Narrow search
Showing 1 - 10 of 57
Cover Image
Spillover effect of US monetary policy to ASEAN stock markets : evidence from Indonesia, Singapore, and Thailand
Yang, Lu; Hamori, Shigeyuki - In: Pacific-Basin finance journal 26 (2014), pp. 145-155
Persistent link: https://www.econbiz.de/10010498752
Cover Image
Spillovers of price efficiency and informed trading from short sales to margin purchases in absence of uptick rule
Shyu, Yih-Wen; Chan, Kam C.; Liang, Hsin-Yu - In: Pacific-Basin finance journal 50 (2018), pp. 163-183
Persistent link: https://www.econbiz.de/10012033782
Cover Image
Measuring systemic risk of the banking industry in China : a DCC-MIDAS-t approach
Xu, Qifa; Chen, Lu; Jiang, Cuixia; Yuan, Jing - In: Pacific-Basin finance journal 51 (2018), pp. 13-31
Persistent link: https://www.econbiz.de/10012035069
Cover Image
Information transmission between stock markets in Hong Kong, Europe and the US : new evidence on time- and state-dependence
Maderitsch, Robert - In: Pacific-Basin finance journal 35 (2015) 1, pp. 13-36
Persistent link: https://www.econbiz.de/10011538034
Cover Image
Stock returns, mutual fund flows and spillover shocks
Narayan, Paresh Kumar; Narayan, Seema; Prabheesh, K. P. - In: Pacific-Basin finance journal 29 (2014), pp. 146-162
Persistent link: https://www.econbiz.de/10010493980
Cover Image
Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets
Kang, Sang Hoon; Maitra, Debasish; Dash, Saumya Ranjan; … - In: Pacific-Basin finance journal 58 (2019), pp. 1-32
Persistent link: https://www.econbiz.de/10012231049
Cover Image
China's financial network with international spillovers : a first look
Yang, Jian; Yu, Ziliang; Ma, Jun - In: Pacific-Basin finance journal 58 (2019), pp. 1-30
Persistent link: https://www.econbiz.de/10012231121
Cover Image
Modelling volatility spillovers from the US equity market to ASEAN stock markets
Xuan Vinh Vo; Tran Thi Tuan Anh - In: Pacific-Basin finance journal 59 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012231221
Cover Image
Energy, precious metals, and GCC stock markets : is there any risk spillover?
Al-Yahyaee, Khamis Hamed; Mensi, Walid; Sensoy, Ahmet; … - In: Pacific-Basin finance journal 56 (2019), pp. 45-70
Persistent link: https://www.econbiz.de/10012169554
Cover Image
Are Islamic indexes a safe haven for investors? : an analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis...
Hkiri, Besma; Hammoudeh, Shawkat; Aloui, Chaker; … - In: Pacific-Basin finance journal 43 (2017), pp. 124-150
Persistent link: https://www.econbiz.de/10011800663