| bibtype |
J -
Journal Article
|
| ARLID |
0490351 |
| utime |
20240103220125.3 |
| mtime |
20180617235959.9 |
| SCOPUS |
85048704040 |
| WOS |
000437554400003 |
| DOI |
10.18267/j.pep.650 |
| title
(primary) (eng) |
Survey of volatility and spillovers on financial markets |
| specification |
| page_count |
18 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0290424 |
| ISSN |
1210-0455 |
| title
|
Prague Economic Papers |
| volume_id |
27 |
| volume |
3 (2018) |
| page_num |
293-305 |
| publisher |
| name |
Vysoká škola ekonomická v Praze |
|
|
| keyword |
volatility |
| keyword |
spillovers |
| keyword |
financial markets |
| author
(primary) |
| ARLID |
cav_un_auth*0312139 |
| full_dept (cz) |
Ekonometrie |
| full_dept (eng) |
Department of Econometrics |
| department (cz) |
E |
| department (eng) |
E |
| full_dept |
Department of Econometrics |
| share |
100 |
| name1 |
Kočenda |
| name2 |
Evžen |
| institution |
UTIA-B |
| country |
CZ |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| ARLID |
cav_un_auth*0281000 |
| project_id |
GBP402/12/G097 |
| agency |
GA ČR |
| country |
CZ |
|
| abstract
(eng) |
In this survey article, we present a rich extent of literature on volatility and its propagation on financial markets via spillovers. We document how new approaches or improved existing methodologies lead to results that offer richer insights than those derived from standard econometric techniques. Moreover, the implications of the results can be related to a wide set of markets as the surveyed articles cover emerging and developed European markets as well as the United States. |
| result_subspec |
WOS |
| RIV |
AH |
| FORD0 |
50000 |
| FORD1 |
50200 |
| FORD2 |
50202 |
| reportyear |
2019 |
| num_of_auth |
1 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0284591 |
| confidential |
S |
| mrcbC86 |
3+4 Article Economics |
| mrcbT16-e |
ECONOMICS |
| mrcbT16-j |
0.088 |
| mrcbT16-s |
0.287 |
| mrcbT16-B |
3.855 |
| mrcbT16-D |
Q4 |
| mrcbT16-E |
Q3 |
| arlyear |
2018 |
| mrcbU14 |
85048704040 SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
000437554400003 WOS |
| mrcbU63 |
cav_un_epca*0290424 Prague Economic Papers 1210-0455 2336-730X Roč. 27 č. 3 2018 293 305 Vysoká škola ekonomická v Praze |
|