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Spillover effects between US and major European stock markets

Al-Zeaud, Hussein Ali - In: American journal of finance and accounting 3 (2013/14) 2/4, pp. 172-184

Persistent link: https://www.econbiz.de/10010403630

Volatility and asymmetric dependence in Central and East European stock markets

Joseph, Nathan Lael; Vo, Thi Thuy Anh; Mobarek, Asma; … - In: Review of quantitative finance and accounting 55 (2020) 4, pp. 1241-1303

Persistent link: https://www.econbiz.de/10012304151

An investigation of return and volatility linkages among equity markets : a study of selected European and emerging countries

Yavas, Burhan F.; Dedi, Lidija - In: Research in international business and finance 37 (2016), pp. 583-596

Persistent link: https://www.econbiz.de/10011595408

European equity market integration and joint relationship of conditional volatility and correlations

Virk, Nader; Javed, Farrukh - In: Journal of international money and finance 71 (2017), pp. 53-77

Persistent link: https://www.econbiz.de/10011787669

The impact of quantitative easing on stock market : evidence from Greece

Karagiannopoulou, Sofia; Patsis, Paris; Sariannidis, … - In: Business Development and Economic Governance in …, (pp. 297-313). 2022

Persistent link: https://www.econbiz.de/10013415082

Asymmetry effects in volatility on the the major European stock markets : the EGARCH based approach

Olbrys, Joanna; Majewska, Elzbieta - In: Quantitative finance and economics 1 (2017) 4, pp. 411-427

Persistent link: https://www.econbiz.de/10012137861

The more the Merrier? : the reaction of euro area stock markets to new members

Grigaliuniene, Zana; Celov, Dmitrij; Hartwell, … - In: Journal of international financial markets, … 66 (2020), pp. 1-28

Persistent link: https://www.econbiz.de/10012495842

Modelling volatility spillovers, cross-market correlation and co-movements between stock markets in European Union : an empirical case study

Trivedi, Jatin; Spulbăr, Cristi; Birau, Ramona; … - In: Business, mangagement and economics engineering : BMEE 19 (2021) 1, pp. 70-90

Methodology - We propose to estimate and model volatility using GARCH family models for selected European markets. We aim to …Purpose - This article examines volatility spillovers, cross-market correlation, and comovements between selected … explore volatility movement, presence of leverage effect/ asymmetry in selected financial markets. Findings - The econometric …

Persistent link: https://www.econbiz.de/10012695346

Stock market integration between the UK and the US : evidence over eight decades

Aladesanmi, Olalekan; Casalin, Fabrizio; Metcalf, Hugh - In: Global finance journal 41 (2019), pp. 32-43

Persistent link: https://www.econbiz.de/10012257057

Volatility spillovers across European stock markets under the uncertainty of Brexit

Li, Hong - In: Economic modelling 84 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012210266

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