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Inter-markets volatility spillover in U.S. bitcoin and financial markets

Qarni, Muhammad Owais; Gulzar, Saqib; Fatima, Syeda Tamkeen - In: Journal of business economics and management 20 (2019) 4, pp. 694-714

This paper investigates the volatility spillover dynamics between U.S. Bitcoin and financial markets from July 19, 2010 to December 29, 2017. Diebold and Yilmaz (2012) volatility spillover index, Barunik, Kocenda, and Vacha (2017) Spillover Asymmetry Measure, and Barunik and Krehlik (2018)...

Persistent link: https://www.econbiz.de/10012175787

Causal relationships between financial markets: the case of Turkey

Çağlayan, Ebru; Yaşgül, Yaşar Serhat; Benamraoui, … - 2010

Persistent link: https://www.econbiz.de/10008778237

Economic growth and market-based financial systems : a review

Nyasha, Sheilla; Odhiambo, N. M. - In: Studies in economics and finance 32 (2015) 2, pp. 235-255

Persistent link: https://www.econbiz.de/10011380874

Do banks and stock markets spur economic growth? : Kenya's experience

Nyasha, Sheilla; Odhiambo, Nicholas M. - In: International journal of sustainable economy 7 (2015) 1, pp. 54-65

Persistent link: https://www.econbiz.de/10011347465

Stock prices and exchange rate dynamics

Phylaktis, Kate; Ravazzolo, Fabiola - In: Journal of international money and finance 24 (2005) 7, pp. 1031-1053

Persistent link: https://www.econbiz.de/10003209860

U.S. asset returns and fiscal policy : new empirical investigation

Lee, Unro - In: Quarterly journal of business and economics : QJBE 43 (2004) 3/4, pp. 31-47

Persistent link: https://www.econbiz.de/10002707768

Assessing the time-series evidence of economic growth and financial development and the impact of liberalisation in Thailand

Sarakosas, Somprot - 1999

Persistent link: https://www.econbiz.de/10001504714

Cointegration and Causality in Capital Markets

Inci, A. Can - 2020

Purpose – The purpose of this paper is to study the efficiency of different oil and gas markets. Most previous studies examined the issue using low frequency date sampled at monthly, weekly, or daily frequencies. In this study, 30-minute intraday data are used to explore efficiency in energy...

Persistent link: https://www.econbiz.de/10012844443

Testing causal relation among central and eastern European equity markets : evidence from asymmetric causality test

Cevik, Emrah Ismail; Korkmaz, Turhan; Cevikcan, Emre - In: Economic research 30 (2017) 1,1, pp. 381-393

Persistent link: https://www.econbiz.de/10012223847

Finance and growth : time series evidence on causality

Peia, Oana; Roszbach, Kasper - In: Journal of financial stability 19 (2015), pp. 105-118

Persistent link: https://www.econbiz.de/10011574251