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~isPartOf:"Applied economics letters"
~isPartOf:"Research in international business and finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH model"
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Volatility spillovers and cont...
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Applied economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Financial market interdependencies : a quantile regression analysis of volatility spillover
Rejeb, Aymen Ben
;
Arfaoui, Mongi
- In:
Research in international business and finance
36
(
2016
),
pp. 140-157
Persistent link: https://www.econbiz.de/10011594319
Saved in:
2
Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Research in international business and finance
36
(
2016
),
pp. 288-296
Persistent link: https://www.econbiz.de/10011594438
Saved in:
3
Financial crises and the dynamics of the spillovers between the US and BRICS stock markets
McIver, Ron
;
Kang, Sang Hoon
- In:
Research in international business and finance
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012581346
Saved in:
4
Return and volatility interdependences in up and down markets across developed and emerging countries
Kundu, Srikanta
;
Sarkar, Nityananda
- In:
Research in international business and finance
36
(
2016
),
pp. 297-311
Persistent link: https://www.econbiz.de/10011594440
Saved in:
5
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
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6
Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors : a tale of two crises
Belhassine, Olfa
- In:
Research in international business and finance
53
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012548919
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7
Volatility returns with vengeance : financial markets vs. commodities
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
33
(
2015
),
pp. 334-354
Persistent link: https://www.econbiz.de/10011325853
Saved in:
8
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
Saved in:
9
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
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10
MENA stock market volatility persistence : evidence before and after the financial crisis of 2008
Assaf, Ata
- In:
Research in international business and finance
36
(
2016
),
pp. 222-240
Persistent link: https://www.econbiz.de/10011594406
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