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Risk contagion in financial markets : a systematic review using bibliometric methods
Su, Fei; Zhai, Lili; Zhou, Yunyan; Zhuang, Zixi; Wang, … - In: Australian economic papers 63 (2024) 1, pp. 163-199
Persistent link: https://www.econbiz.de/10014540251
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Price discovery and volatility spillovers in commodity market : a review of empirical literature
Seth, Neha; Sidhu, Arpit - In: International Journal of Financial Markets and … 7 (2020) 3, pp. 291-314
Persistent link: https://www.econbiz.de/10012510294
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A bibliometric review of volatility spillovers in financial markets : knowledge bases and research fronts
Chen, Jun; Yang, Lingling - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 5, pp. 1358-1379
Persistent link: https://www.econbiz.de/10012514878
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Mapping the landscape of energy markets research : a bibliometric analysis and predictive assessment using machine learning
Silva, Thiago Christiano; Braz, Tercio; Tabak, Benjamin … - In: Energy economics 136 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015046958
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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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Intraday price and volatility spillovers between Japanese and Korean stock markets
Kang, Sang Hoon; Yoon, Seong-min - In: Korea and the world economy 15 (2014) 2, pp. 185-207
Persistent link: https://www.econbiz.de/10010414245
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Volatility transmission between the Japanese stock market and the Western stock market indices : time & frequency domain connectedness analysis with high-frequency data
Akdoğu, Serpil Kahraman; Keser, Merve - In: Applied economics 54 (2022) 6, pp. 670-684
Persistent link: https://www.econbiz.de/10012874238
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Two Trees with Heterogeneous Beliefs : Spillover Effect of Disagreement
Han, Bing - 2017
In a model where investors disagree about the fundamentals of two stocks, the state price density depends on investor disagreements for both stocks, especially the larger stock. This implies that disagreement among investors in a large firm has a spillover effect on the pricing of other stocks...
Persistent link: https://www.econbiz.de/10012972769
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Exchange rate volatility, the contagion and spillover effect from South African to other SADC currency markets : 2007-2015
Qabhobho, Thobekile; Wait, Charles; Le Roux, Pierre - In: African journal of business and economic research : AJBER 15 (2020) 2, pp. 7-24
Persistent link: https://www.econbiz.de/10012666116