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An empirical analysis of the US stock market and output growth volatility spillover effects on three Anglo-Saxon countries

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The impact of natural disasters on stock markets : evidence from Japan and the US

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Relationship between foreign exchange rate and stock price of commercial joint stock banks : evidence from Vietnam

Tran Mong Uyen Ngan - In: International journal of economics and finance 8 (2016) 7, pp. 193-200

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Volatility spillovers and the risk-return relation between stock and foreign exchange markets in Brazil

Ely, Regis Augusto - In: Latin American business review : journal of the … 16 (2015) 4, pp. 305-325

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Nigeria stock market volatility in comparison with some countries : application of asymmetric GARCH models

Uyaebo, Stephen O.; Atoi, Victor N.; Usman, Farida - In: CBN journal of applied statistics 6 (2015) 2, pp. 133-160

volatility reaction to market shocks and volatility persistence alongside the asymmetric properties. The results reveal that … volatility of Nigeria and Kenya stock returns react to market shock faster than as other countries do. The results also suggest …

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Volatility transmission between bond and stock markets : case of emerging financial markets

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Volatility transmission between money and stock markets : evidence from a developing financial market

Emenike, Kalu O. - In: Journal of economic and financial sciences 9 (2016) 1, pp. 244-255

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Correlation dynamics in east Asian financial markets

Lestano, Lestano; Kuper, Gerard H. - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 382-399

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Volatility transmission across currencies and stock markets : GIIPS in crisis

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Return and volatility spillover between stock price and exchange rate : Indian evidence

Majumder, Sayantan Bandhu; Nag, Ranjanendra Narayan - In: International journal of economics and business research 10 (2015) 4, pp. 326-340

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