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Volatility Spillovers and Contagion From Mature to Emerging Stock Markets
Caporale, Guglielmo Maria - 2008
transmission mechanism-contagion-during turbulences in mature markets. Tri-variate GARCH-BEKK models of returns in global (mature …
Persistent link: https://www.econbiz.de/10014401286
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Volatility spillovers across stock index futures in Asian markets : evidence from range volatility estimators
Yarovaya, Larisa; Brzeszczyński, Janusz; Lau, Chi Keung - In: Finance research letters 17 (2016), pp. 158-166
Persistent link: https://www.econbiz.de/10011596275
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Volatility spillovers between stock and energy markets during crises : a comparative assessment between the 2008 global financial crisis and the Covid-19 pandemic crisis
Jebabli, Ikram; Kouaissah, Noureddine; Arouri, Mohamed - In: Finance research letters 46 (2022) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10013341502
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The relationship between oil and financial markets in emerging economies : the significant role of Kazakhstan as the oil exporting country
Li, Haiping; Semeyutin, Artur; Lau, Chi Keung; Gozgor, Giray - In: Finance research letters 32 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012430798
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Stock markets and the COVID-19 fractal contagion effects
Okorie, David Iheke; Lin, Boqiang - In: Finance research letters 38 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012490623
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Causality-in-quantiles between crude oil and stock markets : evidence from emerging economies
Bhatia, Vaneet; Basu, Sankarshan - In: Finance research letters 40 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012819833
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Volatility spillover around price limits in an emerging market
Aktas, Osman Ulas; Kryzanowski, Lawrence; Zhang, Jie - In: Finance research letters 39 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012805352
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Historical volatility of advanced equity markets : the role of local and global crises
Goswami, Samrat; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 34 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012436967
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Stock market volatility spillovers : evidence for Latin America
Gamba-Santamaria, Santiago; Gómez González, José Eduardo - In: Finance research letters 20 (2017), pp. 207-216
Persistent link: https://www.econbiz.de/10011806921
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Do multi-sector bond funds pose risks to emerging markets?
Cortes, Fabio; Sanfilippo, Luca - 2020
Emerging economies in the post-crisis period increasingly saw portfolio debt inflows from a type of large international investment fund: Multi-Sector Bond Funds (MSBFs). These investors have lacked adequate representation in the literature. This paper constructs a new detailed database from...
Persistent link: https://www.econbiz.de/10012300674