EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject_exact:"ARCH-Modell"
Narrow search

Narrow search

Year of publication
Subject
All
ARCH-Modell 11,671 ARCH model 11,468 Volatilität 7,244 Volatility 7,177 Theorie 3,292 Theory 3,215 Schätzung 2,964 Estimation 2,912 Zeitreihenanalyse 2,375 Time series analysis 2,336 Börsenkurs 2,228 Kapitaleinkommen 2,203 Share price 2,195 Capital income 2,194 Prognoseverfahren 2,020 Forecasting model 1,992 Aktienmarkt 1,987 Stock market 1,974 Schätztheorie 1,529 Estimation theory 1,520 Risikomaß 1,131 Risk measure 1,126 Spillover-Effekt 1,121 Spillover effect 1,116 Welt 1,089 World 1,081 Wechselkurs 1,074 Exchange rate 1,060 GARCH 1,037 USA 995 Korrelation 962 United States 958 Correlation 953 Portfolio-Management 857 Portfolio selection 854 Aktienindex 826 Stock index 812 Risiko 800 Risk 799 Finanzmarkt 736
more ... less ...
Online availability
All
Free 3,962 Undetermined 3,413 CC license 377
Type of publication
All
Article 7,795 Book / Working Paper 3,894
Type of publication (narrower categories)
All
Article in journal 7,462 Aufsatz in Zeitschrift 7,462 Working Paper 2,004 Graue Literatur 1,828 Non-commercial literature 1,828 Arbeitspapier 1,814 Aufsatz im Buch 273 Book section 273 Hochschulschrift 136 Thesis 106 Conference paper 46 Konferenzbeitrag 46 Collection of articles written by one author 35 Sammlung 35 Collection of articles of several authors 25 Sammelwerk 25 Aufsatzsammlung 15 Bibliografie enthalten 13 Bibliography included 13 Systematic review 11 Übersichtsarbeit 11 Konferenzschrift 10 Lehrbuch 9 Case study 8 Fallstudie 8 Textbook 8 Article 6 Dissertation u.a. Prüfungsschriften 6 Forschungsbericht 6 Rezension 4 Conference proceedings 3 Amtsdruckschrift 2 Doctoral Thesis 2 Government document 2 Accompanied by computer file 1 Bibliografie 1 Biografie 1 Biography 1 Diskette 1 Elektronischer Datenträger als Beilage 1
more ... less ...
Language
All
English 11,581 German 54 Spanish 23 French 13 Polish 6 Portuguese 4 Czech 2 Undetermined 2 Bulgarian 1 Hungarian 1 Italian 1 Romanian 1 Swedish 1 Turkish 1 Chinese 1
more ... less ...
Author
All
McAleer, Michael 227 Chang, Chia-Lin 92 Gupta, Rangan 89 Hafner, Christian M. 72 Bauwens, Luc 67 Teräsvirta, Timo 66 Caporale, Guglielmo Maria 63 Engle, Robert F. 62 Caporin, Massimiliano 57 Karanasos, Menelaos 54 Conrad, Christian 51 Ma, Feng 51 Francq, Christian 46 Herwartz, Helmut 46 Rombouts, Jeroen V. K. 46 Bouri, Elie 44 Bollerslev, Tim 42 Asai, Manabu 41 Laurent, Sébastien 41 Paolella, Marc S. 41 Kang, Sang Hoon 39 Linton, Oliver 39 Rahbek, Anders 39 Zakoïan, Jean-Michel 38 Serletis, Apostolos 35 Ardia, David 34 Kumar, Dilip 33 McMillan, David G. 33 Saikkonen, Pentti 33 Christoffersen, Peter F. 32 Mittnik, Stefan 32 Degiannakis, Stavros 31 Koopman, Siem Jan 31 Allen, David E. 30 Silvennoinen, Annastiina 30 Hansen, Peter Reinhard 29 Spagnolo, Nicola 29 Lucas, André 28 Lütkepohl, Helmut 28 Diebold, Francis X. 27
more ... less ...
