Narrow search
Showing 1 - 10 of 693
Cover Image
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid; Hammoudeh, Shawkat; Kang, Sang Hoon - In: The North American journal of economics and finance : a … 41 (2017), pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Cover Image
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
Cover Image
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang; Liu, Bing-Yue; Cuñado Eizaguirre, Juncal; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Cover Image
Measuring extreme risk spillovers across international stock markets : a quantile variance decomposition analysis
Su, Xianfang - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012660129
Cover Image
Extreme dependence and risk spillovers across north american equity markets
Warshaw, Evan - In: The North American journal of economics and finance : a … 47 (2019), pp. 237-251
Persistent link: https://www.econbiz.de/10012117855
Cover Image
Spillover effect of economic policy uncertainty on the stock market in the post-epidemic era
Li, Rong; Li, Sufang; Yuan, Di; Chen, Hong; Xiang, Shilei - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014246752
Cover Image
Dynamic volatility spillovers between industries in the US stock market : evidence from the COVID-19 pandemic and Black Monday
Choi, Sun-Yong - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013413560
Cover Image
Value investing versus other investment strategies : a volatility spillover approach and portfolio hedging strategies for investors
Papathanasiou, Spyros; Dokas, Ioannis; Koutsokostas, Drosos - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013538949
Cover Image
Risk spillover from crude oil prices to GCC stock market returns : new evidence during the COVID-19 outbreak
Abuzayed, Bana; Al-Fayoumi, Nedal - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013186514
Cover Image
Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?
Zhang, Bing; Li, Xindan; Yu, Honghai - In: The North American journal of economics and finance : a … 26 (2013), pp. 725-738
Persistent link: https://www.econbiz.de/10010370480