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Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets : evidence from the United States
Tian, Shuairu; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 38 (2016), pp. 163-171
Persistent link: https://www.econbiz.de/10011673355
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NAFTA and North American stock market linkages : an empirical note
Ewing, Bradley T.; Payne, James E.; Sowell, Clifford B. - In: The North American journal of economics and finance : a … 10 (1999) 2, pp. 443-451
Persistent link: https://www.econbiz.de/10001508350
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Can crude oil drive the co-movement in the international stock market? : evidence from partial wavelet coherence analysis
Wu, Kai; Zhu, Jingran; Xu, Mingli; Yang, Lu - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012632221
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Decomposing US Stock Market Comovement into spillovers and common factors
Weber, Enzo - In: The North American journal of economics and finance : a … 26 (2013), pp. 106-118
Persistent link: https://www.econbiz.de/10010364818
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EVT and tail-risk modelling : evidence from market indices and volatility series
Allen, David E.; Singh, Abhay Kumar; Powell, Robert - In: The North American journal of economics and finance : a … 26 (2013), pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
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Using CARRX models to study factors affecting the volatilities of Asian equity markets
Sin, Chor-yiu - In: The North American journal of economics and finance : a … 26 (2013), pp. 552-564
Persistent link: https://www.econbiz.de/10010370494
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Empirical analysis of long memory, leverage, and distribution effects for stock market risk estimates
Su, Jung-bin - In: The North American journal of economics and finance : a … 30 (2014), pp. 1-39
Persistent link: https://www.econbiz.de/10010463599
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Analysis of the cross-region risk contagion effect in stock market based on volatility spillover networks : evidence from China
Li, Yanshuang; Zhuang, Xintian; Wang, Jian - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012821305
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Asymmetric volatility connectedness among US stock sectors
Mensi, Walid; Nekhili, Ramzi; Xuan Vinh Vo; Suleman, Tahir - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10012822000
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Risk spillovers and hedge strategies between global crude oil markets and stock markets : do regime switching processes combining long memory and asymmetry matter?
Lin, Ling; Zhou, Zhongbao; Jiang, Yong; Ou, Yangchen - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10012822126