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~isPartOf:"CAMA working paper series"
~isPartOf:"Economics letters"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Shock"
~subject:"Volatility"
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Volatility spillovers and cont...
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Shock
Volatility
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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1
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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2
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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3
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
Saved in:
4
On equity risk prediction and tail spillovers
Pouliasis, Panos
;
Kyriakou, Ioannis
;
Papapostolou, Nikos
- In:
International journal of finance & economics : IJFE
22
(
2017
)
4
,
pp. 379-393
Persistent link: https://www.econbiz.de/10011960379
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5
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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6
Time-varying correlations and optimal allocation in emerging market equities for the US investors
Cha, Heung-Joo
;
Jithendranathan, Thadavillil
- In:
International journal of finance & economics : IJFE
14
(
2009
)
2
,
pp. 172-187
Persistent link: https://www.econbiz.de/10003824847
Saved in:
7
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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8
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
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9
Option-implied volatility spillover indices for FX risk factors
Grobys, Klaus
;
Heinonen, Jari-Pekka
- In:
Economics letters
157
(
2017
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011847318
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10
Hedging against risks associated with travel and tourism stocks during COVID-19 pandemic : the role of gold
Sikiru, Abdulsalam Abidemi
;
Salisu, Afees A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1872-1882
Persistent link: https://www.econbiz.de/10014253456
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