Narrow search
Showing 1 - 10 of 43
Cover Image
Measuring risk spillovers from multiple developed stock markets to China : a vine-copula-GARCH-MIDAS model
Jiang, Cuixia; Li, Yuqian; Xu, Qifa; Liu, Yezheng - In: International review of economics & finance : IREF 75 (2021), pp. 386-398
Persistent link: https://www.econbiz.de/10012692552
Cover Image
Asymmetric volatility spillovers and consumption risk-sharing
Uribe, Jorge; Chuliá, Helena - In: Applied economics 53 (2021) 35, pp. 4100-4117
Persistent link: https://www.econbiz.de/10012589560
Cover Image
Do US and Japanese uncertainty shocks play important roles in affecting transition mechanisms of Japanese stock market?
Chang, Kuang-Liang - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013186556
Cover Image
Spillovers of US market volatility and monetary policy uncertainty to global stock markets
Chiang, Thomas C. - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013187644
Cover Image
Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network
Zhang, Weiping; Zhuang, Xintian; Wang, Jiang; Lu, Yang - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012664822
Cover Image
Why do U.S. uncertainties drive stock market spillovers? : international evidence
Balli, Faruk; Hasan, Mudassar; Balli, Hatice Ozer; … - In: International review of economics & finance : IREF 76 (2021), pp. 288-301
Persistent link: https://www.econbiz.de/10013175813
Cover Image
Spatial analysis of liquidity risk in China
Chen, Ting-Hsuan; Lee, Chien-chiang - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012665487
Cover Image
Dynamic spillovers and connectedness between oil returns and policy uncertainty
Wang, En-Ze; Lee, Chien-chiang - In: Applied economics 52 (2020) 35, pp. 3788-3808
Persistent link: https://www.econbiz.de/10012258981
Cover Image
Trade of goods and services and risk sharing ability in international equity markets : are these substitutes or complements?
Narayan, Seema; Doytch, Nadia; Tri Tung Nguyen; … - In: International review of economics & finance : IREF 45 (2016), pp. 485-503
Persistent link: https://www.econbiz.de/10011626506
Cover Image
Volatility transmission across currencies and commodities with US uncertainty measures
Khalifa, Ahmed A. A.; Otranto, Edoardo; Hammoudeh, Shawkat - In: The North American journal of economics and finance : a … 37 (2016), pp. 63-83
Persistent link: https://www.econbiz.de/10011672897