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Search: subject:"directional spillovers"
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Nonlinear spillover and portfolio allocation characteristics of energy equity sectors : evidence from the United States and Canada
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Review of international economics
30
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012815802
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2
Volatility spillovers in Australian electricity markets
Han, Lin
;
Kordzakhia, Nino
;
Trück, Stefan
- In:
Energy economics
90
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012517199
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3
An investigation of price discovery and volatility spillovers in India's foreign exchange market
Sehgal, Sanjay
;
Ahmad, Wasim
;
Deisting, Florent
- In:
Journal of economic studies
42
(
2015
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10011349038
Saved in:
4
An investigation of price discovery and volatility spillovers in India’s foreign exchange market
Sehgal, Sanjay
;
Ahmad, Wasim
;
Deisting, Florent
- In:
Journal of Economic Studies
42
(
2015
)
2
,
pp. 261-284
-varying correlations. In order to confirm the volatility spillover results, the study also applies test of
directional
spillovers
suggested …
Persistent link: https://www.econbiz.de/10014864628
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