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Investigating new sources of information and nonlinearities on financial markets
Behrendt, Simon - 2020
Persistent link: https://www.econbiz.de/10012415028
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Revisiting the pricing impact of commodity market spillovers on equity markets
Pinto-Ávalos, Francisco; Bowe, Michael; Hyde, Stuart - In: Journal of commodity markets : JCM 33 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10014526496
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Stress spillovers among financial markets : evidence from Spain
Andrada Félix, Julián; Fernandez-Perez, Adrian; … - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-21
Using a unique database, this paper examines the interconnection among stress indicators of the Spanish financial markets during the period of January 1999 to April 2021, applying both the connectedness framework and the Time-Varying Parameter Vector Autoregressive connectedness approach. Our...
Persistent link: https://www.econbiz.de/10012795265
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Asymmetric connectedness on the U.S. stock market : bad and good volatility spillovers
Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš - In: Journal of financial markets 27 (2016), pp. 55-78
Persistent link: https://www.econbiz.de/10011722220
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Commodity markets volatility transmission : roles of risk perceptions and uncertainty in financial markets
Gozgor, Giray; Lau, Chi Keung; Bilgin, Mehmet Huseyin - In: Journal of international financial markets, … 44 (2016), pp. 35-45
Persistent link: https://www.econbiz.de/10011690371
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China-Africa financial markets linkages : volatility and interdependence
Ahmed, Abdullahi Dahir; Huo, Rui - In: Journal of policy modeling : JPMOD ; a social science … 40 (2018) 6, pp. 1140-1164
Persistent link: https://www.econbiz.de/10012053566
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Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid; Aslan, Aylin; Xuan Vinh Vo; Kang, Sang Hoon - In: International review of economics & finance : IREF 83 (2023), pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
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The dynamics and determinants of liquidity connectedness across financial asset markets
Liew, Ping-Xin; Lim, Kian-Ping; Goh, Kim-leng - In: International review of economics & finance : IREF 77 (2022), pp. 341-358
Persistent link: https://www.econbiz.de/10013332382
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Does trade policy uncertainty in China and USA matter for key financial markets?
Riaz, Adeel; Ullah, Assad; Xingong, Li - In: Economic change & restructuring 57 (2024) 2, pp. 1-30
Persistent link: https://www.econbiz.de/10014491130
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The spillover effect on the CEE equity markets and the financial contagion In the context of financial integration
Boghicevici, Claudia; Stamule, Simona; Lolea, Iulian Cornel - In: Romanian journal of economic forecasting 24 (2021) 4, pp. 155-170
Persistent link: https://www.econbiz.de/10013407269