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Regulation change and volatility spillovers : evidence from China's stock markets
Chen, Zhian; Jiang, Hai; Sim, Ah-boon - In: Emerging markets finance & trade : a journal of the … 46 (2010) 6, pp. 140-157
Persistent link: https://www.econbiz.de/10009238965
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Volatility behaviour of stock index futures in China : a bivariate GARCH approach
Hou, Yang; Li, Steven - In: Studies in economics and finance 32 (2015) 1, pp. 128-154
Persistent link: https://www.econbiz.de/10011380764
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Volatility links between the home and the host market for UK dual-listed stocks on US markets
Ben Sita, Bernard; Abdallah, Wissam - In: Journal of international financial markets, … 33 (2014), pp. 183-199
Persistent link: https://www.econbiz.de/10011299846
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Dynamic information transfer in the United States housing and stock markets
Tsai, I-Chun - In: The North American journal of economics and finance : a … 34 (2015), pp. 215-230
Persistent link: https://www.econbiz.de/10011539947
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How beneficial is international stock market information in domestic stock market trading?
Ibrahim, Boulis Maher; Brzeszczyński, Janusz - In: The European journal of finance 20 (2014) 1/3, pp. 201-231
Persistent link: https://www.econbiz.de/10010462122
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Information transmission between large shareholders and stock volatility
Li, Jie; Zhang, Yongjie; Wang, Lidan - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013188211
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Information transmission between U.S. and China index futures markets : an asymmetric DCC GARCH approach
Hou, Yang; Li, Steven - In: Economic modelling 52 (2016), pp. 884-897
Persistent link: https://www.econbiz.de/10011643072
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Intraday information transmission in the South African equities market
McCullough, Kerry - In: African finance journal 20 (2018) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10011980208
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International commodity-market tail risk and stock volatility
Zhong, Juandan; Long, Huaigang; Ma, Feng; Wang, Jiqian - In: Applied economics 55 (2023) 49, pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
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A reassessment of oil market volatility and stock market volatility : evidence from selected SAARC countries
Aziz, Tariq - In: Comparative economic research : Central and Eastern Europe 26 (2023) 3, pp. 179-196
Volatility spillover informs whether the information in one market impacts the information in another. This paper … examines whether oil market volatility spills over to the equity markets of selected SAARC countries. The study uses data from … February 2013 to September 2019 to obtain updated evidence about the transmission of global oil price volatility to the equity …
Persistent link: https://www.econbiz.de/10014428534