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Returns and volatility spillover in the European banking industry during global financial crisis : flight to perceived quality or contagion?
Choudhry, Taufiq; Jayasekera, Ranadeva - In: International review of financial analysis 36 (2014), pp. 36-45
Persistent link: https://www.econbiz.de/10010530222
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Information transmission across currency futures markets : evidence from frequency domain tests
Ciner, Cetin - In: International review of financial analysis 20 (2011) 3, pp. 134-139
Persistent link: https://www.econbiz.de/10009295794
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Asymmetric volatility spillover among Chinese sectors during COVID-19
Shahzad, Syed Jawad Hussain; Naeem, Muhammad Abubakr; … - In: International review of financial analysis 75 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012803980
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Dependences and volatility spillovers between the oil and stock markets: new evidence from the copula and VAR-BEKK-GARCH models
Yu, Lean; Zha, Rui; Stafylas, Dimitrios; He, Kaijian; … - In: International review of financial analysis 68 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012301075
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Identifying influential energy stocks based on spillover network
Wang, Ze; Gao, Xiangyun; An, Haizhong; Tang, Renwu; … - In: International review of financial analysis 68 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012301082
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Comparing U.S. and European market volatility responses to interest rate policy announcements
Krieger, Kevin; Mauck, Nathan; Vazquez, Joseph - In: International review of financial analysis 39 (2015), pp. 127-136
Persistent link: https://www.econbiz.de/10011573113
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Volatility connectedness in the cryptocurrency market : is Bitcoin a dominant cryptocurrency?
Yi, Shuyue; Xu, Zishuang; Wang, Gang-Jin - In: International review of financial analysis 60 (2018), pp. 98-114
Persistent link: https://www.econbiz.de/10012007543
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Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management
Tsuji, Chikashi - In: International review of financial analysis 70 (2020), pp. 1-31
Persistent link: https://www.econbiz.de/10012318292
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Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis : an MEM approach
Xu, Yongdeng; Taylor, Nicholas; Lu, Wenna - In: International review of financial analysis 56 (2018), pp. 208-220
Persistent link: https://www.econbiz.de/10012006265
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The effects of sovereign rating drifts on financial return distributions : evidence from the European Union
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of financial analysis 34 (2014), pp. 5-20
Persistent link: https://www.econbiz.de/10010520405