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Stock returns and asymmetric volatility spillover dynamics between Asian emerging markets

Habiba, Umme; Shen, Peilong; Hamid, Kashif; Shahzad, Farrukh - In: Global business review 22 (2021) 5, pp. 1131-1145

Persistent link: https://www.econbiz.de/10012660316

Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis

Lien, Da-hsiang Donald; Lee, Geul; Li, Yang; Zhang, Yuyin - In: The North American journal of economics and finance : a … 46 (2018), pp. 187-201

Persistent link: https://www.econbiz.de/10012036617

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

The asymmetric contagion effect from the U.S. stock market around the subprime crisis between 2007 and 2010

Kao, Yu-Sheng; Zhao, Kai; Ku, Yu-Cheng; Nieh, Chien-chung - In: Economic research 32 (2019) 1,3, pp. 2422-2454

Persistent link: https://www.econbiz.de/10012584695

Intra-daily volatility spillovers between the US and German stock markets

Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman - 2012

Using a novel three-phase model based upon a conditional autoregressive Wishart (CAW) framework for the realized (co)variances of the US Dow Jones and the German stock index DAX, we analyze intra-daily volatility spillovers between the US and German stock markets. The proposed model explicitly...

Persistent link: https://www.econbiz.de/10009539877

Volatility transmission between Dow Jones stock index and emerging Islamic stock index : case of subprime financial crises

Saadaoui, Amir; Boujelbene, Younes - In: Emerging Markets Journal : EMAJ 5 (2015) 1, pp. 41-49

Persistent link: https://www.econbiz.de/10011492048

Volatility transmission between bond and stock markets : case of emerging financial markets

Saadaoui, Amir; Boujelbene, Younes - In: Acta Universitatis Danubius / Oeconomica 10 (2014) 6, pp. 84-97

Persistent link: https://www.econbiz.de/10011508595

The global and regional factors in the volatility of emerging sovereign bond markets

Dinh, Thanh Huong; Nguyen, Duc Khuong - In: American journal of finance and accounting 1 (2008/09) 1, pp. 52-68

Persistent link: https://www.econbiz.de/10003773991

Volatility spillovers and dynamic correlations among foreign exchange rates and bond markets of emerging economies

Aydemir, Resul; Güloğlu, Bülent; Saridogan, Ercan - In: Panoeconomicus 68 (2021) 1, pp. 99-127

Persistent link: https://www.econbiz.de/10012657721

Financial connectedness of BRICS and global sovereign bond markets

Ahmad, Wasim; Mishra, Anil V.; Daly, Kevin James - In: Emerging markets review 37 (2018), pp. 1-16

Persistent link: https://www.econbiz.de/10012114973

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