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Risk spillovers from China's and the US stock markets during high-volatility periods : evidence from East Asianstock markets
Wang, Bo; Xiao, Yang - In: International review of financial analysis 86 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014249132
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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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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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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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Financial crisis, Value-at-Risk forecasts and the puzzle of dependency modeling
Berger, Theo; Missong, Martin - In: International review of financial analysis 33 (2014), pp. 33-38
Persistent link: https://www.econbiz.de/10010520086
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What drives asymmetric dependence structure of asset return comovements?
Poshakwale, Sunil S.; Mandal, Anandadeep - In: International review of financial analysis 48 (2016), pp. 312-330
Persistent link: https://www.econbiz.de/10011624528
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On the dependence structure of realized volatilities
Mendes, Beatriz Vaz de Melo; Accioly, Victor Bello - In: International review of financial analysis 22 (2012), pp. 1-9
Persistent link: https://www.econbiz.de/10010219700
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Predicting VaR for China's stock market : a score-driven model based on normal inverse Gaussian distribution
Song, Shijia; Li, Handong - In: International review of financial analysis 82 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013426497
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A three-tiered nested analytical approach to financial integration : the case of emerging and frontier equity markets
Cagliesi, Gabriella; Guidi, Francesco - In: International review of financial analysis 74 (2021), pp. 1-29
Persistent link: https://www.econbiz.de/10012803928
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Dynamic correlation between stock market and oil prices : the case of oil-importing and oil-exporting countries
Filis, George; Degiannakis, Stavros; Floros, Christos - In: International review of financial analysis 20 (2011) 3, pp. 152-164
Persistent link: https://www.econbiz.de/10009295790