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Separating BRIC using Islamic stocks and crude oil : dynamic conditional correlation and volatility spillover analysis

Hassan, Kamrul; Hoque, Ariful; Gasbarro, Dominic - In: Energy economics 80 (2019), pp. 950-969

Persistent link: https://www.econbiz.de/10012173757

Volatility and skewness spillover between stock index and stock index futures markets during a crash period : new evidence from China

Hou, Yang; Li, Steven - In: International review of economics & finance : IREF 66 (2020), pp. 166-188

Persistent link: https://www.econbiz.de/10012390715

Analyzing time-different connectedness among systemic financial markets during the financial crisis and conventional era : New evidence from the VARX-DCC-MEGARCH model

Liu, Xiaoxing; Shehzad, Khurram - In: Journal of applied economics 26 (2023) 1, pp. 1-24

index spillovers the volatility of the FTSE 100 index. The study revealed a leverage effect for the day-wise return of the S …

Persistent link: https://www.econbiz.de/10014516096

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

The hedging effectiveness of gold against US stocks in a post-financial crisis era

Shrydeh, Najib; Shahateet, Mohammed Issa; Mohammad, Suleiman - In: Cogent economics & finance 7 (2019) 1, pp. 1-23

Purpose-The purpose of this paper is to examine the transmission mechanisms and dynamic spillover effects between gold spot prices and US equity prices following the 2007 Global Financial Crisis. It also aims at estimating hedging effectiveness between stocks and gold in major US financial...

Persistent link: https://www.econbiz.de/10014233046

Volatility spillovers during the Chinese stock market crisis : a MEM-based approach

Chen, Hua; Tarzia, Domenico; Vittorino, Giovanni; … - In: Review of Pacific Basin financial markets and policies … 25 (2022) 4, pp. 1-30

Persistent link: https://www.econbiz.de/10014233795

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

Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets

Korkusuz, Burak; McMillan, David G.; Kambouroudis, Dimos - In: Empirical economics : a quarterly journal of the … 64 (2023) 4, pp. 1517-1537

Persistent link: https://www.econbiz.de/10014253685

Volatility spillover between economic sectors in financial crisis prediction : evidence spanning the great financial crisis and Covid-19 pandemic

Laborda, Ricardo; Olmo, Jose - In: Research in international business and finance 57 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10013332964

On bank return and volatility spillovers : identifying transmitters and receivers during crisis periods

Apostolakis, George N.; Floros, Christos; Giannellis, … - In: International review of economics & finance : IREF 82 (2022), pp. 156-176

Persistent link: https://www.econbiz.de/10013542907