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Financial spillover and global risk in a multi-region model of the world economy

Croitorov, Olga; Giovannini, Massimo; Hohberger, Stefan; … - In: Journal of economic behavior & organization : JEBO 177 (2020), pp. 185-218

Persistent link: https://www.econbiz.de/10012437314

Bond markets integration in the EU : new empirical evidence from the Eastern non-euro member-states

Stoupos, Nikolaos; Kiohos, Apostolos - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10014225792

Asymmetric Ambiguity Spillover Among International Equity Markets

Qin, Xiao; Wang, Yuwen - 2022

We investigate the ambiguity spillover among international equity markets. We follow Brennan and Izhakian (2018) and develop monthly ambiguity measures using high-frequency trading data of equity indices. The ambiguity spillover demonstrates noticeable asymmetry. The US equity market is the...

Persistent link: https://www.econbiz.de/10014236877

Analyzing quantile spillover effects among international financial markets

Wang, Jie; Liu, Tangyong; Pan, Na - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014247022

Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics

Brik, Hatem; El Ouakdi, Jihene; Ftiti, Zied - In: Research in international business and finance 62 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10014247888

Multifrequency-based non-linear approach to analyzing implied volatility transmission across global financial markets

Boateng, Ebenezer; Asafo-Adjei, Emmanuel; Gatsi, John … - In: Oeconomia Copernicana 13 (2022) 3, pp. 699-743

Persistent link: https://www.econbiz.de/10013449327

EME financial conditions : which global shocks matter?

Lodge, David; Manu, Ana-Simona - In: Journal of international money and finance 120 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013417404

The financial US uncertainty spillover multiplier : evidence from a GVAR model

Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: International finance : the only journal bridging the … 25 (2022) 3, pp. 313-340

Persistent link: https://www.econbiz.de/10013472786

Market integration and volatility spillover across major East Asian stock and Bitcoin markets : an empirical assessment

Zeng, Hongjun; Ahmed, Abdullahi Dahir - In: International journal of managerial finance : IJMF 19 (2023) 4, pp. 772-802

Persistent link: https://www.econbiz.de/10014326092

Explaining monetary spillovers : the matrix reloaded

Kearns, Jonathan; Schrimpf, Andreas; Xia, Fan Dora - In: Journal of money, credit and banking : JMCB 55 (2023) 6, pp. 1535-1568

Persistent link: https://www.econbiz.de/10014364322

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