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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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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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The impact of interest rate volatility on financial market inclusion : evidence from emerging markets
Hajilee, Massomeh; Niroomand, Farhang - In: Journal of economics and finance 42 (2018) 2, pp. 352-368
Persistent link: https://www.econbiz.de/10012031012
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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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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
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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
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The transmission of international stock market volatilities
Budd, Bruce Q. - In: Journal of economics and finance 42 (2018) 1, pp. 155-173
Persistent link: https://www.econbiz.de/10011978148
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Spillover effects on the sectoral returns for australian and New Zealand equity markets
Balli, Faruk; Balli, Hatice Ozer; Hong, Ronglan - In: Journal of economics and finance 40 (2016) 3, pp. 568-589
Persistent link: https://www.econbiz.de/10011659039
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An examination of return and volatility spillovers between mature equity markets
Jain, Payal; Sehgal, Sanjay - In: Journal of economics and finance 43 (2019) 1, pp. 180-210
Persistent link: https://www.econbiz.de/10012171021
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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