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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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International stock return co-movements and trading activity
Sheng, Xin; Brzeszczyński, Janusz; Ibrahim, Boulis Maher - In: Finance research letters 23 (2017), pp. 12-18
Persistent link: https://www.econbiz.de/10011808297
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Do it with a smile : forecasting volatility with currency options
Reus, Lorenzo; Carrasco, José A.; Pincheira, Pablo - In: Finance research letters 34 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012436844
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Intraday exchange rate volatility transmissions across QE announcements
Kenourgios, Dimitris; Papadamou, Stephanos; Dimitriou, … - In: Finance research letters 14 (2015), pp. 128-134
Persistent link: https://www.econbiz.de/10011552689
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Systematic risk in cryptocurrency market : evidence from DCC-MGARCH model
Nguyen Phuc Canh; Wongchoti, Udomsak; Su Dinh Thanh; … - In: Finance research letters 29 (2019), pp. 90-100
Persistent link: https://www.econbiz.de/10012417957
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Linkages between crude oil and emerging Asian stock markets : new evidence from the Chinese stock market crash
Yousaf, Imran; Hassan, Arshad - In: Finance research letters 31 (2019), pp. 207-217
Persistent link: https://www.econbiz.de/10012421548
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Quantifying the international stock market risk spillover : an analysis based on G-expectation upper variances
Cai, Yi; Tang, Zhenpeng; Chen, Kaijie; Liu, Dinggao - In: Finance research letters 58 (2023) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014581642
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Spillover relationship between different oil shocks and high- and low-carbon assets : an analysis based on time-frequency spillover effects
Liu, Yanqiong; Lu, Jinjin; Shi, Fengyuan - In: Finance research letters 58 (2023) 3, pp. 1-11
Persistent link: https://www.econbiz.de/10014631600
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The relationship between trading volume, volatility and returns of Non-Fungible Tokens : evidence from a quantile approach
Yousaf, Imran; Yarovaya, Larisa - In: Finance research letters 50 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10014234114
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Extreme risk spillover between crude oil price and financial factors
Zhao, Wan-Li; Fan, Ying; Ji, Qiang - In: Finance research letters 46 (2022) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10013341434