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Modeling volatility spillover effects between developed stock markets and Asian emerging stock markets

Li, Yanan; Giles, David E. A. - 2013

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Dynamics of the co-movement between stock and maritime markets

Erdogan, Oral; Tata, Kenan; Karahasan, B. Can; Sengoz, … - In: International review of economics & finance : IREF 25 (2013), pp. 282-290

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Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold

Mensi, Walid; Beljid, Makram; Boubaker, Adel; Managi, … - In: Economic modelling 32 (2013), pp. 15-22

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To what extent are stock returns driven by mean and volatility spillover effects? : evidence from eight European stock markets

Alikhanov, Abdulla - In: Národohospodářský obzor : časopis věnovaný … 13 (2013) 1, pp. 3-29

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Return and volatility spillovers among CIVETS stock markets

Korkmaz, Turhan; Çevik, Emrah İ.; Atukeren, Erdal - In: Emerging markets review 13 (2012) 2, pp. 230-252

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Oil prices and MENA stock markets : new evidence from nonlinear and asymmetric causalities during and after the crisis period

Ajmi, Ahdi Noomen; El Montasser, Ghassen; Hammoudeh, Shawkat - In: Applied economics 46 (2014) 16/18, pp. 2167-2177

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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

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Sudden changes in volatility in European stock markets

Guesmi, Khaled; Teulon, Frédéric; Ftiti, Zied - In: The journal of applied business research 30 (2014) 6, pp. 1567-1576

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Spillover effects in the presence of structural breaks, persistence and conditioned heteroscedasticity

Souza, Francisca Mendonça; Ramser, Claudia Aline de Souza - In: Annals of financial economics 18 (2023) 2, pp. 1-51

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An analysis of dependency of stock markets after unlimited QE announcements during COVID-19 pandemic

Ornanong Puarattanaarunkorn; Kittawit Autchariyapanitkul; … - In: Asian journal of economics and banking : AJEB 7 (2023) 3, pp. 310-332

Purpose - Unlimited quantitative easing (QE) is one of the monetary policies used to stimulate the economy during the coronavirus disease 2019 (COVID-19) pandemic. This policy has affected the financial markets worldwide. This empirical research aims at studying the dependence among stock...

Persistent link: https://www.econbiz.de/10014445508