Similar Search Results

Stock and bond returns correlation in Korea : local versus global risk during crisis periods

Park, Keehwan; Fang, Zhongzheng; Ha, Young Ho - In: Journal of Asian economics 65 (2019), pp. 1-18

Persistent link: https://www.econbiz.de/10012257798

Time-varying betas in Central and Eastern European markets: a bivariate BEKK GARCH approach

Anton, Sorin Gabriel; Ochem, Marie - In: International journal of economic policy in emerging … 6 (2013) 2, pp. 107-121

Persistent link: https://www.econbiz.de/10009790510

Global investigation on the country-level idiosyncratic volatility and its determinants

Caglayan, Mustafa O.; Xue, Wenjun; Zhang, Liwen - In: Journal of empirical finance 55 (2020), pp. 143-160

Persistent link: https://www.econbiz.de/10012175331

Country risk dynamics and stock market volatility : evidence from the JSE cross-sector analysis

Vengesai, Edson; Obalade, Adefemi Alamu; Muzindutsi, … - In: Journal of Economics and Financial Analysis 5 (2021) 2, pp. 43-62

Persistent link: https://www.econbiz.de/10013350477

The estimation and determinants of emerging market country risk and the dynamic conditional correlation GARCH model

Marshall, Andrew P.; Maulana, Tb Nur Ahmad; Tang, Leilei - In: International review of financial analysis 18 (2009) 5, pp. 250-259

Persistent link: https://www.econbiz.de/10003936603

Announcements of ECB unconventional programs : implications for the sovereign risk of Italy

Falagiarda, Matteo; Reitz, Stefan - 2013

sovereign risk of Italy over the last five years. More than fifty events concerning non-standard operations are identified and … Markets Programme and the Outright Monetary Transactions are found to be effective in affecting the perceived sovereign risk …

Persistent link: https://www.econbiz.de/10009783711