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Return and volatility connectedness and net directional patterns in spillover transmissions : East and Southeast Asian equity markets

Mateus, Cesario; Bagirov, Miramir; Mateus, Irina Bezhentseva - In: International review of finance : the official journal … 24 (2024) 1, pp. 83-103

Persistent link: https://www.econbiz.de/10014507516

Linkages between crude oil and emerging Asian stock markets : new evidence from the Chinese stock market crash

Yousaf, Imran; Hassan, Arshad - In: Finance research letters 31 (2019), pp. 207-217

Persistent link: https://www.econbiz.de/10012421548

An empirical analysis of the volatility spillover effect between world-leading and the Asian stock markets : implications for portfolio management

Yousaf, Imran; Ali, Shoaib; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 13 (2020) 10/226, pp. 1-28

weights of American stocks in the Asia-US portfolios were found to be higher during the Chinese stock market crash than in the … US financial crisis. For the majority of the Asia-China portfolios, the optimal weights of the Chinese stocks were almost …

Persistent link: https://www.econbiz.de/10012388066

Stock market linkages and spillover effects : an empirical analysis of select Asian markets

Sehgal, Sanjay; Bijoy, Kumar; Saini, Sakshi - In: Theoretical economics letters 9 (2019) 5, pp. 1447-1472

Persistent link: https://www.econbiz.de/10012104479

Holiday effect in select Asian stock markets

Agarwal, Anuradha; Dahiya, Krishan Lal; Gupta, Poonam - In: Business analyst : a refereed journal of Shri Ram … 40 (2019) 2, pp. 3-18

Persistent link: https://www.econbiz.de/10013177238

Dependence and contagion between Vietnamese and major East Asian stock markets

Nguyen Van Chien; Nguyen Thu Thuy - In: International journal of management practice : IJMP 15 (2022) 4, pp. 445-459

Persistent link: https://www.econbiz.de/10013415125

Association between Asian equity markets and Western markets : evidence from the indexes of equity markets

Jarrett, Jeffrey E.; Klein, Alina F.; Kyper, Eric - In: Asian Journal of Empirical Research 3 (2013) 8, pp. 972-989

This research examined the time series characteristics of stock price indices for Hong Kong, Tokyo, New York (NYSE) and London (FTSE) equity markets or stock exchanges during the period of 1991 to 2012. Specifically, we calculate the rate of return and the volatility of return for all the...

Persistent link: https://www.econbiz.de/10009788601

Are Asian stock market returns predictable?

Narayan, Seema - In: Emerging markets finance & trade : a journal of the … 51 (2015) 5, pp. 867-868

Persistent link: https://www.econbiz.de/10011561105

Forecasting volatility of European and Asian equity indices with Hansen's skew-t and fat tailed distributions, as well as with non-linear asymmetric effects

Gabrielsen, Alexandros; Sarmpezoudis, Sotirios - In: International journal of economic research 9 (2012) 2, pp. 243-263

Persistent link: https://www.econbiz.de/10009685246

Asymmetric effects, conditional volatility, inter-influences, and predictability in Asian stock markets

Abid, Fathi; Mikhail, Azmi D. - In: Global economy quarterly 1 (2000) 3, pp. 245-266

Persistent link: https://www.econbiz.de/10001613378

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