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~isPartOf:"Research in international business and finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH model"
~subject:"World"
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Volatility spillovers and cont...
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Research in international business and finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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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7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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