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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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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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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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Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi; Bouri, Elie; Gemici, Eray - In: Research in international business and finance 66 (2023), pp. 1-27
Persistent link: https://www.econbiz.de/10014460654
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Impact of financial market uncertainty and macroeconomic factors on stock-bond correlation in emerging markets
Dimic, Nebojsa; Kiviaho, Jarno; Piljak, Vanja; Äijö, Janne - In: Research in international business and finance 36 (2016), pp. 41-51
Persistent link: https://www.econbiz.de/10011594241
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Microstructures, financial reforms and informational efficiency in an emerging market
Arjoon, Vaalmikki - In: Research in international business and finance 36 (2016), pp. 112-126
Persistent link: https://www.econbiz.de/10011594282
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Volatility returns with vengeance : financial markets vs. commodities
Aboura, Sofiane; Chevallier, Julien - In: Research in international business and finance 33 (2015), pp. 334-354
Persistent link: https://www.econbiz.de/10011325853