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Intraday bidirectional volatility spillover across international stock markets : does the global financial crisis matter?
Jawadi, Fredj; Louhichi, Waël; Cheffou, Abdoulkarim Idi - In: Applied economics 47 (2015) 34/36, pp. 3633-3650
Persistent link: https://www.econbiz.de/10011293475
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Volatility spillovers across daytime and overnight information between China and world equity markets
Hua, Jian; Sanhaji, Bilel - In: Applied economics 47 (2015) 49/51, pp. 5407-5431
Persistent link: https://www.econbiz.de/10011341791
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Combination forecast based on financial stress categories for global equity market volatility : the evidence during the COVID-19 and the global financial crisis periods
Li, Yan; Liang, Chao; Toan Luu Duc Huynh - In: Applied economics 56 (2024) 37, pp. 4435-4470
Persistent link: https://www.econbiz.de/10014560337
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Oil prices and MENA stock markets : new evidence from nonlinear and asymmetric causalities during and after the crisis period
Ajmi, Ahdi Noomen; El Montasser, Ghassen; Hammoudeh, Shawkat - In: Applied economics 46 (2014) 16/18, pp. 2167-2177
Persistent link: https://www.econbiz.de/10010413309
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Asymmetric spillover effects between the Shanghai and Hong Kong stock markets : evidence from quantile lagged regression
Zhu, Huiming; Tang, Yueli; Guo, Peng - In: Applied economics 49 (2017) 9, pp. 886-902
Persistent link: https://www.econbiz.de/10011811073
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Volatility transmission between Islamic and conventional equity markets : evidence from causality-in-variance test
Nazlıoğlu, Şaban; Hammoudeh, Shawkat; Gupta, Rangan - In: Applied economics 47 (2015) 46/48, pp. 4996-5011
Persistent link: https://www.econbiz.de/10011318417
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Volatility spillovers and connectedness among credit default swap sector indexes
Fonseca, José da; Ignatieva, Ekaterina - In: Applied economics 50 (2018) 36, pp. 3923-3936
Persistent link: https://www.econbiz.de/10012060164
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Dynamic correlation and equicorrelation analysis of global financial turmoil : evidence from emerging East Asian stock markets
Cai, Xiao Jing; Tian, Shuairu; Hamori, Shigeyuki - In: Applied economics 48 (2016) 40/42, pp. 3789-3803
Persistent link: https://www.econbiz.de/10011628092
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Policy uncertainty and international financial markets : the case of Brexit
Belke, Ansgar; Dubova, Irina; Osowski, Thomas - In: Applied economics 50 (2018) 34/35, pp. 3752-3770
Persistent link: https://www.econbiz.de/10012059409
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Volatility transmission between the Japanese stock market and the Western stock market indices : time & frequency domain connectedness analysis with high-frequency data
Akdoğu, Serpil Kahraman; Keser, Merve - In: Applied economics 54 (2022) 6, pp. 670-684
Persistent link: https://www.econbiz.de/10012874238