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Dynamic causality between stock return and exchange rate : is stock-oriented hypothesis more relevant in Malaysia?

Lau, Wee-Yeap; Go, You-How - In: Asia-Pacific financial markets 25 (2018) 2, pp. 137-157

Persistent link: https://www.econbiz.de/10012033002

Stock market linkages and spillover effects : an empirical analysis of select Asian markets

Sehgal, Sanjay; Bijoy, Kumar; Saini, Sakshi - In: Theoretical economics letters 9 (2019) 5, pp. 1447-1472

Persistent link: https://www.econbiz.de/10012104479

Fluctuating attention and financial contagion

Hasler, Michael; Ornthanalai, Chayawat - In: Journal of monetary economics 99 (2018), pp. 106-123

Persistent link: https://www.econbiz.de/10012109028

Stock markets linkages before, during and after subprimes crisis : bivariate BEKK GARCH (1, 1) and DCC models

Abdelkefi, Samar Zlitni; Khoufi, Walid - In: International journal of economics, finance and … 3 (2015) 3, pp. 213-230

Persistent link: https://www.econbiz.de/10011389712

Global financial crisis and spillover effects among the U.S. and BRICS stock markets

Mensi, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: International review of economics & finance : IREF 42 (2016), pp. 257-276

Persistent link: https://www.econbiz.de/10011625114

Extreme risk spillover effects in world gold markets and the global financial crisis

Wang, Gang-Jin; Chi, Xie; Jiang, Zhi-Qiang; Stanley, H. … - In: International review of economics & finance : IREF 46 (2016), pp. 55-77

Persistent link: https://www.econbiz.de/10011626706

The Russian stock market during the Ukrainian crisis : a network perspective

Schmidbauer, Harald; Rösch, Angi; Uluceviz, Erhan; … - In: Finance a úvěr 66 (2016) 6, pp. 478-509

Persistent link: https://www.econbiz.de/10011582638

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

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

Volatility spillovers of Federal Reserve and ECB balance sheet expansions to emerging market economies

Apostolou, Apostolos; Beirne, John - 2017

This paper examines volatility spillovers from changes in the size of the balance sheets of the Federal Reserve (FED … most susceptible to positive volatility spillovers from both the FED and ECB in terms of magnitude. Positive volatility … about ten. By contrast, we find that EME stock markets are subject to negative volatility spillovers. Moreover, we find only …

Persistent link: https://www.econbiz.de/10011636172