Similar Search Results

Impacts of China's crash on Asia-Pacific financial integration : volatility interdependence, information transmission and market co-movement

Ahmed, Abdullahi Dahir; Huo, Rui - In: Economic modelling 79 (2019), pp. 28-46

Persistent link: https://www.econbiz.de/10012199007

Volatility spillovers and correlation between cryptocurrencies and Asian equity market

Malhotra, Nidhi; Gupta, Saumya - In: International journal of economics and financial issues … 9 (2019) 6, pp. 208-215

Persistent link: https://www.econbiz.de/10012151119

Stock market integration and volatility spillover : India and its major Asian counterparts

Mukherjee, Kedar nath; Mishra, Ram Kumar - In: Research in international business and finance 24 (2010) 2, pp. 235-251

Persistent link: https://www.econbiz.de/10003965089

Using CARRX models to study factors affecting the volatilities of Asian equity markets

Sin, Chor-yiu - In: The North American journal of economics and finance : a … 26 (2013), pp. 552-564

Persistent link: https://www.econbiz.de/10010370494

Correlations and volatility spillover from China to Asian and Latin American Countries : identifying diversification and hedging opportunities

Yadav, Miklesh Prasad; Sharma, Sudhi; Aggarwal, Vaibhav; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-21

the spillover effect from Chinese stock exchange to stock exchanges of Asia and Latin America, namely, India, Indonesia …

Persistent link: https://www.econbiz.de/10014500295

Predictive directional measurement volatility spillovers between the US and selected Asian Pacific countries

Al-Hajieh, Heitham - In: Cogent economics & finance 11 (2023) 1, pp. 1-38

return and volatility spillover between the S&P 500 and 12 Asian stock markets using weekly data from January 2000 to … February 2020. DECO-GARCH models are employed to measure volatility transmission between markets. A generalized VAR, variance … the interdependence of the conditional returns, conditional volatility, and conditional correlations between the stock …

Persistent link: https://www.econbiz.de/10014500629

An empirical analysis of the volatility spillover effect between world-leading and the Asian stock markets : implications for portfolio management

Yousaf, Imran; Ali, Shoaib; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 13 (2020) 10/226, pp. 1-28

-AGARCH) model to examine both return and volatility spillovers from the USA (developed) and China (Emerging) towards eight emerging … calculate the optimal weights and hedge ratios for the stock portfolios. Our results reveal that both return and volatility … volatility was transmitted from the USA to the majority of the Asian stock markets during the Chinese stock market crash …

Persistent link: https://www.econbiz.de/10012388066

Stock market integration and volatility spillovers : new evidence from Asia-Pacific and European markets

Guru, Biplab Kumar; Yadav, Inder Sekhar - In: The journal of risk finance : JRF 24 (2023) 2, pp. 186-211

Persistent link: https://www.econbiz.de/10014232423

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

Persistent link: https://www.econbiz.de/10011524011

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

Persistent link: https://www.econbiz.de/10011449241