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Domestic and foreign sources of volatility spillover to South African asset classes
Duncan, Andrew S.; Kabundi, Alain - In: Economic modelling 31 (2013), pp. 566-573
Persistent link: https://www.econbiz.de/10009730595
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Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
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Financial and nonfinancial global stock market volatility shocks
Kang, Wensheng; Ratti, Ronald A.; Vespignani, Joaquin - In: Economic modelling 96 (2021), pp. 128-134
Persistent link: https://www.econbiz.de/10012745343
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Volatility spillover shifts in global financial markets
BenSaïda, Ahmed; Litimi, Houda; Abdallah, Oussama - In: Economic modelling 73 (2018), pp. 343-353
Persistent link: https://www.econbiz.de/10012100545
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Uncertainty in financial markets and business cycles
Yıldırım-Karaman, Seçil - In: Economic modelling 68 (2018), pp. 329-339
Persistent link: https://www.econbiz.de/10011935382
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How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu; Qi, Zikang; Huang, Jianglu - In: Economic modelling 120 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
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Asymmetric contagion of jump risk in the Chinese financial sector : monetary policy transmission matters
Feng, Yun; Hou, Weijie; Song, Yuping - In: Economic modelling 119 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014249431
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Financial contagion drivers during recent global crises
Pineda, Julián; Cortés, Lina M.; Perote, Javier - In: Economic modelling 117 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10014229185
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In no uncertain terms : the effect of uncertainty on credit frictions and monetary policy
Balke, Nathan S.; Martínez-García, Enrique; Zeng, Zheng - In: Economic modelling 100 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012795898
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Hedge fund return higher moments over the business cycle
Racicot, François-Éric; Théoret, Raymond - In: Economic modelling 78 (2019), pp. 73-97
Persistent link: https://www.econbiz.de/10012198849