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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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Volatility spillovers and cont...
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ARCH model
Volatility
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Economic modelling
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
217
Finance research letters
145
International review of financial analysis
119
Applied economics
114
The North American journal of economics and finance : a journal of financial economics studies
108
Research in international business and finance
106
International review of economics & finance : IREF
97
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95
Journal of international financial markets, institutions & money
91
Journal of risk and financial management : JRFM
73
Applied financial economics
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Journal of econometrics
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International journal of forecasting
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Applied economics letters
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ECONIS (ZBW)
170
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1
Determinants of stock market comovements among US and emerging economies during the US financial crisis
Hwang, Eugene
;
Min, Hong-ghi
;
Kim, Bonghan
;
Kim, Hyeongwoo
- In:
Economic modelling
35
(
2013
),
pp. 338-348
Persistent link: https://www.econbiz.de/10010259814
Saved in:
2
Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid
;
Beljid, Makram
;
Boubaker, Adel
;
Managi, …
- In:
Economic modelling
32
(
2013
),
pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
Saved in:
3
Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market
Su, Jung-bin
- In:
Economic modelling
46
(
2015
),
pp. 204-224
Persistent link: https://www.econbiz.de/10011436595
Saved in:
4
Global and regional volatility spillovers to GCC stock markets
Alotaibi, Abdullah R.
;
Mishra, Anil V.
- In:
Economic modelling
45
(
2015
),
pp. 38-49
Persistent link: https://www.econbiz.de/10011334180
Saved in:
5
Volatility spillover shifts in global financial markets
BenSaïda, Ahmed
;
Litimi, Houda
;
Abdallah, Oussama
- In:
Economic modelling
73
(
2018
),
pp. 343-353
Persistent link: https://www.econbiz.de/10012100545
Saved in:
6
Estimating VAR-MGARCH models in multiple steps
Carnero, M. Angeles
;
Eratalay, M. Hakan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
3
,
pp. 339-365
Persistent link: https://www.econbiz.de/10010384281
Saved in:
7
Domestic and foreign sources of volatility spillover to South African asset classes
Duncan, Andrew S.
;
Kabundi, Alain
- In:
Economic modelling
31
(
2013
),
pp. 566-573
Persistent link: https://www.econbiz.de/10009730595
Saved in:
8
Return and volatility transmission between oil prices and oil-exporting and oil-importing countries
Guesmi, Khaled
;
Fattoum, Salma
- In:
Economic modelling
38
(
2014
),
pp. 305-310
Persistent link: https://www.econbiz.de/10010419073
Saved in:
9
Bidirectional volatility transmission between stocks and bond in East Asia : the quantile estimates based on wavelets
Živkov, Dejan
;
Kovačević, Jelena
;
Stankov, Biljana
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10014288820
Saved in:
10
Impacts of China's crash on Asia-Pacific financial integration : volatility interdependence, information transmission and market co-movement
Ahmed, Abdullahi Dahir
;
Huo, Rui
- In:
Economic modelling
79
(
2019
),
pp. 28-46
Persistent link: https://www.econbiz.de/10012199007
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