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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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Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries
Kim, Bonghan; Kim, Hyeongwoo; Lee, Bong-soo - In: International review of economics & finance : IREF 39 (2015), pp. 192-210
Persistent link: https://www.econbiz.de/10011572434
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An analysis of returns and volatility spillovers and their determinants in emerging Asian and Middle Eastern countries
Balli, Faruk; Hajhoj, Hassan Rafdan; Basher, Syed Abul; … - In: International review of economics & finance : IREF 39 (2015), pp. 311-325
Persistent link: https://www.econbiz.de/10011572452
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Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK
Tamakoshi, Go; Hamori, Shigeyuki - In: Research in international business and finance 36 (2016), pp. 288-296
Persistent link: https://www.econbiz.de/10011594438
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Global financial crisis and emerging stock market contagion : a volatility impulse response function approach
Jin, Xiaoye; An, Ximeng - In: Research in international business and finance 36 (2016), pp. 179-195
Persistent link: https://www.econbiz.de/10011594396
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The dynamics of the relative global sector effects and contagion in emerging markets equity returns
Boamah, Nicholas Addai - In: Research in international business and finance 39 (2017), pp. 433-453
Persistent link: https://www.econbiz.de/10011876559
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Financial crises and the dynamics of the spillovers between the US and BRICS stock markets
McIver, Ron; Kang, Sang Hoon - In: Research in international business and finance 54 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012581346
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Information transmission and dynamics of stock price movements : an empirical analysis of BRICS and US stock markets
Bhuyan, Rafiqul; Robbani, Mohammad G.; Talukdar, Bakhtear; … - In: International review of economics & finance : IREF 46 (2016), pp. 180-195
Persistent link: https://www.econbiz.de/10011626744
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Return and volatility interdependences in up and down markets across developed and emerging countries
Kundu, Srikanta; Sarkar, Nityananda - In: Research in international business and finance 36 (2016), pp. 297-311
Persistent link: https://www.econbiz.de/10011594440
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Dynamic correlation analysis of financial contagion : evidence from the Central and Eastern European markets
Syllignakis, Manolis N.; Kouretas, Georgios P. - In: International review of economics & finance : IREF 20 (2011) 4, pp. 717-732
Persistent link: https://www.econbiz.de/10009303872