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Extreme asymmetric volatility : stress and aggregate asset prices
Aboura, Sofiane; Wagner, Niklas F. - In: Journal of international financial markets, … 41 (2016), pp. 47-59
Persistent link: https://www.econbiz.de/10011475918
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Political uncertainty and financial market uncertainty in an Australian context
Smales, Lee A. - In: Journal of international financial markets, … 32 (2014), pp. 415-435
Persistent link: https://www.econbiz.de/10011299782
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Commodity markets volatility transmission : roles of risk perceptions and uncertainty in financial markets
Gozgor, Giray; Lau, Chi Keung; Bilgin, Mehmet Huseyin - In: Journal of international financial markets, … 44 (2016), pp. 35-45
Persistent link: https://www.econbiz.de/10011690371
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Examining stress in Asian currencies : a perspective offered by high frequency financial market data
Dungey, Mardi H.; Matei, Marius; Sirimon Treepongkaruna - In: Journal of international financial markets, … 67 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012495857
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Discovering the drivers of stock market volatility in a data-rich world
Chun, Dohyun; Cho, Hoon; Ryu, Doojin - In: Journal of international financial markets, … 82 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014245870
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Asset prices, financial amplification and monetary policy : structural evidence from an identified multivariate GARCH model
Herwartz, Helmut; Roestel, Jan - In: Journal of international financial markets, … 78 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013357315
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Interconnectedness between stock and credit markets : the role of European G-SIBs in a multilayer perspective
Foglia, Matteo; Di Tommaso, Caterina; Wang, Gang-Jin; … - In: Journal of international financial markets, … 91 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014494827
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Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai; Liu, Xiao-xing - In: Journal of international financial markets, … 88 (2023), pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
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Market momentum amplifies market volatility risk : evidence from China's equity market
Liang, Chao; Luu Duc Toan Huynh; Li, Yan - In: Journal of international financial markets, … 88 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014483186
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Short-selling restrictions and financial stability in Europe : evidence from the Covid-19 crisis
Bessler, Wolfgang; Vendrasco, Marco - In: Journal of international financial markets, … 80 (2022), pp. 1-31
Persistent link: https://www.econbiz.de/10013533146