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Simultaneous volatility effect...
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Volatility
27
Volatilität
25
Australia
16
Australien
16
Derivat
15
Derivative
15
Spillover effect
13
Spillover-Effekt
13
Hong Kong
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Index futures
11
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Börsenkurs
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Malaysia
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Rentenmarkt
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Share price
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Trading volume
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4
ARCH-Modell
4
Ankündigungseffekt
4
Announcement effect
4
Optionsanleihe
4
Regulatory change
4
Warrant bond
4
Yield curve
4
Zinsstruktur
4
Börsengang
3
Common long-run components
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Article
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English
65
Undetermined
34
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Gannon, Gerard L.
59
Gannon, Gerard
34
Au-Yeung, Siu Pang
10
Batten, Jonathan A.
9
Thuraisamy, Kannan
9
Zhou, Yuwei
7
Vinning, Russell
6
Thuraisamy, Kannan S.
5
Yap, Chee Jin
5
Chng, Michael
4
Chng, Michael T.
4
Clarke, Michael
3
Elder, Adam
3
Gannon, G.
3
Tan, Oon Geok
3
Choi, Daniel F. S.
2
Fishman, Julian
2
Gannon, Gerry
2
Heggen, Campbell
2
Lin, Frank
2
Pullen, Daniel
2
Singh, Harminder
2
Thuraisamy, Kannan Sivananthan
2
Aburime, Toni
1
Au-Yeung, Siu Pang Elvis
1
Bhattacharaya, Prasad
1
Bhattacharya, Prasad S.
1
Chang, Chi-Ying
1
Chang, Chi-ying
1
Choi, Daniel F.S.
1
Clark, Michael
1
Corrado, Charles J.
1
Doan, Dong Hai Trieu
1
Eekelen, Antonie van
1
Eekelen, Tony Van
1
Gerard, Gannon
1
Jin, Yap Chee
1
Tang, Kar Mei
1
Weatherill, L.
1
Yeh, Sally C.
1
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Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
21
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4
School of Economics, Finance and Marketing, RMIT University
3
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Accounting, Finance, Financial Planning and Insurance Series
20
School working papers / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
20
International review of financial analysis
13
International Review of Financial Analysis
6
Review of Pacific Basin Financial Markets and Policies (RPBFMP)
4
Review of Pacific Basin financial markets and policies
4
Melbourne - Centre in Finance
3
Journal of international financial markets, institutions & money
2
Journal of multinational financial management
2
Research paper series
2
Australasian accounting business and finance journal : AABF
1
Credit risk : models, derivatives, and management
1
Financial Econometics Series
1
Journal of International Financial Markets, Institutions and Money
1
Journal of Multinational Financial Management
1
Journal of banking & finance
1
Pacific-Basin Finance Journal
1
Pacific-Basin finance journal
1
Research in International Business and Finance
1
Research in international business and finance
1
Review of quantitative finance and accounting
1
Selected papers from the Seventh Annual PACAP Finance Conference held in Manila, Philippines
1
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ECONIS (ZBW)
49
RePEc
38
OLC EcoSci
10
BASE
2
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1
First and second order inefficiency in Australasian currency markets
Gannon, Gerard L.
- In:
Pacific-Basin finance journal
4
(
1996
)
2
,
pp. 315-327
Persistent link: https://www.econbiz.de/10001334562
Saved in:
2
Structural simultaneous volatility systems : volatility transmission and spillover effects
Gannon, Gerard L.
-
1997
Persistent link: https://www.econbiz.de/10000964264
Saved in:
3
Market makers V's the general public : a first look at S&P500 futures trade data
Gannon, Gerard L.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003794270
Saved in:
4
Dispersion of information or market behaviour : general public trading in S&P500 index futures
Gannon, Gerard L.
-
2009
Persistent link: https://www.econbiz.de/10003958877
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5
Simultaneous volatility transmission and spillover effects
Gannon, Gerard L.
- In:
Review of Pacific Basin financial markets and policies
13
(
2010
)
1
,
pp. 127-156
Persistent link: https://www.econbiz.de/10008857171
Saved in:
6
Simultaneous volatility transmission and spillover effects
Gannon, Gerard L.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002035616
Saved in:
7
Simultaneous volatility transmissions and spillover effects : US and Hong Kong stock and futures markets
Gannon, Gerard L.
- In:
International review of financial analysis
14
(
2005
)
3
,
pp. 326-336
Persistent link: https://www.econbiz.de/10002960529
Saved in:
8
Simultaneous volatility transmissions and spillover effects : US and Hong Kong Stock and futures markets
Gannon, Gerard L.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002035603
Saved in:
9
Structural models: intra- inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures
Gannon, Gerard L.
- In:
International review of financial analysis
7
(
1998
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10001252958
Saved in:
10
Contemporaneous intraday volume, option, and futures volatility transmissions across parallel markets
Chng, Michael
;
Gannon, Gerard L.
- In:
International review of financial analysis
12
(
2003
)
1
,
pp. 49-68
Persistent link: https://www.econbiz.de/10001769954
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