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Stock market contagion in Central and Eastern Europe : unexpected volatility and extreme co-exceedance
Horváth, Roman; Lyócsa, Štefan; Baumöhl, Eduard - In: The European journal of finance 24 (2018) 4/6, pp. 391-412
Persistent link: https://www.econbiz.de/10012244328
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The dynamics of price jumps in the stock market : an empirical study on Europe and U.S.
Ferriani, Fabrizio; Zoi, Patrick - In: The European journal of finance 28 (2022) 7, pp. 718-742
Persistent link: https://www.econbiz.de/10013373314
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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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Stock market regulation and news dissemination : evidence from an emerging market
Farag, Hisham; Cressy, Robert C. - In: The European journal of finance 18 (2012) 3/4, pp. 351-368
Persistent link: https://www.econbiz.de/10009667519
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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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Short-term dynamics in the Cyprus Stock Exchange
Koutmos, Gregory; Pericli, Andreas Neophytou; … - In: The European journal of finance 12 (2006) 3, pp. 205-216
Persistent link: https://www.econbiz.de/10003318914
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Analysing emerging market returns with high-frequency data during the global financial crisis of 2007-2009
Yalaman, Abdullah; Manahov, Viktor - In: The European journal of finance 28 (2022) 10, pp. 1019-1051
Persistent link: https://www.econbiz.de/10013373360
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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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Firm size and volatility analysis in the Spanish stock market
Chuliá, Helena; Torró, Hipòlit - In: The European journal of finance 17 (2011) 7/8, pp. 695-715
Persistent link: https://www.econbiz.de/10009509834
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Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - In: The European journal of finance 24 (2018) 1/3, pp. 114-134
Persistent link: https://www.econbiz.de/10012244285