Institution
All
National Bureau of Economic Research 21 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 16 Ekonomiska forskningsinstitutet <Stockholm> 14 Centre for Analytical Finance <Århus> 10 Econometrisch Instituut <Rotterdam> 8 University of Canterbury / Dept. of Economics and Finance 8 Instituto Valenciano de Investigaciones Económicas 6 Shakai-Keizai-Kenkyūsho <Osaka> 6 European University Institute / Department of Economics 3 National Institute of Economic and Social Research 3 Uniwersytet Warszawski / Wydział Nauk Ekonomicznych 3 Brown University / Department of Economics 2 Center for Economic Research <Tilburg> 2 Federal Reserve Bank of St. Louis 2 Gottfried Wilhelm Leibniz Universität Hannover 2 HFDF <2, 1998, Zürich> 2 London School of Economics and Political Science 2 Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia 2 Queen Mary College / Department of Economics 2 School of Finance and Business Economics <Perth, Western Australia> 2 Springer Fachmedien Wiesbaden 2 Svenska Handelshögskolan <Helsinki> 2 Unité Mixte de Recherche Théorie Economique, Modélisation et Applications 2 Université de Montréal / Département de sciences économiques 2 William Davidson Institute <Ann Arbor, Mich.> 2 Banca nazionale del lavoro / Ufficio scenari economici 1 Banca nazionale del lavoro / Ufficio studi 1 Bank of Canada 1 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 1 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 1 Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft 1 Deakin University 1 Erasmus Research Institute of Management 1 Fachhochschule Stralsund / Fachbereich Wirtschaft 1 Federal Reserve Bank of San Francisco 1 HFDF <1, 1995, Zürich> 1 International Center for Financial Asset Management and Engineering 1 International Workshop on Statistics and Finance <1999, Hongkong> 1 Konjunkturinstitutet <Stockholm> 1 Leibniz-Institut für Agrarentwicklung in Transformationsökonomien 1
more ... less ...
Published in...
All
Energy economics 269 Finance research letters 209 Journal of econometrics 173 Economic modelling 169 Applied economics 164 International review of economics & finance : IREF 139 International review of financial analysis 139 Journal of empirical finance 138 Research in international business and finance 133 The North American journal of economics and finance : a journal of financial economics studies 128 Economics letters 122 Journal of banking & finance 117 Discussion paper / Tinbergen Institute 116 International journal of forecasting 112 Journal of forecasting 111 Applied financial economics 103 Journal of international financial markets, institutions & money 103 Journal of risk and financial management : JRFM 91 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 87 Applied economics letters 84 The European journal of finance 84 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 83 Econometric theory 80 The journal of futures markets 78 Journal of financial econometrics : official journal of the Society for Financial Econometrics 75 Working paper 75 Econometric Institute research papers 69 International Journal of Energy Economics and Policy : IJEEP 69 Computational economics 57 International journal of finance & economics : IJFE 55 Econometric reviews 54 CREATES research paper 53 International journal of economics and financial issues : IJEFI 52 Cogent economics & finance 51 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 51 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 51 Journal of international money and finance 50 Review of quantitative finance and accounting 48 International journal of economics and finance 46 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 44
more ... less ...
Source
All
ECONIS (ZBW) 11,475 EconStor 199 USB Cologne (EcoSocSci) 9 OLC EcoSci 4 ArchiDok 2
Showing 1 - 50 of 11,689
Cover Image
Forecasting the volatility of energy transition metals
Bastianin, Andrea; Li, Xiao; Shamsudin, Luqman - 2025
The transition to a cleaner energy mix, essential for achieving net-zero greenhouse gas emissions by 2050, will significantly increase demand for metals critical to renewable energy technologies. Energy Transition Metals (ETMs), including copper, lithium, nickel, cobalt, and rare earth elements,...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015190309
Saved in:
Cover Image
The dynamic connectedness between macroeconomic uncertainty and commodity volatility : evidence from China
Zou, Xiaopeng; Hu, Jiawei - In: Applied economics 57 (2025) 2, pp. 169-190
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015191795
Saved in:
Cover Image
A long short-term memory enhanced realized conditional heteroskedasticity model
Liu, Chen; Wang, Chao; Minh-Ngoc Tran; Kohn, Robert - In: Economic modelling 142 (2025), pp. 1-10
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015192384
Saved in:
Cover Image
Dynamic impact of foreign exchange trading volume on foreign exchange volatility
Kang, Jong Woo; Cabaero, Carlos - 2025
Foreign exchange (FX) trading volume is a key factor in exchange rate volatility. Given the important role of volatility in economic growth and stability, this paper investigates the dynamic nature of exchange trading volume on exchange rate volatility using hourly high-frequency data. The...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015194391
Saved in:
Cover Image
Predicting cryptocurrency volatility : the power of model clustering
Qiu, Yue; Qu, Shaoguang; Shi, Zhentao; Xie, Tian - In: Economic modelling 144 (2025), pp. 1-15
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015195169
Saved in:
Cover Image
The shifted GARCH model with affine variance : applications in pricing
Escobar, Marcos; Hou, Yangyang; Stentoft, Lars - In: Finance research letters 71 (2025), pp. 1-8
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015197067
Saved in:
Cover Image
Trading VIX on volatility forecasts : another volatility puzzle?
