//--> //--> //--> //-->
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
Frequency spillovers, connecte...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Volatility
100
Volatilität
97
Spillover effect
87
Spillover-Effekt
86
Aktienmarkt
71
Stock market
71
Welt
70
World
70
Börsenkurs
63
Share price
63
Portfolio selection
58
Portfolio-Management
58
ARCH-Modell
51
Oil price
42
Ölpreis
42
Estimation
40
Schätzung
40
Hedging
35
China
30
Theorie
30
Theory
30
Capital income
26
Kapitaleinkommen
26
USA
25
United States
25
Virtual currency
23
Virtuelle Währung
23
Commodity derivative
21
Coronavirus
21
Renewable energy
21
Risiko
21
Risk
21
Rohstoffderivat
21
Erneuerbare Energie
19
COVID-19
18
Financial crisis
18
Forecasting model
18
Prognoseverfahren
18
VAR model
18
more ...
less ...
Online availability
All
Undetermined
26
Free
8
CC license
4
Type of publication
All
Article
50
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
49
Aufsatz in Zeitschrift
49
Aufsatz im Buch
1
Book section
1
Language
All
English
51
Author
All
Kang, Sang Hoon
39
Mensi, Walid
16
Yoon, Seong-min
15
Sadorsky, Perry A.
12
Vo Xuan Vinh
9
McIver, Ron
6
Al-Yahyaee, Khamis Hamed
5
Hammoudeh, Shawkat
3
Hernandez, Jose Arreola
3
Uddin, Mohammed Gazi Salah
3
Al Kharusi, Sami
2
Al-Jarrah, Idries Mohammad Wanas
2
Bouri, Elie
2
Choi, Ki-hong
2
Hanif, Waqas
2
Henriques, Irene
2
Ko, Hee-Un
2
Nekhili, Ramzi
2
Shahzad, Syed Jawad Hussain
2
Ur Rehman, Mobeen
2
Ahmad, Wasim
1
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
Hasan, Md. Bokhtiar
1
Jain, Prachi
1
Jiang, Zhu-hua
1
Kang, Sang-mok
1
Kumar, Anoop S.
1
Maitra, Debasish
1
McKenzie, Michael D.
1
more ...
less ...
Published in...
All
Energy economics
9
The North American journal of economics and finance : a journal of financial economics studies
6
Financial innovation : FIN
3
International review of economics & finance : IREF
3
Pacific-Basin finance journal
3
Dae oe gyeong je yeon gu
2
Economic modelling
2
Global finance journal
2
Korea and the world economy
2
Research in international business and finance
2
The Korean economic review
2
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
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
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 forecasting
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
Modern economy
1
The journal of the Korean economy
1
more ...
less ...
Source
All
ECONIS (ZBW)
51
Showing
1
-
10
of
51
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
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:
6
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:
7
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
Saved in:
8
Impact of food price volatility on the US restaurant sector
Uddin, Mohammed Gazi Salah
;
Hernandez, Jose Arreola
; …
- In:
Applied economics
52
(
2020
)
39
,
pp. 4250-4262
Persistent link: https://www.econbiz.de/10012259027
Saved in:
9
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:
10
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:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->