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Tail risk spillover in Asia Pacific stock market
Fong, Tom; Li, Ka Fai; Ho, Ho Cheung - 2017
Persistent link: https://www.econbiz.de/10012201625
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The spillover effect of agricultural product market price fluctuation based on fourier analysis
Zhang, Canyu; Tian, Guixian; Tao, Yongchao - In: International journal of information systems and supply … 15 (2022) 5, pp. 1-17
Persistent link: https://www.econbiz.de/10014299668
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Correlations in returns and volatilities in Pacific-Rim stock markets
Tay, Nicholas S. P.; Zhu, Zhen - In: Open economies review 11 (2000) 1, pp. 27-47
Persistent link: https://www.econbiz.de/10001473360
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Exchange rate dynamics and stock prices in small open economies : evidence from Asia-Pacific countries
Yang, Sheng-Ping - In: Pacific-Basin finance journal 46 (2017), pp. 337-354
Persistent link: https://www.econbiz.de/10011801042
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Dynamic responses of major Pacific Rim emerging equity markets to the US crude oil fear index (OVX)
Adrangi, Bahram; Chatrath, Arjun - In: Bulletin of applied economics 9 (2022) 1, pp. 51-84
Persistent link: https://www.econbiz.de/10013407338
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Study on return and volatility spillover effects among stock, CDS, and foreign exchange markets in Korea
I, Taly - In: Journal of East Asian economic integration 19 (2015) 3, pp. 275-322
Persistent link: https://www.econbiz.de/10011376190
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The influence of structural changes in volatility on shock transmission and volatility spillover among Iranian gold and foreign exchange markets
Shahrazi, Mohammad Mahdi; Elmi, Zahra Mila; Abounoori, … - In: Iranian economic review : journal of University of Tehran 18 (2014) 2, pp. 73-86
Persistent link: https://www.econbiz.de/10011455410
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Co-movement and interaction effects across the monetary, foreign exchange and stock markets : evidence from China
Zhao, Xuejin; Zhang, Han - In: Inventi impact: emerging economies (2018) 1, pp. 45-53
Persistent link: https://www.econbiz.de/10012241621
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Dynamic spillovers and connectedness between oil returns and policy uncertainty
Wang, En-Ze; Lee, Chien-chiang - In: Applied economics 52 (2020) 35, pp. 3788-3808
Persistent link: https://www.econbiz.de/10012258981
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Study on return and volatility spillover effects among stock, CDS, and foreign exchange markets in Korea
I, Taly - In: Journal of East Asian economic integration 19 (2015) 3, pp. 275-322
The key objective of this study is to investigate the return and volatility spillover effects among stock market, credit default swap (CDS) market and foreign exchange market for three countries: Korea, the US and Japan. Using the trivariate VAR BEKK GARCH (1,1) model, the study finds that there...
Persistent link: https://www.econbiz.de/10011572873