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Volatility Spillovers Between...
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ARCH model
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Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
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1
Volatility spillovers between oil prices and stock returns : a focus on frontier markets
Gomes, Mathieu
;
Chaibi, Anissa
- In:
The journal of applied business research
30
(
2014
)
2
,
pp. 509-525
Persistent link: https://www.econbiz.de/10010353528
Saved in:
2
A change in the time-varying correlation between oil prices and the stock market
Jones, Paul
;
Collins, Luke
- In:
Applied economics letters
26
(
2019
)
7
,
pp. 537-542
Persistent link: https://www.econbiz.de/10012204266
Saved in:
3
Returns, volatilities, and correlations across mature, regional, and frontier markets : evidence from South Asia
Amin, Abu S.
;
Orłowski, Lucjan T.
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
)
3
,
pp. 5-27
Persistent link: https://www.econbiz.de/10010464049
Saved in:
4
The equity market returns and volatility spillover from the US and Japanese markets to Asian frontier markets
Thi Ngan Nguyen
;
Phan Thi Kieu Hoa
;
Parikh, Nirav
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
4
,
pp. 491-508
Persistent link: https://www.econbiz.de/10013350713
Saved in:
5
International volatility transmission of reit returns
Li, Deqing Diane
;
Lin, YingChou
;
Jin, John
- In:
The international journal of business and finance …
6
(
2012
)
3
,
pp. 41-51
Persistent link: https://www.econbiz.de/10009621170
Saved in:
6
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
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7
Government intervention in Russian bourse : a case of financial contagion
Khan, Salman
;
Batteau, Pierre
- In:
Journal of financial economic policy
4
(
2012
)
4
,
pp. 320-339
Persistent link: https://www.econbiz.de/10009674782
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8
Analysis of mean and volatility price transmissions in the MIBEL and EPEX electricity spot markets
Ciarreta, Aitor
;
Zarraga, Ainhoa
- In:
The energy journal
36
(
2015
)
4
,
pp. 41-60
Persistent link: https://www.econbiz.de/10011403877
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9
Volatility spillovers : a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 868-887
Persistent link: https://www.econbiz.de/10013187611
Saved in:
10
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
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