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Energy-related uncertainty and international stock market volatility
Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - In: The quarterly review of economics and finance 95 (2024), pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
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Spillover effects and conditional dependence
Ané, Thierry; Labidi, Chiraz - In: International review of economics & finance : IREF 15 (2006) 4, pp. 417-442
Persistent link: https://www.econbiz.de/10003392494
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An assessment of the stock market and exchange rate dynamics in industrialized and emerging markets
Beer, F.; Hebein, F. - In: International business and economics research journal 7 (2008) 8, pp. 59-70
Persistent link: https://www.econbiz.de/10003762858
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Energy-related uncertainty and international stock market volatility
Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2023
Persistent link: https://www.econbiz.de/10014443108
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Do COVID-19 epidemic explains the dynamic conditional correlation between china's stock market index and international stock market indices?
Derbali, Abdelkader; Naoui, Kamel; Ben Sassi, Mounir; … - In: The Chinese economy : translations and studies 55 (2022) 3, pp. 227-242
Persistent link: https://www.econbiz.de/10013204855
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Asymmetry in Volatility : A Comparison of Developed and Transition Stock Markets
Wdowinski, Piotr; Malecka, Marta - 2021
ARCH modelling framework of Engle (1982) and its GARCH generalization of Bollerslev (1986) gave a huge impetus to econometric model building in the field of financial time series with time-varying variance. The main idea of the models was to describe the most typical features of capital markets...
Persistent link: https://www.econbiz.de/10013316234
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Global co-movements of stock markets before and after the 1987 crash
Meriç, İlhan - In: The global structure of financial markets : an overview, (pp. 91-102). 1997
Persistent link: https://www.econbiz.de/10001297767
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International stock market comovement and news
Höchstötter, Markus; Meyer, Stephan; Riordan, Ryan; … - In: The journal of financial research 37 (2014) 4, pp. 519-542
Persistent link: https://www.econbiz.de/10011547576
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Intra-daily volatility spillovers in international stock markets
Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman - In: Journal of international money and finance 53 (2015), pp. 95-114
Persistent link: https://www.econbiz.de/10011475912
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Extreme spillovers of VIX fear index to international equity markets
Massaporn Cheuathonghua; Chaiyuth Padungsaksawasdi; … - In: Financial markets and portfolio management 33 (2019) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10012018353