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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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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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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
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Volatility spillovers and hedging effectiveness between health and tourism stocks : empirical evidence from the US
Salisu, Afees A.; Akanni, Lateef O.; Xuan Vinh Vo - In: International review of economics & finance : IREF 74 (2021), pp. 150-159
Persistent link: https://www.econbiz.de/10012792946
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Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: International review of economics & finance : IREF 42 (2016), pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
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Does the volatility spillover effect matter in oil price volatility predictability? : evidence from high-frequency data
Wu, Lan; Xu, Weiju; Huang, Dengshi; Li, Pan - In: International review of economics & finance : IREF 82 (2022), pp. 299-306
Persistent link: https://www.econbiz.de/10013543121
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Exploring the interconnectedness of China's new energy and stock markets : a study on volatility spillovers and dynamic correlations
Li, Guangchen; Shen, Z. Y.; Song, Malin; Wei, Weixian - In: International review of economics & finance : IREF 89 (2024) 2, pp. 471-484
Persistent link: https://www.econbiz.de/10014446780
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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