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COVID-19 and asymmetric volatility spillovers across global stock markets
Li, Wenqi - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013186520
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Economic policy uncertainty, oil price volatility and stock market returns : evidence from a nonlinear model
Liu, Xiaojun; Wang, Yunyuan; Du, Wanying; Ma, Yong - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013539015
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Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?
Donadelli, Michael; Paradiso, Antonio - In: The North American journal of economics and finance : a … 28 (2014), pp. 206-220
Persistent link: https://www.econbiz.de/10010461957
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Spillovers of US market volatility and monetary policy uncertainty to global stock markets
Chiang, Thomas C. - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013187644
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Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models
Do, A.; Powell, Robert; Yong, J.; Singh, A. - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012665495
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Asymmetric volatility in equity markets around the world
Horpestad, Jone B.; Lyócsa, Štefan; Molnár, Peter; … - In: The North American journal of economics and finance : a … 48 (2019), pp. 540-554
Persistent link: https://www.econbiz.de/10012120304
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Risk spillover analysis across worldwide ESG stock markets : new evidence from the frequency-domain
Gao, Yang; Li, Yangyang; Zhao, Chengjie; Wang, Yaojun - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013413547
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The effect of interconnectivity on stock returns during the Global Financial Crisis
Silva, Thiago Christiano; Wilhelm, Paulo Victor Berri; … - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014484139
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The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets : evidence from the time-frequency co-movements
Dash, Saumya Ranjan; Maitra, Debasish - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013534037
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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