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Collateral, output growth, mortgage spread volatility and subsidies in Colombia

López, Martha; Sarmiento Gómez, Eduardo - 2024

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COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications : evidence from China and US economies

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Financial stress, regime switching and spillover effects : evidence from a multi-regime global VAR model

Chen, Pu; Semmler, Willi - In: Journal of economic dynamics & control 91 (2018), pp. 318-348

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Monetary policy across space and time

Liu, Laura; Matthes, Christian; Petrova, Katerina - 2018

Persistent link: https://www.econbiz.de/10011917540

The asymmetric impact of oil market shocks on the time-varying connectedness and spillover of financial stress

Alam, Md Rafayet; Forhad, Abdur Rahman - In: Applied economics 57 (2025) 14, pp. 1542-1558

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The incidence of spillover effects during the unconventional monetary policies era

Lacava, Demetrio; Scaffidi Domianello, Luca - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-18

In a context characterized by an increasing integration among financial markets, we aim to analyze whether the ECB unconventional monetary policy shields the Eurozone stock markets against spillovers of volatility from the US stock market. We augment the Markov switching Asymmetric...

Persistent link: https://www.econbiz.de/10012587787

Causality-in-variance between the stock market and macroeconomic variables in Singapore

Nikmanesh, Lida; Abu Hassan Shaari Mohd Nor - In: The Singapore economic review : journal of the Economic … 64 (2019) 5, pp. 1299-1317

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Dynamic impact of interest rate volatility and spillover effect of the U.S. interest rate on banking sector development of Turkey : empirical evidence from cointegration and causality analysis

Almahadin, Hamed Ahmad; Tuna, Gulcay - In: Asia-Pacific journal of accounting & economics : … 26 (2019) 5, pp. 577-588

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Political uncertainty, COVID-19 pandemic and stock market volatility transmission

Apostolakis, George N.; Floros, Christos; Gillas, … - In: Journal of international financial markets, … 74 (2021), pp. 1-17

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Volatility spillovers across the spot and futures oil markets after news announcements

Apostolakis, George N.; Floros, Christos; Gillas, … - In: The North American journal of economics and finance : a … 69 (2024) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10014445527