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Financial market interdependencies : a quantile regression analysis of volatility spillover
Rejeb, Aymen Ben; Arfaoui, Mongi - In: Research in international business and finance 36 (2016), pp. 140-157
Persistent link: https://www.econbiz.de/10011594319
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Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK
Tamakoshi, Go; Hamori, Shigeyuki - In: Research in international business and finance 36 (2016), pp. 288-296
Persistent link: https://www.econbiz.de/10011594438
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Global financial crisis and emerging stock market contagion : a volatility impulse response function approach
Jin, Xiaoye; An, Ximeng - In: Research in international business and finance 36 (2016), pp. 179-195
Persistent link: https://www.econbiz.de/10011594396
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The dynamics of the relative global sector effects and contagion in emerging markets equity returns
Boamah, Nicholas Addai - In: Research in international business and finance 39 (2017), pp. 433-453
Persistent link: https://www.econbiz.de/10011876559
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Financial crises and the dynamics of the spillovers between the US and BRICS stock markets
McIver, Ron; Kang, Sang Hoon - In: Research in international business and finance 54 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012581346
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Return and volatility interdependences in up and down markets across developed and emerging countries
Kundu, Srikanta; Sarkar, Nityananda - In: Research in international business and finance 36 (2016), pp. 297-311
Persistent link: https://www.econbiz.de/10011594440
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Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors : a tale of two crises
Belhassine, Olfa - In: Research in international business and finance 53 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012548919
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Imported financial risk in global stock markets : evidence from the interconnected network
Ouyang, Zisheng; Zhou, Xuewei; Lu, Min; Liu, Ke - In: Research in international business and finance 69 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10015052885
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Volatility returns with vengeance : financial markets vs. commodities
Aboura, Sofiane; Chevallier, Julien - In: Research in international business and finance 33 (2015), pp. 334-354
Persistent link: https://www.econbiz.de/10011325853
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Estimating VAR-MGARCH models in multiple steps
Carnero, M. Angeles; Eratalay, M. Hakan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 3, pp. 339-365
Persistent link: https://www.econbiz.de/10010384281