in...
All
International review of financial analysis
Working paper series / European Central Bank
53
CESifo working papers
21
Economic modelling
21
Journal of international money and finance
21
ECB Working Paper
20
Working paper
19
Applied economics
12
Discussion paper
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Economics letters
10
Empirica : journal of european economics
8
European economic review : EER
8
International review of economics & finance : IREF
8
Discussion paper / Centre for Economic Policy Research
7
IMF working papers
7
Journal of international financial markets, institutions & money
7
Journal of macroeconomics
7
Journal of policy modeling : JPMOD ; a social science forum of world issues
7
Open economies review
7
Working paper series
7
FIW working paper
6
Journal of banking & finance
6
Working paper series / Czech National Bank
6
Baltic journal of economics
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Economic systems
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International journal of central banking : IJCB
5
International journal of forecasting
5
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
5
Journal of economic dynamics & control
5
Journal of forecasting
5
Journal of money, credit and banking : JMCB
5
Kiel working paper
5
Ruhr economic papers
5
Working paper series / European Central Bank ; Eurosystem
5
Applied economics letters
4
Cambridge working papers in economics
4
Documentos de trabajo / Banco de España
4
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Dynamic spillovers between uncertainties and green bond markets in the US, Europe, and China : evidence from the quantile VAR framework
Long, Shaobo
;
Tian, Hao
;
Li, Zixuan
- In:
International review of financial analysis
84
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013472927
Saved in:
2
Realized volatility spillovers between US spot and futures during ECB news : evidence from the European sovereign debt crisis
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012803941
Saved in:
3
Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe
;
Cipollini, Andrea
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
Saved in:
4
The real effects of financial stress in the Eurozone
Mallick, Sushanta Kumar
;
Sousa, Ricardo M.
- In:
International review of financial analysis
30
(
2013
),
pp. 1-17
Persistent link: https://www.econbiz.de/10010460004
Saved in:
5
Equities, credits and volatilities : a multivariate analysis of the European market during the subprime crisis
Schreiber, Irene
;
Müller, Gernot
;
Klüppelberg, Claudia
; …
- In:
International review of financial analysis
24
(
2012
),
pp. 57-65
Persistent link: https://www.econbiz.de/10009688173
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->