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To what extent are stock returns driven by mean and volatility spillover effects? : evidence from eight European stock markets
Alikhanov, Abdulla - In: Národohospodářský obzor : časopis věnovaný … 13 (2013) 1, pp. 3-29
Persistent link: https://www.econbiz.de/10010193320
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Within and cross volatility contagion effects among stock, crude and forex returns : empirical evidence from five emerging economies
Varghese, George - In: Theoretical economics letters 8 (2018) 8, pp. 1475-1492
Persistent link: https://www.econbiz.de/10011888370
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Dynamic relations between oil and stock markets : volatility spillovers, networks and causality
Gómez González, José Eduardo; Hirs-Garzón, Jorge; … - In: International economics : a journal published by CEPII … 165 (2021), pp. 37-50
Persistent link: https://www.econbiz.de/10013254100
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Dynamic relations between oil and stock markets : volatility spillovers, networks and causality
Gómez González, José Eduardo; Hirs-Garzon, Jorge; … - 2018
Persistent link: https://www.econbiz.de/10011944544
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Crude oil, stock market, and foreign exchange return volatility and spillover : a GARCH DCC analysis of Indian and Japanese financial market
Mishra, Amritkant - In: International journal of business innovation and research 20 (2019) 1, pp. 25-46
Persistent link: https://www.econbiz.de/10012144491
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Effect of oil fluctuation on stock market return : an empirical study from India
Aggarwal, Priyanka; Manish, Manoj Kumar - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 2, pp. 213-217
Persistent link: https://www.econbiz.de/10012485400
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Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng - In: Journal of risk 25 (2023) 3, pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
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Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng - In: Journal of risk : JOR 25 (2023) 3, pp. 77-127
Persistent link: https://www.econbiz.de/10014487093
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Volatility spillovers between oil prices and stock returns : a focus on frontier markets
Gomes, Mathieu; Chaibi, Anissa - In: The journal of applied business research 30 (2014) 2, pp. 509-525
Persistent link: https://www.econbiz.de/10010353528
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Volatility spillover between oil and stock market returns
Anand, B.; Paul, Sunil; Rmachandran, M. - In: Indian economic review : biannual journal of the Delhi … 49 (2014) 1, pp. 37-56
Persistent link: https://www.econbiz.de/10011339586