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Measuring the systemic risk transfer from the United States to the South African financial sector
Foggitt, Gregory M.; Heymans, André; Van Vuuren, Gary - In: Applied economics 51 (2019) 27, pp. 2934-2944
Persistent link: https://www.econbiz.de/10012196765
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Spillover effects between stock prices and exchange rates for the Central and Eastern European countries
Ngo Thai Hung - In: Global business review 23 (2022) 2, pp. 259-286
Persistent link: https://www.econbiz.de/10013256834
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The linkage between stock and inter-bank bond markets in China : a dynamic conditional correlation (DCC) analysis
Hassanein, Ahmed; Elgohari, Hanaa - In: International journal of economics and business … 20 (2020) 1, pp. 80-99
Persistent link: https://www.econbiz.de/10012271095
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Volatility transmission and herding contagion during the global financial crisis
Abbes, Mouna Boujelbène - In: International Journal of Managerial and Financial Accounting 5 (2013) 2, pp. 138-161
the volatility of US stock market during the subprime crisis is significantly transmitted to Asian and European financial … markets. Moreover, UK and Swiss financial markets present an important role in emitting volatility to Asian markets. In …. All residuals showed enhanced volatility during the financial crisis period of mid 2007-2008. Moreover, the cross …
Persistent link: https://www.econbiz.de/10010754852
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Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro; Sucarrat, Genaro - In: Energy economics 74 (2018), pp. 287-298
Persistent link: https://www.econbiz.de/10011972846
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A multivariate analysis of United States and global real estate investment trusts
Begiazi, Kyriaki; Asteriou, Dimitrios; Pilbeam, Keith - In: International economics and economic policy : IEEP 13 (2016) 3, pp. 467-482
Persistent link: https://www.econbiz.de/10011714591
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Return and volatility interdependences in up and down markets across developed and emerging countries
Kundu, Srikanta; Sarkar, Nityananda - In: Research in international business and finance 36 (2016), pp. 297-311
Persistent link: https://www.econbiz.de/10011594440
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The economic value of Bitcoin : a portfolio analysis of currencies, gold, oil and stocks
Symitsi, Efthymia; Chalvatzis, Konstantinos J. - In: Research in international business and finance 48 (2019), pp. 97-110
Persistent link: https://www.econbiz.de/10012135851
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Modeling dynamic conditional correlations with leverage effects and volatility spillover effects : evidence from the Chinese and US stock markets affected by the recent trade frict...
Pan, Qunxing; Mei, Xiaowen; Gao, Tianqing - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013413579
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Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr; Fałdziński, Marcin; Molnár, Peter - In: Journal of empirical finance 70 (2023), pp. 308-321
Persistent link: https://www.econbiz.de/10014423712