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Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu - In: International review of financial analysis 33 (2014), pp. 39-48
Persistent link: https://www.econbiz.de/10010520085
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Connectedness between monetary policy uncertainty and sectoral stock market returns : Evidence from asymmetric TVP-VAR approach
Raza, Syed Ali; Arshian Sharif; Kumar, Satish; Ahmed, Maiyra - In: International review of financial analysis 90 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014468824
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Price and volatility spillovers across North American, European and Asian stock markets
Singh, Priyanka D.; Kumar, Brajesh; Pandey, Ajay - In: International review of financial analysis 19 (2010) 1, pp. 55-64
Persistent link: https://www.econbiz.de/10008668720
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Islamic stocks, conventional stocks, and crude oil : directional volatility spillover analysis in BRICS
Hassan, Kamrul; Hoque, Ariful; Wali, Muammer; Gasbarro, … - In: Energy economics 92 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012520036
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Intra- and inter-regional return and volatility spillovers across emerging and developed markets : evidence from stock indices and stock index futures
Yarovaya, Larisa; Brzeszczyński, Janusz; Lau, Chi Keung - In: International review of financial analysis 43 (2016), pp. 96-114
Persistent link: https://www.econbiz.de/10011623719
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Time varying volatility indices and their determinants : evidence from developed and emerging stock markets
Prasad, Nalin; Grant, Andrew; Kim, Suk-Joong - In: International review of financial analysis 60 (2018), pp. 115-126
Persistent link: https://www.econbiz.de/10012007551
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The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen; Uddin, Mohammed Gazi Salah; Sen, Ding; … - In: International review of financial analysis 91 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
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Volatility spillover and investment strategies among sustainability-related financial indexes : evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula appro...
Zhang, Wenting; He, Xie; Hamori, Shigeyuki - In: International review of financial analysis 83 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013454962
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Spillover of fear : evidence from the stock markets of five developed countries
Tsai, I-C. - In: International review of financial analysis 33 (2014), pp. 281-288
Persistent link: https://www.econbiz.de/10010520408
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Risk transmission between Islamic and conventional stock markets : a return and volatility spillover analysis
Shahzad, Syed Jawad Hussain; Ferrer, Román; Ballester, … - In: International review of financial analysis 52 (2017), pp. 9-26
Persistent link: https://www.econbiz.de/10011868686