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The stock market - oil prices variability relationship in the USA : the financial crisis effect

Mademlis, Dimitrios Kartsonakis; Dritsakis, Nikolaos - In: International journal of computational economics and … 13 (2023) 2, pp. 129-152

Persistent link: https://www.econbiz.de/10014307712

Volatility spillovers between stock and energy markets during crises : a comparative assessment between the 2008 global financial crisis and the Covid-19 pandemic crisis

Jebabli, Ikram; Kouaissah, Noureddine; Arouri, Mohamed - In: Finance research letters 46 (2022) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10013341502

Facing the flood : how Asia is coping with volatile capital flows

Leung, Julia - In: Managing complexity : economic policy cooperation after …, (pp. 177-206). 2016

Persistent link: https://www.econbiz.de/10011432496

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

Return and volatility spillover among banks and insurers : evidence from pre-crisis and crisis periods

Elyasiani, Elyas; Kalotychou, Elena; Staikouras, Sotiris K. - In: Journal of financial services research : JFSR 48 (2015) 1, pp. 21-52

Persistent link: https://www.econbiz.de/10011414081

Conditional volatility spillover effects across emerging financial markets

Liow, Kim Hiang - In: Asia-Pacific journal of financial studies 44 (2015) 2, pp. 215-245

Persistent link: https://www.econbiz.de/10011458943

European equity market contagion : an empirical application to Ireland's sovereign debt crisis

Corbet, Shaen; Twomey, Cian - In: European financial and accounting journal : EFAJ 10 (2015) 3, pp. 15-34

This paper examines the time-varying conditional correlations of daily European equity market returns during the Irish sovereign debt crisis. A dynamic conditional correlation (DCC) multivariate GARCH model is used to estimate to what extent the collapse of Irish equity markets and subsequent...

Persistent link: https://www.econbiz.de/10011471074

Financial crisis, liquidity and dynamic linkages between large and small stocks : evidence from the Athens Stock Exchange

Koulakiotis, Athanasios; Babalos, Vassilios; … - In: Journal of international financial markets, … 40 (2016), pp. 46-62

Persistent link: https://www.econbiz.de/10011475828

The transmission of US economic policy uncertainty shocks to Asian and global financial markets

Kido, Yosuke - In: The North American journal of economics and finance : a … 46 (2018), pp. 222-231

Persistent link: https://www.econbiz.de/10012036619

Volatility spillovers among global stock markets : measuring total and directional effects

Gamba-Santamaria, Santiago; Gómez González, José Eduardo - In: Empirical economics : a journal of the Institute for … 56 (2019) 5, pp. 1581-1599

Persistent link: https://www.econbiz.de/10012052208