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1
Multivariate
volatility
forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
Saved in:
2
The asymmetric high-frequency
volatility
transmission across international stock markets
Luo, Jiawen
;
Wang, Shengquan
- In:
Finance research letters
31
(
2019
),
pp. 104-109
Persistent link: https://www.econbiz.de/10012421222
Saved in:
3
Non-linearity, persistence and spillover effects in stock returns : the role of the
volatility
index
Wu, Po-Chin
;
Pan, Sheng-Chieh
;
Tai, Xue-Ling
- In:
Empirica : journal of european economics
42
(
2015
)
3
,
pp. 597-613
Persistent link: https://www.econbiz.de/10011485602
Saved in:
4
Extreme dependence and risk spillovers across north american equity markets
Warshaw, Evan
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 237-251
Persistent link: https://www.econbiz.de/10012117855
Saved in:
5
Islamic stocks, conventional stocks, and crude oil : directional
volatility
spillover analysis in BRICS
Hassan, Kamrul
;
Hoque, Ariful
;
Wali, Muammer
;
Gasbarro, …
- In:
Energy economics
92
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012520036
Saved in:
6
Asymmetric causality in-mean and in-variance among equity markets indexes
González Sánchez, Mariano
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 49-68
Persistent link: https://www.econbiz.de/10011672599
Saved in:
7
Did David win a battle or the war against Goliath? : dynamic return and
volatility
connectedness between the GameStop stock and the high short interest indices
Aharon, David Y.
;
Kizys, Renatas
;
Umar, Zaghum
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014266177
Saved in:
8
Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
- In:
Global finance journal
28
(
2015
),
pp. 24-37
Persistent link: https://www.econbiz.de/10011478085
Saved in:
9
Extreme spillovers of VIX fear index to international equity markets
Massaporn Cheuathonghua
;
Chaiyuth Padungsaksawasdi
; …
- In:
Financial markets and portfolio management
33
(
2019
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012018353
Saved in:
10
Volatility
spillovers of A- and B-shares for the Chinese stock market and its impact on the Chinese index returns
Chung, Chien-Ping
;
Liao, Tzu-Hsiang
;
Lee, Hsiu-chuan
- In:
Pacific-Basin finance journal
65
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013209559
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