//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~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
Financial crises and the dynam...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Volatility
81
Volatilität
81
Spillover effect
79
Spillover-Effekt
78
Aktienmarkt
61
Stock market
61
Welt
49
World
49
Portfolio selection
44
Portfolio-Management
44
ARCH-Modell
38
Börsenkurs
38
Share price
38
Hedging
33
China
29
Estimation
27
Schätzung
27
Virtual currency
22
Virtuelle Währung
22
Coronavirus
20
Oil price
19
Ölpreis
19
COVID-19
17
Commodity derivative
17
Rohstoffderivat
17
USA
15
United States
15
Financial crisis
14
Spillovers
14
Capital income
13
Gold
13
Kapitaleinkommen
13
Risiko
13
Risk
13
South Korea
13
Südkorea
13
Theorie
13
Theory
13
Finanzkrise
12
more ...
less ...
Online availability
All
Undetermined
21
Free
7
CC license
4
Type of publication
All
Article
37
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
37
Aufsatz in Zeitschrift
37
Language
All
English
38
Author
All
Kang, Sang Hoon
38
Mensi, Walid
16
Yoon, Seong-min
14
Vo Xuan Vinh
9
Al-Yahyaee, Khamis Hamed
5
McIver, Ron
5
Hammoudeh, Shawkat
3
Uddin, Mohammed Gazi Salah
3
Al Kharusi, Sami
2
Al-Jarrah, Idries Mohammad Wanas
2
Bouri, Elie
2
Choi, Ki-hong
2
Hernandez, Jose Arreola
2
Ko, Hee-Un
2
Nekhili, Ramzi
2
Shahzad, Syed Jawad Hussain
2
Ur Rehman, Mobeen
2
Areola Hernandez, Jose
1
Arnell, Linn
1
Asghar, Nadia
1
Aslan, Aylin
1
Dutta, Anupam
1
El Khoury, Rim
1
Engström, Emma
1
Ferraro, Salvatore
1
Gemici, Eray
1
Gubareva, Mariya
1
Gök, Remzi
1
Hamdi, Atef
1
Hanif, Waqas
1
Hasan, Md. Bokhtiar
1
Jain, Prachi
1
Jiang, Zhu-hua
1
Kang, Sang-mok
1
Kumar, Anoop S.
1
Maitra, Debasish
1
Moon, Seong-min
1
Nguyen, Duc Khuong
1
Sadorsky, Perry A.
1
Saeed, Tareq
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
5
Energy economics
4
Financial innovation : FIN
3
International review of economics & finance : IREF
3
Pacific-Basin finance journal
3
Dae oe gyeong je yeon gu
2
Korea and the world economy
2
The Korean economic review
2
Applied economics
1
Borsa Istanbul Review
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Finance research letters
1
Global finance journal
1
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
1
Journal of commodity markets
1
Journal of economics and finance : JEF
1
Journal of international financial markets, institutions & money
1
Modern economy
1
Research in international business and finance
1
The journal of the Korean economy
1
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetric volatility connectedness between Islamic stock and commodity markets
Suleman, Muhammad Tahir
;
McIver, Ron
;
Kang, Sang Hoon
- In:
Global finance journal
49
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012887176
Saved in:
2
Quantile dependencies and connectedness between stock and precious metals markets
Jain, Prachi
;
Maitra, Debasish
;
McIver, Ron
;
Kang, Sang Hoon
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014426833
Saved in:
3
Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Energy economics
62
(
2017
),
pp. 19-32
Persistent link: https://www.econbiz.de/10011748013
Saved in:
4
Modeling time-varying correlations in volatility between BRICS and commodity markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
7/9
,
pp. 1698-1723
Persistent link: https://www.econbiz.de/10011594437
Saved in:
5
Dynamic volatility spillover and network connectedness across ASX sector markets
Choi, Ki-hong
;
McIver, Ron
;
Ferraro, Salvatore
;
Xu, Lei
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
4
,
pp. 677-691
Persistent link: https://www.econbiz.de/10012656361
Saved in:
6
COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications : evidence from China and US economies
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Vo Xuan Vinh
; …
- In:
International economics : the quarterly journal in …
180
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10015166867
Saved in:
7
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Vo Xuan Vinh
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
8
Asymmetric volatility connectedness among US stock sectors
Mensi, Walid
;
Nekhili, Ramzi
;
Vo Xuan Vinh
;
Suleman, Tahir
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012822000
Saved in:
9
Sudden changes and persistence in volatility of Korean equity sector returns
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The Korean economic review
26
(
2010
)
2
,
pp. 431-451
Persistent link: https://www.econbiz.de/10009152033
Saved in:
10
Revisited return and volatility spillover effect in Korea
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
14
(
2013
)
1
,
pp. 121-145
Persistent link: https://www.econbiz.de/10010227761
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->