//--> //--> //--> //-->
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
~isPartOf:"Research in international business and finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH model"
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
Volatility spillovers and cont...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Volatility
357
Volatilität
357
Aktienmarkt
288
Stock market
288
Börsenkurs
224
Share price
224
Estimation
184
Schätzung
184
Capital income
181
Kapitaleinkommen
181
Emerging economies
168
Schwellenländer
168
ARCH-Modell
153
Welt
135
World
135
Financial market
134
Finanzmarkt
134
Theorie
98
Theory
98
Spillover effect
90
Spillover-Effekt
90
Financial crisis
72
Finanzkrise
72
Behavioural finance
66
Time series analysis
66
Zeitreihenanalyse
66
Anlageverhalten
65
Emerging markets
56
Portfolio selection
56
Portfolio-Management
56
China
55
Coronavirus
53
USA
53
United States
53
Forecasting model
48
Prognoseverfahren
48
Risk
44
Impact assessment
43
Wirkungsanalyse
43
more ...
less ...
Online availability
All
Undetermined
128
Type of publication
All
Article
153
Type of publication (narrower categories)
All
Article in journal
153
Aufsatz in Zeitschrift
153
Language
All
English
153
Author
All
Gupta, Rangan
4
Chevallier, Julien
3
Ftiti, Zied
3
Ji, Qiang
3
Lau, Chi Keung
3
Serletis, Apostolos
3
Aboura, Sofiane
2
Ben Ouda, Olfa
2
Blazsek, Szabolcs
2
Bouri, Elie
2
Caporale, Guglielmo Maria
2
Chan, Jennifer So Kuen
2
Delhoumi, Ezzeddine
2
Haas, Markus
2
Jawadi, Fredj
2
Kenourgios, Dimitris
2
Kok Haur Ng
2
Koutmos, Dimitrios
2
Li, Leon
2
Moussa, Faten
2
Papadamou, Stephanos
2
Tiwari, Aviral Kumar
2
Abbara, Omar
1
Abedin, Mohammad Zoynul
1
Abraham, Abraham
1
Agudelo, Diego A.
1
Aharon, David Y.
1
Ahmad, Wasim
1
Ahmed, Abdullahi Dahir
1
Aknouche, Abdelhakim
1
Al Rababa'a, Abdel Razzaq
1
Al Refai, Hisham M.
1
Al-Shboul, Mohammad
1
Alomari, Mohammad
1
Aloui, Chaker
1
Anatolyev, Stanislav
1
Andréosso-O'Callaghan, Bernadette
1
Ankudinov, Andrej B.
1
Antonakakis, Nikolaos
1
Anwar, Sajid
1
more ...
less ...
Published in...
All
Research in international business and finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
217
Finance research letters
145
Economic modelling
123
International review of financial analysis
119
Applied economics
114
The North American journal of economics and finance : a journal of financial economics studies
108
International review of economics & finance : IREF
97
Journal of empirical finance
95
Journal of international financial markets, institutions & money
91
Journal of risk and financial management : JRFM
73
Applied financial economics
69
Journal of econometrics
68
Journal of banking & finance
65
International journal of forecasting
63
Applied economics letters
59
Economics letters
57
Journal of forecasting
57
Discussion paper / Tinbergen Institute
53
International Journal of Energy Economics and Policy : IJEEP
48
The European journal of finance
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Working paper
44
International journal of finance & economics : IJFE
42
The journal of futures markets
42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
Econometric Institute research papers
40
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
International journal of economics and financial issues : IJEFI
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
International journal of economics and finance
34
Journal of international money and finance
34
Pacific-Basin finance journal
34
Cogent economics & finance
32
Review of quantitative finance and accounting
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
The empirical economics letters : a monthly international journal of economics
28
Journal of financial econometrics
26
CESifo working papers
24
more ...
less ...
Source
All
ECONIS (ZBW)
153
Showing
1
-
10
of
153
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Financial market interdependencies : a quantile regression analysis of volatility spillover
Rejeb, Aymen Ben
;
Arfaoui, Mongi
- In:
Research in international business and finance
36
(
2016
),
pp. 140-157
Persistent link: https://www.econbiz.de/10011594319
Saved in:
2
Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Research in international business and finance
36
(
2016
),
pp. 288-296
Persistent link: https://www.econbiz.de/10011594438
Saved in:
3
Financial crises and the dynamics of the spillovers between the US and BRICS stock markets
McIver, Ron
;
Kang, Sang Hoon
- In:
Research in international business and finance
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012581346
Saved in:
4
Return and volatility interdependences in up and down markets across developed and emerging countries
Kundu, Srikanta
;
Sarkar, Nityananda
- In:
Research in international business and finance
36
(
2016
),
pp. 297-311
Persistent link: https://www.econbiz.de/10011594440
Saved in:
5
Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors : a tale of two crises
Belhassine, Olfa
- In:
Research in international business and finance
53
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012548919
Saved in:
6
Volatility returns with vengeance : financial markets vs. commodities
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
33
(
2015
),
pp. 334-354
Persistent link: https://www.econbiz.de/10011325853
Saved in:
7
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:
8
Information transmission across stock indices and stock index futures : international evidence using wavelet framework
Aloui, Chaker
;
Hkiri, Besma
;
Lau, Chi Keung
;
Yarovaya, …
- In:
Research in international business and finance
44
(
2018
),
pp. 411-421
Persistent link: https://www.econbiz.de/10011983072
Saved in:
9
Volatility transmission between US and Latin American stock markets : testing the decoupling hypothesis
Cardona, Laura
;
Gutiérrez, Marcela
;
Agudelo, Diego A.
- In:
Research in international business and finance
39
(
2017
),
pp. 115-127
Persistent link: https://www.econbiz.de/10011876451
Saved in:
10
MENA stock market volatility persistence : evidence before and after the financial crisis of 2008
Assaf, Ata
- In:
Research in international business and finance
36
(
2016
),
pp. 222-240
Persistent link: https://www.econbiz.de/10011594406
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->