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Stock markets spillovers : evi...
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Volatility
341
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339
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Economic modelling
Finance research letters
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926
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International review of financial analysis
784
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ECONIS (ZBW)
586
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1
Does the asymmetric dependence
volatility
affect risk spillovers between the crude oil market and BRICS stock markets?
Jiang, Kunliang
;
Ye, Wuyi
- In:
Economic modelling
117
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014229176
Saved in:
2
Crude oil and BRICS stock markets under extreme shocks : new evidence
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
He, Chengting
- In:
Economic modelling
86
(
2020
),
pp. 54-68
Persistent link: https://www.econbiz.de/10012415223
Saved in:
3
Global and regional
volatility
spillovers to GCC stock markets
Alotaibi, Abdullah R.
;
Mishra, Anil V.
- In:
Economic modelling
45
(
2015
),
pp. 38-49
Persistent link: https://www.econbiz.de/10011334180
Saved in:
4
Translating financial integration into correlation risk : a weekly reporting's viewpoint for the
volatility
behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
5
Correlations and
volatility
spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid
;
Beljid, Makram
;
Boubaker, Adel
;
Managi, …
- In:
Economic modelling
32
(
2013
),
pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
Saved in:
6
Integration of world leaders and emerging powers into the Malaysian stock market : a DCC-MGARCH approach
Hooi Hooi Lean
;
Teng, Kee Tuan
- In:
Economic modelling
32
(
2013
),
pp. 333-342
Persistent link: https://www.econbiz.de/10009761527
Saved in:
7
Determinants of stock market comovements among US and emerging economies during the US financial crisis
Hwang, Eugene
;
Min, Hong-ghi
;
Kim, Bonghan
;
Kim, Hyeongwoo
- In:
Economic modelling
35
(
2013
),
pp. 338-348
Persistent link: https://www.econbiz.de/10010259814
Saved in:
8
A study on the
volatility
spillovers, long memory effects and interactions between carbon and energy markets : the impacts of extreme weather
Liu, Hsiang-hsi
;
Chen, Yi-chun
- In:
Economic modelling
35
(
2013
),
pp. 840-855
Persistent link: https://www.econbiz.de/10010338308
Saved in:
9
Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market
Su, Jung-bin
- In:
Economic modelling
46
(
2015
),
pp. 204-224
Persistent link: https://www.econbiz.de/10011436595
Saved in:
10
Return and
volatility
transmission between oil prices and oil-exporting and oil-importing countries
Guesmi, Khaled
;
Fattoum, Salma
- In:
Economic modelling
38
(
2014
),
pp. 305-310
Persistent link: https://www.econbiz.de/10010419073
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