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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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Financial contagion and flight to quality between emerging markets and U.S. bond market
Soylu, Pınar Kaya; Güloğlu, Bülent - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-33
Persistent link: https://www.econbiz.de/10012201344
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Commodity-price volatility and macroeconomic spillovers : evidence from nine emerging markets
Hegerty, Scott W. - In: The North American journal of economics and finance : a … 35 (2016), pp. 23-37
Persistent link: https://www.econbiz.de/10011672281
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Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis
Lien, Da-hsiang Donald; Lee, Geul; Li, Yang; Zhang, Yuyin - In: The North American journal of economics and finance : a … 46 (2018), pp. 187-201
Persistent link: https://www.econbiz.de/10012036617
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Unconventional monetary policy and financialization of commodities
Ordu-Akkaya, Beyza Mina; Soytaş, Uǧur - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012659050
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COVID-19 and asymmetric volatility spillovers across global stock markets
Li, Wenqi - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013186520
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Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models
Do, A.; Powell, Robert; Yong, J.; Singh, A. - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012665495
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COVID-19 and extreme risk spillovers between oil and BRICS stock markets : a multiscale perspective
Jin, Xiu; Liu, Yueli; Yu, Jinming; Huang, Weiqiang - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014485324
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Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries
Aloui, Chaker; Hammoudeh, Shawkat; Ben Hamida, Hela - In: The North American journal of economics and finance : a … 31 (2015), pp. 311-329
Persistent link: https://www.econbiz.de/10011514255
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Asymmetric causality in-mean and in-variance among equity markets indexes
González Sánchez, Mariano - In: The North American journal of economics and finance : a … 36 (2016), pp. 49-68
Persistent link: https://www.econbiz.de/10011672599