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Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
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Financial integration and international risk spillovers
Lee, Dongwon - In: Economics letters 225 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014308565
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Financial liberalization and stock market volatility in selected developing countries
Kassimatis, Konstantinos - In: Applied financial economics 12 (2002) 6, pp. 389-394
Persistent link: https://www.econbiz.de/10001671111
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Financial liberalization, stock market volatility and outliers in emerging economies
Cuñado Eizaguirre, Juncal; Gómez Biscarri, Javier; … - In: Applied financial economics 19 (2009) 10/12, pp. 809-823
In this article, we test whether the structure of emerging market volatility has changed and assess the link between the structural changes in volatility behaviour and financial liberalization events. The opening of financial markets tends to generate outlying returns around the opening dates,...
Persistent link: https://www.econbiz.de/10003856643
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Forecasting volatility using range data : analysis for emerging equity markets in Latin America
Asai, Manabu; Brugal, Iván - In: Applied financial economics 22 (2012) 4/6, pp. 461-470
Persistent link: https://www.econbiz.de/10009581301
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General asymmetric stochastic volatility models using range data : estimation and empirical evidence from emerging equity markets
Asai, Manabu; Unite, Angelo A. - In: Applied financial economics 20 (2010) 13/15, pp. 1041-1049
Persistent link: https://www.econbiz.de/10009010308
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Extreme returns in emerging stock markets : evidence of a MAX effect in South Korea
Nartea, Gilbert V.; Wu, Ji; Liu, Hong Tao - In: Applied financial economics 24 (2014) 4/6, pp. 425-435
Persistent link: https://www.econbiz.de/10010401960
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Volatility forecasting in emerging markets with application of stochastic volatility model
Huang, Alex - In: Applied financial economics 21 (2011) 7/9, pp. 665-681
Persistent link: https://www.econbiz.de/10009153213
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MIDAS volatility forecast performance under market stress : evidence from emerging stock markets
C. Alper, Emre; Fendoglu, Salih; Saltoglu, Burak - In: Economics letters 117 (2012) 2, pp. 528-532
Persistent link: https://www.econbiz.de/10009675108
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Stock return dynamics and stock market interdependencies
Tsouma, Ekaterini - In: Applied financial economics 17 (2007) 10/12, pp. 805-825
Persistent link: https://www.econbiz.de/10003537547