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Uncovering equity market contagion among BRICS countries : an application of the multivariate GARCH model

Bonga-Bonga, Lumengo - In: The quarterly review of economics and finance : journal … 67 (2018), pp. 36-44

Persistent link: https://www.econbiz.de/10012034396

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

Correlations and volatility spillovers between China and Southeast Asian stock markets

Zhong, Yi; Liu, Jiapeng - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 57-69

Persistent link: https://www.econbiz.de/10012656194

Crude oil and stock markets in the COVID-19 crisis : evidence from oil exporters and importers

Heinlein, Reinhold; Legrenzi, Gabriella; Mahadeo, Scott … - In: The quarterly review of economics and finance : journal … 82 (2021), pp. 223-229

Persistent link: https://www.econbiz.de/10013258469

Dynamic transmissions between the U.S. and equity markets in the MENA countries : new evidence from pre- and post-global financial crisis

Maghyereh, Aktham I.; Awartani, Basel; Hilu, Khalil Al - In: The quarterly review of economics and finance : journal … 56 (2015), pp. 123-138

Persistent link: https://www.econbiz.de/10011574365

Volatility spillovers across global asset classes : evidence from time and frequency domains

Tiwari, Aviral Kumar; Cuñado Eizaguirre, Juncal; … - In: The quarterly review of economics and finance : journal … 70 (2018), pp. 194-202

Persistent link: https://www.econbiz.de/10012035042

Information spillovers in Hong Kong REITs and related asset markets

Liu, Jian; Chen, Yan; Liao, Shufei; Cheng, Cheng; Fu, Yongge - In: The quarterly review of economics and finance : journal … 92 (2023), pp. 215-229

Persistent link: https://www.econbiz.de/10014490283

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

Volatility spillovers between foreign exchange and stock markets in industrialized countries

Morales Zumaquero, Amalia; Sosvilla-Rivero, Simón - In: The quarterly review of economics and finance : journal … 70 (2018), pp. 121-136

Persistent link: https://www.econbiz.de/10012035037

Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets

Mensi, Walid; Ur Rehman, Mobeen; Maitra, Debasish; … - In: The quarterly review of economics and finance : journal … 91 (2023), pp. 139-157

Persistent link: https://www.econbiz.de/10014461547

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