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Impact of COVID-19 on volatility spillovers across international markets : evidence from VAR asymmetric BEKK GARCH model
Arfaoui, Nadia; Yousaf, Imran - In: Annals of financial economics 17 (2022) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10013189123
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Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui; Huang, Yisu; Wang, Jiqian - In: International review of financial analysis 87 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
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Volatility spillover between stock returns and oil prices during the Covid-19 pandemic in ASEAN
Alexandri, Mohammad Benny; Supriyanto - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 1, pp. 126-133
Persistent link: https://www.econbiz.de/10013169343
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Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.; Floros, Christos; Gillas, … - In: The North American journal of economics and finance : a … 69 (2024) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
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Co-movement dynamics of US and Chinese stock market : evidence from COVID-19 crisis
Song, Ge; Xia, Zhiqing; Muhammad Farhan Basheer; Shah, … - In: Economic research 35 (2022) 1,3, pp. 2460-2476
Persistent link: https://www.econbiz.de/10014382177
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COVID-19 and asymmetric volatility spillovers across global stock markets
Li, Wenqi - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013186520
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Does the COVID-19 pandemic strengthen the volatility spillovers across global stock markets?
Zhou, Yuqin; Wu, Shan; Liu, Zhenhua - In: International journal of financial engineering 11 (2024) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10014574963
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The US-China trade war and the volatility linkages between energy and agricultural commodities
Cheng, Natalie Fang Ling; Hasanov, Akram Shavkatovich; … - In: Energy economics 120 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014284707
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Volatility spillovers between stock and energy markets during crises : a comparative assessment between the 2008 global financial crisis and the Covid-19 pandemic crisis
Jebabli, Ikram; Kouaissah, Noureddine; Arouri, Mohamed - In: Finance research letters 46 (2022) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10013341502
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Volatility spillover effects during pre-and-post COVID-19 outbreak on Indian market from the USA, China, Japan, Germany, and Australia
Thangamuthu, Mohanasundaram; Maheshwari, Suneel; Naik, … - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-15
We examined volatility spillover effects from five prominent global stock markets to India's stock market during the … and compare the results pre-and-post COVID-19. Results show that previous period news and volatility feeds the next period …'s volatility significantly and the volatility is found to be persistent. The analysis also shows that during the pre-COVID period …
Persistent link: https://www.econbiz.de/10013397677