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Structural breaks in the correlations between Asian and US stock markets
Lee, Chia-Hao; Chou, Pei-I - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012659820
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The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic
Zhang, Yi; Zhou, Long; Chen, Yajiao; Liu, Fang - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013449345
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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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Predicting stock market crises using daily stock market valuation and investor sentiment indicators
Fu, Junhui; Zhou, Qingling; Liu, Yufang; Wu, Xiang - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012659074
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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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Multiscale financial risk contagion between international stock markets : evidence from EMD-Copula-CoVaR analysis
Changqing, Luo; Liu, Lan; Wang, Da - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10013187623
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Financial contagion across major stock markets : a study during crisis episodes
BenMim, Imen; BenSaïda, Ahmed - In: The North American journal of economics and finance : a … 48 (2019), pp. 187-201
Persistent link: https://www.econbiz.de/10012120229
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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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Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.; Chen, Pei-Ying - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
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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