Degiannakis, Stavros; Delis, Panagiotis; Filis, George; … - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015197247
Saved in:
Cover Image
Sovereign risk and stock market response to natural disasters in emerging economies
Bermúdez-Cespedes, Juan Pablo; Melo-Velandia, Luis Fernando - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015326234
Saved in:
Cover Image
Examining impact of inflation and inflation volatility on economic growth : evidence from European Union economies
Pappas, Anastasios; Boukas, Nikolaos - In: Economies : open access journal 13 (2025) 2, pp. 1-18
Examining the economies of the European Union from 2000 to 2023, we have found no strong evidence that the inflation rate has a negative impact on economic growth. In contrast, in line with conventional economic theory, higher interest rates are associated with lower economic growth. The results...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015210370
Saved in:
Cover Image
Modeling gasoline price volatility
Kamocsai, László; Ormos, Mihály - In: Finance research letters 73 (2025), pp. 1-9
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015210877
Saved in:
Cover Image
Shocked: Electricity Price Volatility Spillovers in Europe
Cevik, Serhan - 2025
European electricity markets are in the midst of unprecedented changes-caused by Russia's invasion of Ukraine and the rise of renewable sources of energy. Using high-frequency data, this paper investigates volatility spillovers across 24 countries in the European Union (EU) during the period...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015328189
Saved in:
Cover Image
Are there other fish in the sea? : exploring the hedge, diversifier and safe-haven features of ESG investments
Pedini, Luca; Severini, Sabrina - In: Studies in economics and finance 42 (2025) 1, pp. 1-30
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015199632
Saved in:
Cover Image
Oil price shocks and airlines stock return and volatility : a GFEVD analysis
Cai, Yifei; Zhang, Yahua; Zhang, Anming - In: Economics of Transportation : the official journal of … 41 (2025), pp. 1-12
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015329608
Saved in:
Cover Image
Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital
Cevik, Emrah Ismail; Kenç, Turalay; Goodell, John W.; … - In: International review of economics & finance : IREF 97 (2025), pp. 1-23
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015327028
Saved in:
Cover Image
Dynamic conditional correlation between green and grey energy ETF markets using cDCC-MGARCH model
Algarhi, Amr Saber - In: Applied economics letters 32 (2025) 6, pp. 835-842
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015329872
Saved in:
Cover Image
Extreme dependence, connectedness, and causality between US sector stocks and oil shocks
Mensi, Walid; Gök, Remzi; Gemici, Eray; Vo Xuan Vinh; … - In: International review of economics & finance : IREF 98 (2025), pp. 1-26
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015333022
Saved in:
Cover Image
On GARCH and autoregressive stochastic volatility approaches for market calibration and option pricing
Pang, Tao; Zhao, Yang - In: Risks : open access journal 13 (2025) 2, pp. 1-24
In this paper, we carry out a comprehensive comparison of Gaussian generalized autoregressive conditional heteroskedasticity (GARCH) and autoregressive stochastic volatility (ARSV) models for volatility forecasting using the S&P 500 Index. In particular, we investigate their performance using...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015334547
Saved in:
Cover Image
An IID test for functional time series with applications to high-frequency VIX index data
Huang, Xin; Shang, Han Lin; Siu, Tak Kuen - In: Risks : open access journal 13 (2025) 2, pp. 1-25
To address a key issue in functional time series analysis on testing the randomness of an observed series, we propose an IID test for functional time series by generalizing the Brock-Dechert-Scheinkman (BDS) test, which is commonly used for testing nonlinear independence. Similarly to the BDS...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015333723
Saved in:
Cover Image
Volatility estimation through stochastic processes : evidence from cryptocurrencies
Harasheh, Murad; Bouteska, Ahmed - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015359903
Saved in:
Cover Image
On the correlations in linearized multivariate stochastic volatility models
Moussa, Karim - 2025
In the analysis of multivariate stochastic volatility models, many estimation procedures begin by transforming the data, taking the logarithm of the squared returns to obtain a linear state space model. A well-known series representation links the correlations between elements of the observation...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015333113
