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A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries
Pavlova, Ivelina; DeBoyrie, Maria Eugenia; Parhizgari, … - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 10-22
Persistent link: https://www.econbiz.de/10012034496
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Geopolitical risk and volatility spillovers in oil and stock markets
Smales, L. A. - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 358-366
Persistent link: https://www.econbiz.de/10012655491
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Volatility spillovers across global asset classes : evidence from time and frequency domains
Tiwari, Aviral Kumar; Cuñado Eizaguirre, Juncal; … - In: The quarterly review of economics and finance : journal … 70 (2018), pp. 194-202
Persistent link: https://www.econbiz.de/10012035042
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Dynamic transmissions between the U.S. and equity markets in the MENA countries : new evidence from pre- and post-global financial crisis
Maghyereh, Aktham I.; Awartani, Basel; Hilu, Khalil Al - In: The quarterly review of economics and finance : journal … 56 (2015), pp. 123-138
Persistent link: https://www.econbiz.de/10011574365
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Correlations and volatility spillovers between China and Southeast Asian stock markets
Zhong, Yi; Liu, Jiapeng - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 57-69
Persistent link: https://www.econbiz.de/10012656194
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Natural gas price, market fundamentals and hedging effectiveness
Song Zan Chiou Wei; Chen, Sheng-Hung; Zhu, Zhen - In: The quarterly review of economics and finance : journal … 78 (2020), pp. 321-337
Persistent link: https://www.econbiz.de/10012431299
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Spillovers in higher-order moments of crude oil, gold, and bitcoin
Gillas, Konstantinos Gkillas; Bouri, Elie; Gupta, Rangan; … - In: The quarterly review of economics and finance : journal … 84 (2022), pp. 398-406
Persistent link: https://www.econbiz.de/10013335879
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Exchange rates and oil prices : a multivariate stochastic volatility analysis
Ding, Liang; Vo, Minh T. - In: The quarterly review of economics and finance : journal … 52 (2012) 1, pp. 15-37
Persistent link: https://www.econbiz.de/10009665118
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Uncovering equity market contagion among BRICS countries : an application of the multivariate GARCH model
Bonga-Bonga, Lumengo - In: The quarterly review of economics and finance : journal … 67 (2018), pp. 36-44
Persistent link: https://www.econbiz.de/10012034396
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Volatility spillovers between foreign exchange and stock markets in industrialized countries
Morales Zumaquero, Amalia; Sosvilla-Rivero, Simón - In: The quarterly review of economics and finance : journal … 70 (2018), pp. 121-136
Persistent link: https://www.econbiz.de/10012035037