SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A Bibliometric Review of Volatility Spillovers in Financial Markets: Knowledge Bases and Research Fronts
16 references·1 citing·44 second hop
A Bibliometric Review of Volatility Spillovers in Financial Markets: Knowledge Bases and Research Fronts (2019)A Bibliometric Review of Volatility Spill…Volatility spillover between oil and agricultural commodity markets (2012)Volatility spillover between …Emerging trends in regenerative medicine: a scientometric analysis inCiteSpace (2012)Emerging trends in regenerati…Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis (2011)Speculation and volatility sp…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? (2010)Global financial crisis, extr…Understanding Crude Oil Prices (2008)Understanding Crude Oil PricesOil price shocks and stock markets in the U.S. and 13 European countries (2008)Oil price shocks and stock ma…Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Financial Asset Ret…Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (2007)Roughing It Up: Including Jum…Oil prices and real exchange rates (2006)Oil prices and real exchange …Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Asymmetric Dynamics in the Co…Modeling and Forecasting Realized Volatility (2003)Modeling and Forecasting Real…A New Approach to Measuring Financial Contagion (2003)A New Approach to Measuring F…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998)Deutsche Mark–Dollar Volatili…Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market (1988)Meteor Showers or Heat Waves?…Risk contagion in financial markets: A systematic review using bibliometric methods (2023)Risk contagion in financial m…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)Financialization, crisis and commodity correlation dynamics (2012)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)The Economics of Exhaustible Resources (1931)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)What is an Oil Shock? (2000)Causes and Consequences of the Oil Shock of 2007-08 (2009)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Financialization of Commodity Markets (2013)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Dynamic Conditional Correlation (2002)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Co‐citation in the scientific literature: A new measure of the relationship between two documents (1973)CiteSpace II: Detecting and visualizing emerging trends and transient patterns in scientific literature (2005)Software survey: VOSviewer, a computer program for bibliometric mapping (2009)Emerging trends and new developments in regenerative medicine: a scientometric update (2000 – 2014) (2014)A Bibliometric Analysis and Visualization of Medical Big Data Research (2018)Visualizing a field of research: A methodology of systematic scientometric reviews (2019)Testing for a Unit Root in Time Series Regression (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Renewable energy consumption, CO2 emissions and oil prices in the G7 countries (2009)Oil prices, exchange rates and emerging stock markets (2011)Coherent Measures of Risk (1999)The Cross‐Section of Volatility and Expected Returns (2006)A Simple Approximate Long-Memory Model of Realized Volatility (2008)The robustness of identified VAR conclusions about money (1998)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)A Theory of Intraday Patterns: Volume and Price Variability (1988)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation (2005)Real-time price discovery in global stock, bond and foreign exchange markets (2007)Option pricing when underlying stock returns are discontinuous (1976)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Expected Stock Returns and Variance Risk Premia (2009)The VIX, the variance premium and stock market volatility (2014)Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility (2015)Extreme Correlation of International Equity Markets (2001)
this work references cited by second hop

References

  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 2003Modeling and Forecasting Realized Volatility3,887 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
  • 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns1,775 cited
  • 2007Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility1,448 cited
  • 2012Emerging trends in regenerative medicine: a scientometric analysis inCiteSpace1,373 cited
  • 2008Understanding Crude Oil Prices1,270 cited
  • 2008Oil price shocks and stock markets in the U.S. and 13 European countries1,264 cited
  • 1998Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies1,186 cited
  • 2003A New Approach to Measuring Financial Contagion1,015 cited
  • 1988Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market786 cited
  • 2006Oil prices and real exchange rates584 cited
  • 2010Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

559 cited
  • 2011Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis550 cited
  • 2012Volatility spillover between oil and agricultural commodity markets539 cited
  • Cited by

    • 2023Risk contagion in financial markets: A systematic review using bibliometric methods22 cited