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Testing for global volatility spillover, financial contagion and structural break in fifteen economies from two regions : a diagonal VECH matrix and EGARCH (1,1) approach
Islam, Raisul; Islam, M. Talhatul; Chowdhury, Abdul Hannan - In: International journal of economics and finance 5 (2013) 5, pp. 159-170
Persistent link: https://www.econbiz.de/10009747379
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Domestic and foreign sources of volatility spillover to South African asset classes
Duncan, Andrew S.; Kabundi, Alain - In: Economic modelling 31 (2013), pp. 566-573
Persistent link: https://www.econbiz.de/10009730595
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The current global financial crisis : do Asian markets show contagion or interdependence effects?
Morales, Lucía; Andréosso-O'Callaghan, Bernadette - In: Journal of Asian economics 23 (2012) 6, pp. 616-626
Persistent link: https://www.econbiz.de/10009690289
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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
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Determinants of stock market comovements among US and emerging economies during the US financial crisis
Hwang, Eugene; Min, Hong-ghi; Kim, Bonghan; Kim, Hyeongwoo - In: Economic modelling 35 (2013), pp. 338-348
Persistent link: https://www.econbiz.de/10010259814
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Characterizing the volatility transmission across international stock markets
Mitra, Amarnath; Iyer, Vishwanathan; Joseph, Anto - In: Theoretical economics letters 5 (2015) 4, pp. 571-583
Persistent link: https://www.econbiz.de/10011439398
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Extreme risk spillovers between crude oil and stock markets
Du, Limin; He, Yanan - In: Energy economics 51 (2015), pp. 455-465
Persistent link: https://www.econbiz.de/10011564907
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Oil volatility shocks and the stock markets of oil-importing MENA economies : a tale from the financial crisis
Bouri, Elie - In: Energy economics 51 (2015), pp. 590-598
Persistent link: https://www.econbiz.de/10011565043
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Volatility transmission across currencies and stock markets : GIIPS in crisis
Andrikopulos, Andreas A.; Samitas, Aristeidis; … - In: Applied financial economics 24 (2014) 19/21, pp. 1261-1283
Persistent link: https://www.econbiz.de/10010460183
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An empirical analysis of currency volatilities during the recent global financial crisis
Ozer-Imer, Itir; Ozkan, Ibrahim - In: Economic modelling 43 (2014), pp. 394-406
Persistent link: https://www.econbiz.de/10010503043