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Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227

Persistent link: https://www.econbiz.de/10011440530

Volatility clustering and persistence during COVID-19 : evidence of asymmetric volatility in the Asia-Pacific stock markets

Pandey, Dharen Kumar; Kumari, Vineeta - In: International journal of financial services management … 11 (2022) 3, pp. 232-244

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Essays on econometric analysis of price and volatility behavior in asset markets

Zhu, Jie - 2008

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Intensity of price and volatility spillover effects in Asia-Pacific basin equity markets

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Extreme dependence between crude oil and stock markets in Asia-Pacific regions : evidence from quantile regression

Zhu, Huiming; Huang, Hui; Peng, Cheng; Yang, Yan - 2016

This paper investigates the extreme dependence between the Asia-Pacific stock markets and the international crude oil market by applying the quantile regression theory and using daily data from January 4th, 2000 to July 4th, 2016. The authors obtain a more detailed result on the degree and...

Persistent link: https://www.econbiz.de/10011561029

Technical trading rules for nonlinear dynamics of stock returns : evidence from the G-7 stock markets

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Correlations in returns and volatilities in Pacific-Rim stock markets

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Markets dependence in times of turmoil : evidence from US and Asia-Pacific stock markets

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What drives dynamic comovements of stock markets in the Pacific Basin region? : a quantile regression approach

Lee, Hyunchul; Seung Mo Cho - In: International review of economics & finance : IREF 51 (2017), pp. 314-327

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Return and volatility spillovers of Asian Pacific stock markets' energy indices

Babu, Manivannan; Hariharan, C.; Srinivasan, S.; … - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 1, pp. 61-66

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