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How close a relationship does a capital market have with other markets? : a reexamination based on the equal variance test
Yang, Lixiong; Lee, Chingnun; Shie, Fu-shuen - In: Pacific-Basin finance journal 26 (2014), pp. 198-226
Persistent link: https://www.econbiz.de/10010498742
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Volatility regime, inverted asymmetry, contagion, and flights in the gold market
Chang, Meng-Shiuh; Kung, Chih-Chun; Chen, Meng-Wei; … - In: Pacific-Basin finance journal 67 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013252907
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Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? : evidence from the global financial crisis and Covid-19 pande...
Yousaf, Imran; Beljid, Makram; Chaibi, Anis; Ajlouni, … - In: Pacific-Basin finance journal 73 (2022), pp. 1-45
Persistent link: https://www.econbiz.de/10013388961
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Search for safe havens and resilience to global financial volatility : response of GCC equity indexes to GFC and Covid-19
Hassan, M. Kabir; Kamran, Muhammad; Djajadikerta, … - In: Pacific-Basin finance journal 73 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013389084
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Global financial crisis, funding constraints, and liquidity of VIX futures
Chiu, Junmao; Lien, Da-hsiang Donald; Tsai, Wei-Che - In: Pacific-Basin finance journal 80 (2023), pp. 1-29
Persistent link: https://www.econbiz.de/10014463313
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Extreme risk connectedness among global major financial institutions : links to globalization and emerging market fear
Liao, Yin; Pan, Zheyao - In: Pacific-Basin finance journal 76 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013552682
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Risk premia in international equity markets revisited
Brown, Stephen J.; Hiraki, Takato; Arakawa, Kiyoshi; … - In: Pacific-Basin finance journal 17 (2009) 3, pp. 295-318
Persistent link: https://www.econbiz.de/10003835843
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US and Japanese macroeconomic news and stock market volatility in Asia-Pacific
Vrugt, Evert B. - In: Pacific-Basin finance journal 17 (2009) 5, pp. 611-627
Persistent link: https://www.econbiz.de/10003895406
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Volatility spillovers between the Chinese and world equity markets
Zhou, Xiangyi; Zhang, Weijin; Zhang, Jie - In: Pacific-Basin finance journal 20 (2012) 2, pp. 247-270
Persistent link: https://www.econbiz.de/10009488273
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Dynamic factors and asset pricing : international and further U.S. evidence
He, Zhongzhi; Zhu, Jie; Zhu, Xiaoneng - In: Pacific-Basin finance journal 32 (2015), pp. 21-39
Persistent link: https://www.econbiz.de/10011471528