Narrow search
Showing 1 - 10 of 233
Cover Image
Determinants of stock market comovements among US and emerging economies during the US financial crisis
Hwang, Eugene; Min, Hong-ghi; Kim, Bonghan; Kim, Hyeongwoo - In: Economic modelling 35 (2013), pp. 338-348
Persistent link: https://www.econbiz.de/10010259814
Cover Image
Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid; Beljid, Makram; Boubaker, Adel; Managi, … - In: Economic modelling 32 (2013), pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
Cover Image
Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market
Su, Jung-bin - In: Economic modelling 46 (2015), pp. 204-224
Persistent link: https://www.econbiz.de/10011436595
Cover Image
Volatility spillovers to the emerging financial markets during taper talk and actual tapering
Ghosh, Saurabh; Saggar, Mridul K. - In: Applied economics letters 24 (2017) 1/3, pp. 122-127
Persistent link: https://www.econbiz.de/10011703961
Cover Image
Global and regional volatility spillovers to GCC stock markets
Alotaibi, Abdullah R.; Mishra, Anil V. - In: Economic modelling 45 (2015), pp. 38-49
Persistent link: https://www.econbiz.de/10011334180
Cover Image
Domestic and foreign sources of volatility spillover to South African asset classes
Duncan, Andrew S.; Kabundi, Alain - In: Economic modelling 31 (2013), pp. 566-573
Persistent link: https://www.econbiz.de/10009730595
Cover Image
Estimating VAR-MGARCH models in multiple steps
Carnero, M. Angeles; Eratalay, M. Hakan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 3, pp. 339-365
Persistent link: https://www.econbiz.de/10010384281
Cover Image
Does uncertainty matter for US financial market volatility spillovers? : empirical evidence from a nonlinear Granger causality network
Fang, Tong; Su, Zhi - In: Applied economics letters 28 (2021) 21, pp. 1877-1883
Persistent link: https://www.econbiz.de/10012697702
Cover Image
Volatility spillover shifts in global financial markets
BenSaïda, Ahmed; Litimi, Houda; Abdallah, Oussama - In: Economic modelling 73 (2018), pp. 343-353
Persistent link: https://www.econbiz.de/10012100545
Cover Image
Return and volatility transmission between oil prices and oil-exporting and oil-importing countries
Guesmi, Khaled; Fattoum, Salma - In: Economic modelling 38 (2014), pp. 305-310
Persistent link: https://www.econbiz.de/10010419073