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Spillovers on sectoral sukuk returns : evidence from country level analysis
Syed Mabruk Billah; Balli, Faruk; Balli, Hatice Ozer - In: Applied economics 54 (2022) 38, pp. 4402-4432
Persistent link: https://www.econbiz.de/10013410976
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Choosing factors : the international evidence
Grobys, Klaus; Kolari, James W. - In: Applied economics 54 (2022) 6, pp. 633-647
Persistent link: https://www.econbiz.de/10012874235
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Do jumps matter in both equity market returns and integrated volatility : a comparison of Asian developed and emerging markets
Zada, Hassan; Hassan, Arshad; Wong, Wing Keung - In: Economies : open access journal 9 (2021) 2, pp. 1-26
In this paper, we examine whether jumps matter in both equity market returns and integrated volatility. For this purpose, we use the swap variance (SwV) approach to identify monthly jumps and estimated realized volatility in prices for both developed and emerging markets from February 2001 to...
Persistent link: https://www.econbiz.de/10012548334
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Explaining interest spreads on sovereign Eurodollar loans : LDCs versus DCs, 1978 - 84
Rockerbie, Duane - In: Applied economics 25 (1993) 5, pp. 609-616
Persistent link: https://www.econbiz.de/10001143470
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Correlation regimes in international equity and bond returns
Aslanidis, Nektarios; Martinez, Oscar - In: Economic modelling 97 (2021), pp. 397-410
Persistent link: https://www.econbiz.de/10012793476
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Dynamics between energy, output, openness and financial development in sub-Saharan African countries
Thai-Ha Le - In: Applied economics 48 (2016) 10/12, pp. 914-933
Persistent link: https://www.econbiz.de/10011432799
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Financial development and financial openness nexus : the precondition of banking competition
Chen, Wang; Hamori, Shigeyuki; Kunkyo, Takuji - In: Applied economics 48 (2016) 10/12, pp. 1130-1139
Persistent link: https://www.econbiz.de/10011432930
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International swap market contagion and volatility
Azad, A. S. M. Sohel; Batten, Jonathan A.; Fang, Victor; … - In: Economic modelling 47 (2015), pp. 355-371
Persistent link: https://www.econbiz.de/10011439454
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The impact of housing market disturbances on the US financial system : a pre-crisis analysis
Schaffer, Marc; Wheeler, Mark - In: Applied economics 48 (2016) 7/9, pp. 759-771
Persistent link: https://www.econbiz.de/10011414018
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Does financialization retard growth? : time series and cross-sectional evidence
Moosa, Imad A. - In: Applied economics 50 (2018) 31, pp. 3405-3415
Persistent link: https://www.econbiz.de/10012038655