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Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads
Tsuruta, Masaru - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-30
Persistent link: https://www.econbiz.de/10012659594
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Spillovers between sovereign CDS and exchange rate markets : the role of market fear
Feng, Qianqian; Sun, Xiaolei; Liu, Chang; Li, Jianping - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012667722
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Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets
Hui, Cho H.; Lo, Chi-Fai; Chau, Po-Hon - In: The North American journal of economics and finance : a … 44 (2018), pp. 109-128
Persistent link: https://www.econbiz.de/10012036515
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Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models
Arellano, Miguel Ataurima; Perez Rodriguez, Gabriel - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012654810
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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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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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Long run peso/dollar exchange rates and extreme value behavior : Value at Risk modeling
Jesús, Raúl de; Ortiz, Edgar; Cabello, Alejandra - In: The North American journal of economics and finance : a … 24 (2013), pp. 139-152
Persistent link: https://www.econbiz.de/10009739669
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Commodity-price volatility and macroeconomic spillovers : evidence from nine emerging markets
Hegerty, Scott W. - In: The North American journal of economics and finance : a … 35 (2016), pp. 23-37
Persistent link: https://www.econbiz.de/10011672281
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Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis
Lien, Da-hsiang Donald; Lee, Geul; Li, Yang; Zhang, Yuyin - In: The North American journal of economics and finance : a … 46 (2018), pp. 187-201
Persistent link: https://www.econbiz.de/10012036617
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Geopolitical risk and stock market volatility in emerging markets : a GARCH - MIDAS approach
Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Lasisi, … - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013538937