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The 2011 Japanese earthquake, tsunami and nuclear crisis : evidence of contagion from international financial markets

Asongu, Simplice A. - In: Journal of financial economic policy 4 (2012) 4, pp. 340-353

Persistent link: https://www.econbiz.de/10009674774

Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets

Gatfaoui, Hayette - In: Economic modelling 30 (2013), pp. 776-791

Persistent link: https://www.econbiz.de/10009708799

Volatility : as a driving factor of stock market co-movement

Özbekler, Ali Gencay - 2017

Persistent link: https://www.econbiz.de/10011657925

How do shocks arise and spread across stock markets? : a microstructure perspective

Bongaerts, Dion; Roll, Richard; Rösch, Dominik; Dijk, … - In: Management science : journal of the Institute for … 68 (2022) 4, pp. 3071-3089

Persistent link: https://www.econbiz.de/10013368378

Predictive directional measurement volatility spillovers between the US and selected Asian Pacific countries

Al-Hajieh, Heitham - In: Cogent economics & finance 11 (2023) 1, pp. 1-38

Since portfolio management relies on the association of portfolio diversification, analyzing the spillover between the … correlations with each other and/or the US market, global investors may benefit from diversification. This study examines the … diversification and risk management. The study calculates the effectiveness of hedging equities portfolios between markets, using the …

Persistent link: https://www.econbiz.de/10014500629

Global production linkages and stock market comovement

Auer, Raphael A.; Iwadati, Bruce; Schrimpf, Andreas; … - 2023

Persistent link: https://www.econbiz.de/10014328833

Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries?

Christopher, Rachel; Kim, Suk-Joong; Wu, Eliza - In: Journal of international financial markets, … 22 (2012) 4, pp. 1070-1089

Persistent link: https://www.econbiz.de/10009582485

Directional spillover effects between ASEAN and world stock markets

Kang, Sang Hoon; Uddin, Mohammed Gazi Salah; Troster, Victor - In: Journal of multinational financial management 52/53 (2019), pp. 1-20

Persistent link: https://www.econbiz.de/10012314802

Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets

Korkusuz, Burak; McMillan, David G.; Kambouroudis, Dimos - In: Empirical economics : a quarterly journal of the … 64 (2023) 4, pp. 1517-1537

Persistent link: https://www.econbiz.de/10014253685

Financial contagion and volatility spillover financial stock market : a statistical review of the literature

Kakran, Shubham; Sidhu, Arpit; Lohan, Sheenam - In: International journal of financial services management … 11 (2023) 4, pp. 282-299

Persistent link: https://www.econbiz.de/10015064465

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