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Modeling volatility spillover effects between developed stock markets and Asian emerging stock markets
Li, Yanan; Giles, David E. A. - In: International journal of finance & economics : IJFE 20 (2015) 2, pp. 155-177
Persistent link: https://www.econbiz.de/10011348426
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Time-frequency analysis of risk spillovers from oil to BRICS stock markets : a long-memory Copula-CoVaR-MODWT method
Jiang, Yonghong; Mu, Jinqi; Nie, He; Wu, Lanxin - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 3386-3404
Persistent link: https://www.econbiz.de/10013329872
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An analysis of returns and volatility spillovers and their determinants in emerging Asian and Middle Eastern countries
Balli, Faruk; Hajhoj, Hassan Rafdan; Basher, Syed Abul; … - In: International review of economics & finance : IREF 39 (2015), pp. 311-325
Persistent link: https://www.econbiz.de/10011572452
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The global financial crisis: World market or regional contagion effects?
Morales, Lucía; Andréosso-O'Callaghan, Bernadette - In: International review of economics & finance : IREF 29 (2014), pp. 108-131
Persistent link: https://www.econbiz.de/10010431480
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Information transmission and dynamics of stock price movements : an empirical analysis of BRICS and US stock markets
Bhuyan, Rafiqul; Robbani, Mohammad G.; Talukdar, Bakhtear; … - In: International review of economics & finance : IREF 46 (2016), pp. 180-195
Persistent link: https://www.econbiz.de/10011626744
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Did equity returns and volatilities change after the 2016 Trump election victory?
Yavas, Burhan F.; Dedi, Lidija; Škrinjarić, Tihana - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1291-1308
Persistent link: https://www.econbiz.de/10012815045
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Volatility spillovers and hedging effectiveness between health and tourism stocks : empirical evidence from the US
Salisu, Afees A.; Akanni, Lateef O.; Xuan Vinh Vo - In: International review of economics & finance : IREF 74 (2021), pp. 150-159
Persistent link: https://www.econbiz.de/10012792946
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Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: International review of economics & finance : IREF 42 (2016), pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
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Does the volatility spillover effect matter in oil price volatility predictability? : evidence from high-frequency data
Wu, Lan; Xu, Weiju; Huang, Dengshi; Li, Pan - In: International review of economics & finance : IREF 82 (2022), pp. 299-306
Persistent link: https://www.econbiz.de/10013543121
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Exploring the interconnectedness of China's new energy and stock markets : a study on volatility spillovers and dynamic correlations
Li, Guangchen; Shen, Z. Y.; Song, Malin; Wei, Weixian - In: International review of economics & finance : IREF 89 (2024) 2, pp. 471-484
Persistent link: https://www.econbiz.de/10014446780