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Internal and external spillover effects for the BRIC countries : multivariate GARCH-in-mean approach
Gilenko, Evgenii; Fedorova, Elena - In: Research in international business and finance 31 (2014), pp. 32-45
Persistent link: https://www.econbiz.de/10010434022
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Do sovereign rating changes trigger spillover effects?
Bissoondoyal-Bheenick, Emawtee - In: Research in international business and finance 26 (2012) 1, pp. 79-96
Persistent link: https://www.econbiz.de/10009384354
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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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Spillover effects between exchange rates and stock prices : evidence from BRICS around the recent global financial crisis
Sui, Lu; Sun, Lijuan - In: Research in international business and finance 36 (2016), pp. 459-471
Persistent link: https://www.econbiz.de/10011594540
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Modeling financial market volatility in transition markets : a multivariate case
Oikonomikou, Leoni Eleni - In: Research in international business and finance 45 (2018), pp. 307-322
Persistent link: https://www.econbiz.de/10011983276
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Stability of cross-market bivariate return distributions during financial turbulence
Mudakkar, Syeda Rabab; Uppal, Jamshed Y. - In: Research in international business and finance 45 (2018), pp. 389-401
Persistent link: https://www.econbiz.de/10011983293
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Inter- and intra-regional analysis on spillover effects across international stock markets
Lau, Chi Keung; Sheng, Xin - In: Research in international business and finance 46 (2018), pp. 420-429
Persistent link: https://www.econbiz.de/10011983692
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Corporate bond defaults and spillover effects on bank risk : evidence from city commercial banks in China
Gao, Haoyu; Ouyang, Yiling; Wang, Yaxin - In: Research in international business and finance 69 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10015052452