Similar Search Results

A mean-difference test based on self-normalization for alternating regime index data sets

Kim, Bo Gyeong; Shin, Dong-wan - In: Economics letters 193 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012509216

Spillover effects in oil-related CDS markets during and after the sub-prime crisis

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012664506

Arab geopolitics in turmoil : implications of Qatar-Gulf crisis for business

Selmi, Refk; Bouoiyour, Jamal - In: International economics : a journal published by CEPII … 161 (2020), pp. 100-119

Persistent link: https://www.econbiz.de/10012642530

Financial integration, inclusion and stability during crises : insights from the MENA region

Abdelmageed, Samar - 2021

Persistent link: https://www.econbiz.de/10012793451

Dynamics of contagion and spillover effects : further evidence from major equity markets

Shahani, Rakesh; Umar, Fahad - In: Praj̄nȧn : journal of social and management sciences 49 (2020) 2, pp. 161-184

Persistent link: https://www.econbiz.de/10012665862

An empirical analysis of volatility spillover in global swap markets

Malhotra, Davinder Kumar; Bhargava, Vivek - In: Journal of business and economic perspectives 48 (2021) 1, pp. 92-126

Persistent link: https://www.econbiz.de/10012667177

Spillover effects of capital controls on capital flows and financial risk contagion

Fan, Haichao; Gou, Qin; Peng, Yuchao; Xie, Wenjing - In: Journal of international money and finance 105 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012395259

Does volatility transmission between stock market returns of Central and Eastern European countries vary from normal to turbulent periods?

Ngo Thai Hung - In: Acta oeconomica : periodical of the Hungarian Academy … 70 (2020) 3, pp. 449-468

Persistent link: https://www.econbiz.de/10012438044

Impact of economic policy uncertainty shocks on China's financial conditions

Li, Zhenghui; Zhong, Junhao - In: Finance research letters 35 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012438427

Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets

Diebold, Francis X. - 2008

formulate and examine precise and separate measures of return spillovers and volatility spillovers. Our framework facilitates … evidence of divergent behavior in the dynamics of return spillovers vs. volatility spillovers: Return spillovers display a … gently increasing trend but no bursts, whereas volatility spillovers display no trend but clear bursts …

Persistent link: https://www.econbiz.de/10012464836