Similar Search Results

Asymmetric effects of US stock returns on European equities

Wahab, Mamoud S. - In: International review of economics & finance : IREF 21 (2012) 1, pp. 156-172

Persistent link: https://www.econbiz.de/10009485791

Stock and foreign exchange market linkages in emerging economies

Andreou, Elena; Matsi, Maria; Savvides, Andreas - In: Journal of international financial markets, … 27 (2013), pp. 248-268

Persistent link: https://www.econbiz.de/10010411739

Islamic equities and COVID-19 pandemic : measuring Islamic stock indices correlation and volatility in period of crisis

Abdullahi, Shafiu Ibrahim - In: Islamic economic studies 29 (2021) 1, pp. 50-66

generalized method of moments (GMM), autoregressive distributed lag (ARDL) and multivariate GARCH (MGARCH) models for analysis of … subgroups are cointegrated except the low COVID-19 subgroup. Based on MGARCH findings, the possibility of volatility …

Persistent link: https://www.econbiz.de/10012666779

A Model Confidence Set approach to the combination of multivariate volatility forecasts

Amendola, Alessandra; Braione, Manuela; Candila, Vincenzo; … - In: International journal of forecasting 36 (2020) 3, pp. 873-891

Persistent link: https://www.econbiz.de/10012496876

The effect of spillover on volatility forecasting : an empirical study in Indian Stock Market

Karmakar, Madhusudan; Shukla, Girja Kant - In: Metamorphosis : a journal of management research 15 (2016) 1, pp. 20-30

Persistent link: https://www.econbiz.de/10011625682

Return and volatility interdependences in up and down markets across developed and emerging countries

Kundu, Srikanta; Sarkar, Nityananda - In: Research in international business and finance 36 (2016), pp. 297-311

Persistent link: https://www.econbiz.de/10011594440

Volatility integration of global stock markets with the Malaysian stock market : a multivariate GARCH approach

Qian, Peh Ying; Diaz, John Francis - In: Malaysian journal of economic studies 54 (2017) 1, pp. 83-117

Persistent link: https://www.econbiz.de/10011825756

Volatility transmission between US and Latin American stock markets : testing the decoupling hypothesis

Cardona, Laura; Gutiérrez, Marcela; Agudelo, Diego A. - In: Research in international business and finance 39 (2017), pp. 115-127

Persistent link: https://www.econbiz.de/10011876451

Correlations and volatility spillover from China to Asian and Latin American Countries : identifying diversification and hedging opportunities

Yadav, Miklesh Prasad; Sharma, Sudhi; Aggarwal, Vaibhav; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-21

Heteroskedasticity (MGARCH) model with BEKK, diagonal, Constant Conditional Correlation (CCC), and finally, Dynamic Conditional …

Persistent link: https://www.econbiz.de/10014500295