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~isPartOf:"CAMA working paper series"
~isPartOf:"Economics letters"
~subject:"ARCH model"
~subject:"Risk"
~subject:"Shock"
~subject:"Volatility"
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Volatility spillovers and cont...
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ECONIS (ZBW)
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1
Financial integration and international risk spillovers
Lee, Dongwon
- In:
Economics letters
225
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014308565
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Predicting stock returns and volatility using consumption-aggregate wealth ratios : a nonlinear approach
Bekiros, Stelios
;
Gupta, Rangan
- In:
Economics letters
131
(
2015
),
pp. 83-85
Persistent link: https://www.econbiz.de/10011422667
Saved in:
5
A model-free test for
contagion
between crude oil and stock markets
Pan, Zhiyuan
;
Zheng, Xu
;
Gong, Yuting
- In:
Economics letters
130
(
2015
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011422065
Saved in:
6
Foreign reserve accumulation and the mercantilist motive hypothesis
Carvalho, Patrick
;
Fry-McKibbin, Renée
-
2014
Persistent link: https://www.econbiz.de/10010244583
Saved in:
7
Effects of US quantitative easing on emerging market economies
Bhattarai, Saroj
;
Chatterjee, Arpita
;
Park, Woong-yong
-
2015
Persistent link: https://www.econbiz.de/10011758092
Saved in:
8
Are volatility spillovers between currency and equity market driven by economic states? : evidence from the US economy
Grobys, Klaus
- In:
Economics letters
127
(
2015
),
pp. 72-75
Persistent link: https://www.econbiz.de/10011382877
Saved in:
9
Return and volatility spillovers between Chinese and U.S. clean energy related stocks
Janda, Karel
;
Krištoufek, Ladislav
;
Zhang, Binyi
-
2022
Persistent link: https://www.econbiz.de/10013173326
Saved in:
10
Global risk aversion and emerging market return comovements
Demirer, Rıza
;
Omay, Tolga
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Economics letters
173
(
2018
),
pp. 118-121
Persistent link: https://www.econbiz.de/10012022952
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