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Volatility spillover effect : a semiparametric analysis of non-cointegrated process

Sun, Yiguo; Hsiao, Cheng; Li, Qi - In: Econometric reviews 34 (2015) 1/5, pp. 127-145

Persistent link: https://www.econbiz.de/10011373301

Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets

Gatfaoui, Hayette - In: Economic modelling 30 (2013), pp. 776-791

Persistent link: https://www.econbiz.de/10009708799

Three essays in empirical finance

Ji, Jiangyu - 2017

Persistent link: https://www.econbiz.de/10011741134

Volatility connectedness and its determinants of global energy stock markets

Xie, Qichang; Luo, Chao; Cong, Xiaoping; Wang, Xu - In: Economic systems 48 (2024) 2, pp. 1-23

Persistent link: https://www.econbiz.de/10014584867

The impact of inward FDI on output growth volatility : a country-sector analysis

Mensah, Isaac; Mensah, Emmanuel Kwasi - In: Research in globalization 3 (2021), pp. 1-15

While existing literature points to a positive impact of FDI on host countries’ growth, little is known about how inward FDI contributes to economic volatility in the host country. In this paper, we investigate the FDI-output growth volatility nexus focusing on manufacturing sectors of OECD...

Persistent link: https://www.econbiz.de/10013259908

Foreign investment, regulation, volatility spillovers between the futures and spot markets : evidence from Taiwan

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Has the Asian crisis changed the role of foreign investors in emerging equity markets : Taiwan's experience

Lin, Anchor Y. - In: International review of economics & finance : IREF 15 (2006) 3, pp. 364-382

Persistent link: https://www.econbiz.de/10003357620

International capital market volatility spillover effect to the Taiwan and real estate market

Wei, Ching Chun - In: The Indian journal of economics 89 (2009) 4, pp. 557-567

Persistent link: https://www.econbiz.de/10003931816

The spillover effect of short term interest rates : financial integration among capital markets

Wang, Y. J.; Yuan, H. Y.; Kahn, W. A. - In: Journal of emerging markets 12 (2007) 3, pp. 30-41

Persistent link: https://www.econbiz.de/10003673357

Arbitrage behaviour in the exchange rates of Taiwan and Japan : applying the smooth transition vector error correction model with GJR-GARCH and spillover volatility

Lee, Yen-Hsien; Chiu, Chien-liang - In: Applied economics 43 (2011) 13/15, pp. 1935-1943

Persistent link: https://www.econbiz.de/10009240247

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