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Asymmetric long memory volatility in the PIIGS economies
Kumar, Dilip; Maheswaran, S. - In: Review of accounting & finance 12 (2013) 1, pp. 23-43
Persistent link: https://www.econbiz.de/10010126725
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Transmission of financial stress in Europe : the pivotal role of Italy and Spain, but not Greece
González Hermosillo, Brenda; Johnson, Christian - 2014
Persistent link: https://www.econbiz.de/10010388660
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Volatility of yields of government bonds among GIIPS Countries during the sovereign debt crisis in the Euro Area
Heryán, Tomáš; Ziegelbauer, Jan - In: Equilibrium : quarterly journal of economics and … 11 (2016) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10011487821
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Networks of volatility spillovers among stock markets
Baumöhl, Eduard; Kočenda, Evžen; Lyócsa, Štefan; … - 2017
In our network analysis of 40 developed, emerging and frontier stock markets during 2006-2014, we describe and model volatility spillovers during global financial crisis and tranquil periods. The resulting market interconnectedness is depicted by fitting a spatial model incorporating several...
Persistent link: https://www.econbiz.de/10011654569
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Stock markets linkages before, during and after subprimes crisis : bivariate BEKK GARCH (1, 1) and DCC models
Abdelkefi, Samar Zlitni; Khoufi, Walid - In: International journal of economics, finance and … 3 (2015) 3, pp. 213-230
Persistent link: https://www.econbiz.de/10011389712
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Contagion, decoupling and the spillover effects of the US financial crisis : evidence from the BRIC markets
Bekiros, Stelios D. - In: International review of financial analysis 33 (2014), pp. 58-69
Persistent link: https://www.econbiz.de/10010520075
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Relationship between gold and stock markets during the global financial crisis : evidence from nonlinear causality tests
Choudhry, Taufiq; Ul Hassan, Syed Shabi; Shabi, Sarosh - In: International review of financial analysis 41 (2015), pp. 247-256
Persistent link: https://www.econbiz.de/10011508942
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Oil prices and MENA stock markets : new evidence from nonlinear and asymmetric causalities during and after the crisis period
Ajmi, Ahdi Noomen; El Montasser, Ghassen; Hammoudeh, Shawkat - In: Applied economics 46 (2014) 16/18, pp. 2167-2177
Persistent link: https://www.econbiz.de/10010413309
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Directional predictability and volatility spillover effect from stock market indexes to Bitcoin : evidence from developed and emerging markets
Omri, Imen - In: The journal of risk finance : JRF 24 (2023) 2, pp. 226-243
Persistent link: https://www.econbiz.de/10014232428
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Analyst recommendations and volatility in a rising, falling, and crisis equity market
Corbet, Shaen; Dowling, Michael; Cummins, Mark - In: Finance research letters 15 (2015), pp. 187-194
Persistent link: https://www.econbiz.de/10011553187