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Impact of innovations in Indian and US stock markets on frontier markets of Africa, Middle East and South Asia
Khandelwal, Risha; Jithendranathan, Thadavillil; Singh, … - In: Finance India : the quarterly journal of Indian … 34 (2020) 2, pp. 469-484
Persistent link: https://www.econbiz.de/10012669888
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Analysis of financial contagion in influential African stock markets
Aderajo, Oluwatosin Mary; Olaniran, Oladotun Daniel - In: Future Business Journal 7 (2021), pp. 1-9
assessment of the dynamic correlation analysis of financial contagion with evidence from (5) African countries (South African … conditional correlation multivariate GARCH model to ascertain the contagious effect of the US to the selected African markets. By … analyzing the correlation coefficient series, three phases of the crisis periods were identified {pre-crisis (2004-2007); crisis …
Persistent link: https://www.econbiz.de/10012493750
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Volatility transmission in African foreign exchange markets
Carsamer, Emmanuel - In: African journal of economic and management studies : AJEMS 7 (2016) 2, pp. 205-224
Persistent link: https://www.econbiz.de/10011579594
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Africa stock markets cross-market linkages : a time-varying Dynamic Conditional Correlations (DCC-GARCH) approach
Marozva, Godfrey - In: The journal of applied business research 33 (2017) 2, pp. 321-328
Persistent link: https://www.econbiz.de/10011673887
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Conceptualising economic security in an era of globalisation : what does the East Asian experience reveal?
Nesadurai, Helen Sharmini (contributor) - 2005
Persistent link: https://www.econbiz.de/10002623986
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Commodity spread option pricing and the economic fundamentals of crack spreads
Kolpakov, Ilya - 2014
Persistent link: https://www.econbiz.de/10010516044
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Internationally correlated jumps
Pukthuanthong, Kuntara; Roll, Richard - In: Review of asset pricing studies 5 (2015) 1, pp. 92-111
Persistent link: https://www.econbiz.de/10011318433
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Internationally correlated jumps
Pukthuanthong, Kuntara; Roll, Richard - 2012
Persistent link: https://www.econbiz.de/10009765209
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Monotonicity of prices in Heston model
Aly, Sidi Mohamed Ould - In: International journal of theoretical and applied finance 16 (2013) 3, pp. 1-23
Persistent link: https://www.econbiz.de/10009756039
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Correlation surprise
Kinlaw, Will; Turkington, David - In: The journal of asset management 14 (2013) 6, pp. 385-399
Persistent link: https://www.econbiz.de/10010258478