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Market variance risk premiums in Japan for asset predictability

Ubukata, Masato; Watanabe, Toshiaki - In: Empirical economics : a journal of the Institute for … 47 (2014) 1, pp. 169-198

Persistent link: https://www.econbiz.de/10010379960

The effect of initial margin on long-run and short-run volatilities in Japan

Kim, Sangbae; Jung, Taehun - In: Journal of East Asian economic integration 17 (2013) 3, pp. 311-332

Persistent link: https://www.econbiz.de/10010197020

The effects of domestic and international news and volatility on integration of Chinese stock markets with international stock markets

Öztek, Mehmet Fatih; Öcal, Nadir - In: Empirical economics : a journal of the Institute for … 50 (2016) 2, pp. 317-360

Persistent link: https://www.econbiz.de/10011453995

Dynamics of volatility spillover between stock market and foreign exchange market : evidence from Asian Countries

Jebran, Khalil; Iqbal, Amjad - In: Financial innovation : FIN 2 (2016) 3, pp. 1-20

Background: The purpose of this study is to examine volatility spillover effects between stock market and foreign … exchange market in selected Asian countries; Pakistan, India, Sri Lanka, China, Hong Kong and Japan. This study considered … Regressive Conditional Heteroskedasticity) model for the purpose of analyzing asymmetric volatility spillover effects between …

Persistent link: https://www.econbiz.de/10011542472