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~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"World development : the multi-disciplinary international journal devoted to the study and promotion of world development"
~person:"Barbier, Edward"
~person:"Brzeszczyński, Janusz"
~person:"Cumming, Douglas J."
~person:"McMillan, David G."
~subject:"Spillover effect"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Journal of international financial markets, institutions & money
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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International review of financial analysis
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The European journal of finance
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Finance research letters
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East European transition and EU enlargement : a quantitative approach ; with 105 tables
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Economics : the open-access, open-assessment e-journal
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ECONIS (ZBW)
7
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1
Rethinking financial contagion : information transmission mechanism during the COVID-19 pandemic
Yarovaya, Larisa
;
Brzeszczyński, Janusz
;
Goodell, John W.
- In:
Journal of international financial markets, …
79
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013358773
Saved in:
2
Forecasting realised volatility : does the LASSO approach outperform HAR?
Ding, Yi
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803163
Saved in:
3
Does feedback trading drive returns of cross-listed shares?
Chen, Jing
;
Dong, Yizhe
;
Hou, Wenxuan
;
McMillan, David G.
- In:
Journal of international financial markets, …
53
(
2018
),
pp. 179-199
Persistent link: https://www.econbiz.de/10011983852
Saved in:
4
The interaction between risk, return-risk trade-off and complexity: Evidence and policy implications for US bank holding companies
McMillan, David G.
;
McMillan, Fiona J.
- In:
Journal of international financial markets, …
47
(
2017
),
pp. 103-113
Persistent link: https://www.econbiz.de/10011892256
Saved in:
5
Market accessibility and economic growth : insights from a new dimension of inequality
Hochard, Jacob
;
Barbier, Edward
- In:
World development : the multi-disciplinary …
97
(
2017
),
pp. 279-297
Persistent link: https://www.econbiz.de/10011763414
Saved in:
6
Is there an ideal in-sample length for forecasting volatility?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Journal of international financial markets, …
37
(
2015
),
pp. 114-137
Persistent link: https://www.econbiz.de/10011475043
Saved in:
7
Do institutional investors destabilize stock prices? Evidence from an emerging market
Bohl, Martin T.
;
Brzeszczyński, Janusz
- In:
Journal of international financial markets, …
16
(
2006
)
4
,
pp. 370-383
Persistent link: https://www.econbiz.de/10003371900
Saved in:
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