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Contagion risk between the shipping freight and stock markets : evidence from the recent US-China trade war

Gong, Yuting; Li, Kevin Xingang; Chen, Shu-Ling; Shi, … - In: Transportation research / E : an international journal 136 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012233642

Price discovery and volatility spillover : evidence from Indian commodity markets

Sehgal, Sanjay; Rajput, Namita; Deisting, Florent- - In: The international journal of business and finance … 7 (2013) 3, pp. 57-75

Persistent link: https://www.econbiz.de/10009675692

Frequency domain causality analysis of intra- and inter-regional return and volatility spillovers of South-East European (SEE) stock markets

Özer, Mustafa; Kamenković, Sandra; Grubišić, Zoran - In: Economic research 33 (2020) 1,1, pp. 1-25

Persistent link: https://www.econbiz.de/10013173475

Causal relationship of Sensex, Nifty, and Gold Price in India

Reddy, V. V. Krishna - In: Indian journal of economics & business : IJEB 18 (2019) 1, pp. 51-59

Persistent link: https://www.econbiz.de/10012665857

Price discovery in crude oil markets : intraday volatility interactions between crude oil futures and energy exchange traded funds

Ozdurak, Caner; Ulusoy, Veysel - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 3, pp. 402-413

Persistent link: https://www.econbiz.de/10012496957

Idiosyncratic volatility puzzle : the role of assets' interconnections

Panzica, Roberto Calogero - In: Network connectivity, systematic and systemic risk, (pp. 145-181). 2018

The paper investigates the determinants of the idiosyncratic volatility puzzle by allowing linkages across asset returns. The first contribution of the paper is to show that portfolios sorted by increasing indegree computed on the network based on Granger causality test have lower expected...

Persistent link: https://www.econbiz.de/10012305840