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Networks of volatility spillovers among stock markets
Baumöhl, Eduard; Kočenda, Evžen; Lyócsa, Štefan; … - 2017
In our network analysis of 40 developed, emerging and frontier stock markets during 2006-2014, we describe and model volatility spillovers during global financial crisis and tranquil periods. The resulting market interconnectedness is depicted by fitting a spatial model incorporating several...
Persistent link: https://www.econbiz.de/10011654569
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Relationship between gold and stock markets during the global financial crisis : evidence from nonlinear causality tests
Choudhry, Taufiq; Ul Hassan, Syed Shabi; Shabi, Sarosh - In: International review of financial analysis 41 (2015), pp. 247-256
Persistent link: https://www.econbiz.de/10011508942
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Directional predictability and volatility spillover effect from stock market indexes to Bitcoin : evidence from developed and emerging markets
Omri, Imen - In: The journal of risk finance : JRF 24 (2023) 2, pp. 226-243
Persistent link: https://www.econbiz.de/10014232428
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Analyst recommendations and volatility in a rising, falling, and crisis equity market
Corbet, Shaen; Dowling, Michael; Cummins, Mark - In: Finance research letters 15 (2015), pp. 187-194
Persistent link: https://www.econbiz.de/10011553187
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Financial crisis, liquidity and dynamic linkages between large and small stocks : evidence from the Athens Stock Exchange
Koulakiotis, Athanasios; Babalos, Vassilios; … - In: Journal of international financial markets, … 40 (2016), pp. 46-62
Persistent link: https://www.econbiz.de/10011475828
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From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
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Triumph of the optimists : 101 years of global investment returns
Dimson, Elroy; Marsh, Paul; Staunton, Mike - 2002
.K., Japan, France, Germany, Canada, Italy, Spain, Switzerland, Australia, the Netherlands, Sweden, Belgium, Ireland, Denmark …
Persistent link: https://www.econbiz.de/10014488074
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What can currency crisis models tell us about the risk of withdrawal from the EMU? : evidence from ADR data
Eichler, Stefan - In: Journal of common market studies : JCMS 49 (2011) 4, pp. 719-739
Persistent link: https://www.econbiz.de/10009245153
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Spillovers between business confidence and stock returns in Greece, Italy, Portugal, and Spain
Atukeren, Erdal; Korkmaz, Turhan; Çevik, Emrah I. - In: International journal of finance & economics : IJFE 18 (2013) 3, pp. 205-215
Persistent link: https://www.econbiz.de/10010355982
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An analysis of the potential gains from portfolio diversification among four Southern European equity markets
Andrade, I. C.; Thomas, S. H. - In: Ekonomia : the journal of the Cyprus Economic Society 2 (1998) 2, pp. 155-170
Persistent link: https://www.econbiz.de/10001353596