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Volatility spillovers and contagion from mature to emerging stock markets
Beirne, John; Caporale, Guglielmo Maria; … - 2008
Persistent link: https://www.econbiz.de/10003821913
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Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International review of financial analysis 29 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
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Fiscal shocks and real exchange rate dynamics : some evidence for Latin America
Caporale, Guglielmo Maria; Ciferri, Davide; Girardi, … - In: Journal of international money and finance 30 (2011) 5, pp. 709-723
Persistent link: https://www.econbiz.de/10009268779
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Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola - In: Journal of international money and finance 54 (2015), pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
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Asymmetric volatility spillover among Chinese sectors during COVID-19
Shahzad, Syed Jawad Hussain; Naeem, Muhammad Abubakr; … - In: International review of financial analysis 75 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012803980
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On the intraday return curves of Bitcoin : predictability and trading opportunities
Bouri, Elie; Lau, Chi Keung; Saeed, Tareq; Wang, Shixuan; … - In: International review of financial analysis 76 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012804738
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Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - In: International review of financial analysis 45 (2016), pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
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Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities
Ji, Qiang; Bouri, Elie; Roubaud, David - In: International review of financial analysis 57 (2018), pp. 1-12
Persistent link: https://www.econbiz.de/10012006300
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Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?
Fang, Libing; Bouri, Elie; Gupta, Rangan; Roubaud, David - In: International review of financial analysis 61 (2019), pp. 29-36
Persistent link: https://www.econbiz.de/10012206699
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Dynamic connectedness and integration in cryptocurrency markets
Ji, Qiang; Bouri, Elie; Lau, Chi Keung; Roubaud, David - In: International review of financial analysis 63 (2019), pp. 257-272
Persistent link: https://www.econbiz.de/10012207461