Saved in:
Cover Image
When MIDAS meets LASSO : the power of low-frequency variables in forecasting Value-at-Risk and expected shortfall
Luo, Yi; Xue, Xiaohan; Izzeldin, Marwan - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015339158
Saved in:
Cover Image
Structural volatility impulse response analysis
Fengler, Matthias; Polivka, Jeannine - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015339180
Saved in:
Cover Image
Multivariate Affine GARCH in portfolio optimization : analytical solutions and applications
Escobar, Marcos; Yang, Yu-Jung; Zagst, Rudi - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015374358
Saved in:
Cover Image
The implications of non-synchronous trading in G-7 financial markets
Dimitriou, Dimitrios; Kenourgios, Dimitris; Simos, Theodore - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015337909
Saved in:
Cover Image
Real-time GARCHCARR : A joint model of returns, realized measure of volatility and current intraday information
Buyun, Xu; Wu, Zhimin - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015372603
Saved in:
Cover Image
A RGARCH-CARR-SK model : a new high-frequency volatility forecasting and risk measurement model based on dynamic higher moments and generalized realized measures
Liu, Junjie; Zhou, Qingnan; Chen, Zhenlong - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015374491
Saved in:
Cover Image
Forecasting volatility of the Nordic electricity market an application of the MSGARCH
Naeem, Muhammad; Jassim, Hothefa Shaker; Saleem, Kashif; … - 2025
This paper studies the volatility of electricity spot prices in the Nordic market (Sweden, Finland, Denmark, and Norway) under regime switching. Utilizing Markov-switching GARCH (Generalized Autoregressive Conditional Heteroskedasticity) models, we provide strong evidence of nonlinear regime...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015358886
Saved in:
Cover Image
Towards examining the volatility of top market-cap cryptocurrencies throughout the COVID-19 outbreak and the Russia-Ukraine war : empirical evidence from GARCH-type models
Gherghina, Ştefan Cristian; Constantinescu, … - 2025
The cryptocurrency market, known for its inherent volatility, has been significantly influenced by external shocks, particularly during periods of global crises such as the COVID-19 pandemic and the Russia-Ukraine war. This study investigates the volatility of the top seven cryptocurrencies by...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015358888
Saved in:
Cover Image
Twitter-based market uncertainty and global stock volatility predictability
Ma, Yong; Li, Shuaibing; Zhou, Mingtao - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015337993
Saved in:
Cover Image
Does the VIX act as the main transmitter of mispricing in index futures markets? : insights from European and American regions
Samarakoon, S. M. R. K.; Pradhan, Rudra Prakash; … - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015371777
Saved in:
Cover Image
Market broadening and future volatility : a study of Russell 2000 and S&P 500 equal weight ETFs
Valadkhani, Abbas; O'Mahony, Barry - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015372579
Saved in:
Cover Image
Improved gradient scaling for score-driven filters with an application to stock market volatility
Blazsek, Szabolcs; Escribano, Álvaro; Ayala, Astrid - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015396160
Saved in:
Cover Image
Comparative analysis of futures contract cross-hedging effectiveness for soybean : models and insights
Erasmus, M. C.; Geyser, J. M. - In: Agrekon 63 (2024) 4, pp. 319-336
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015189472
Saved in:
Cover Image
Asymmetric thresholds of macroeconomic volatility's impact on stock volatility in developing economies : a study in Vietnam
Nguyen, Lien Thi; Minh Thi Nguyen; Nguyen, The Manh - In: Journal of economics & development : JED 26 (2024) 3, pp. 224-235
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015189733
Saved in:
Cover Image
Robust estimation of the range-based GARCH model : forecasting volatility, value at risk and expected shortfall of cryptocurrencies
Fiszeder, Piotr; Małecka, Marta; Molnár, Peter - In: Economic modelling 141 (2024), pp. 1-21
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015191454
Saved in:
Cover Image
Volatility and spillover analysis between cryptocurrencies and financial indices : a diagonal BEKK and DCC GARCH model approach in support of SDGs
Iuga, Iulia Cristina; Nerișanu, Raluca-Andreea; … - In: Cogent economics & finance 12 (2024) 1, pp. 1-36
