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Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam; Degiannakis, Stavros; Filis, George - In: International review of financial analysis 48 (2016), pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
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Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos; Yfanti, Stavroula; Karoglou, Michail - In: International review of financial analysis 45 (2016), pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
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Contagion, decoupling and the spillover effects of the US financial crisis : evidence from the BRIC markets
Bekiros, Stelios D. - In: International review of financial analysis 33 (2014), pp. 58-69
Persistent link: https://www.econbiz.de/10010520075
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Illiquidity, return and risk in G7 stock markets : interdependencies and spillovers
Andrikopulos, Andreas A.; Angelidis, Timotheos; … - In: International review of financial analysis 35 (2014), pp. 118-127
Persistent link: https://www.econbiz.de/10010529618
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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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Risk transmission between Islamic and conventional stock markets : a return and volatility spillover analysis
Shahzad, Syed Jawad Hussain; Ferrer, Román; Ballester, … - In: International review of financial analysis 52 (2017), pp. 9-26
Persistent link: https://www.econbiz.de/10011868686
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Forecasting European stock volatility : the role of the UK
Gao, Jun; Gao, Xiang; Gu, Chen - In: International review of financial analysis 89 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014464832
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High frequency correlation dynamics and day-of-the-week effect : a score-driven approach in an emerging market stock exchange
Bahcivan, Hulusi; Karahan, Cenk C. - In: International review of financial analysis 80 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013366247
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How does news sentiment affect the states of Japanese stock return volatility?
Feng, Lingbing; Fu, Tong; Shi, Yanlin - In: International review of financial analysis 84 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013472878
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Less is more? : new evidence from stock market volatility predictability
Lu, Fei; Ma, Feng; Guo, Qiang - In: International review of financial analysis 89 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014467087