This study explores the volatility spillover effects between clean and dirty cryptocurrencies and key financial indices, specifically focusing on Green Finance Indices (such as solar, wind, and nuclear) and Economic Indices (like the Baltic Dry Index and CRB Index). Employing the diagonal BEKK...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015192299
Saved in:
Cover Image
An entropic analysis of efficiency in the West Texas intermediate crude oil futures market
Yuhn, Ky-hyang; Sagul, Ryan - In: International journal of empirical economics 3 (2024) 3, pp. 1-31
For the last 50 years or so, the efficient market hypothesis (EMH) has been the central pillar of economic thought and the building block of portfolio theory. However, the validity of the EMH still remains controversial, and the methods of testing for market efficiency have been criticised. This...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015194255
Saved in:
Cover Image
Navigating global uncertainty : examining the effect of geopolitical risks on cryptocurrency prices and volatility in a Markov-switching vector autoregressive model
Buthelezi, Eugene Msizi - In: International economic journal 38 (2024) 4, pp. 564-590
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015195347
Saved in:
Cover Image
Derivative markets and economic growth : a South African perspective
Stevens, Matthew; Vermeulen, Cobus - In: Economies : open access journal 12 (2024) 11, pp. 1-21
It is well established that financial development and innovation promote economic growth through improving the allocation of capital, enhancing risk management, contributing to price discovery, and increasing market efficiencies. While a vast empirical literature is devoted to the nexus between...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015197706
Saved in:
Cover Image
Macroeconomic uncertainty and sectoral output in Nigeria
Oyadeyi, Olajide O. - In: Economies : open access journal 12 (2024) 11, pp. 1-40
The paper examined the impact of macroeconomic uncertainty on the ten largest subsectors of the Nigerian economy using quarterly data from Q1 1981 to Q4 2023. The rationale behind selecting the subsectors is that these sectors constitute about 89 percent of the entire productive activities in...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015197866
Saved in:
Cover Image
Predicting expected idiosyncratic volatility : empirical evidence from ARFIMA, HAR, and EGARCH models
Xiao, Chuxuan; Huang, Winifred; Newton, David P. - In: Review of quantitative finance and accounting 63 (2024) 3, pp. 979-1006
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015178466
Saved in:
Cover Image
Persistent and transient variance components in option pricing models with variance-dependent Kernel
Ghanbari, Hamed - In: Journal of empirical finance 79 (2024), pp. 1-32
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015179565
Saved in:
Cover Image
Unconditional volatility framework : theoretical and empirical insights
Rey, Sebastián A. - In: Annals of financial economics 19 (2024) 1, pp. 1-30
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015323532
Saved in:
Cover Image
Oil price uncertainty and consumer sentiment in advanced economies
Azad, Nahiyan Faisal; Serletis, Apostolos - In: The energy journal 45 (2024) 6, pp. 159-175
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015323984
Saved in:
Cover Image
Multivariate rough volatility
Dugo, Ranieri; Giorgio, Giacomo; Pigato, Paolo - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015326256
Saved in:
Cover Image
What fuels the volatility of electricity prices?
Saretto, Alessio; Shcherbakova, Anastasia; Lin, Jeremy - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015206937
Saved in:
Cover Image
Does regime-dependent volatility drive dynamism in investor herding?
Jindal, Komal; Bamba, Meera; Aggarwal, Mamta - In: Colombo business journal : international journal of … 15 (2024) 1, pp. 54-79
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015210672
Saved in:
Cover Image
Interconnectedness and spillover effects amongst stock markets of the US, China, Germany, Japan and India using DCC-GARCH model and Diebold yilmaz method
Agarwal, Archana; Dhankhar, Nidhi; Mehla, Sunita - In: Colombo business journal : international journal of … 15 (2024) 2, pp. 162-189
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015210715
Saved in:
Cover Image
Dynamic spillover between green cryptocurrencies and stocks : a portfolio implication
Yousaf, Imran; Cui, Jinxin; Ali, Shoaib - In: International review of economics & finance : IREF 96 (2024) 2, pp. 1-22
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015211784
Saved in:
Cover Image
Collateral, output growth, mortgage spread volatility and subsidies in Colombia
López, Martha; Sarmiento Gómez, Eduardo - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015145548
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...