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121
A note on financial vulnerability and
volatility
in emerging stock markets : evidence from GARCH-MIDAS models
Demirer, Rıza
;
Gupta, Rangan
;
Li, He
;
You, Yu
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10013552965
Saved in:
122
CDS and equity markets'
volatility
linkages : lessons from the EMU crisis
Bratis, Theodoros
;
Laopodis, Nikiforos
;
Kouretas, …
- In:
Review of quantitative finance and accounting
60
(
2023
)
3
,
pp. 1259-1281
Persistent link: https://www.econbiz.de/10014291804
Saved in:
123
High-frequency stock market connectedness in G-7 : evidence from time-frequency domains
Polat, Onur
- In:
International journal of economics and business …
24
(
2022
)
1/2
,
pp. 16-28
Persistent link: https://www.econbiz.de/10014308709
Saved in:
124
Stock market liquidity during periods of distress and its implications : evidence from international financial markets
Enow, Samuel Tabot
- In:
International journal of economics and financial issues …
13
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014227896
Saved in:
125
Contagion in international stock and currency markets during recent crisis episodes
Dua, Pami
;
Tuteja, Divya
-
2016
Persistent link: https://www.econbiz.de/10011535613
Saved in:
126
Stock and bond returns correlation in Korea : local versus global risk during crisis periods
Park, Keehwan
;
Fang, Zhongzheng
;
Ha, Young Ho
- In:
Journal of Asian economics
65
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012257798
Saved in:
127
Financial crises and dynamic linkages across international stock and currency markets
Dua, Pami
;
Tuteja, Divya
- In:
Economic modelling
59
(
2016
),
pp. 249-261
Persistent link: https://www.econbiz.de/10011647825
Saved in:
128
A study of linkages between frontier markets and the U.S. equity markets using multivariate GARCH and transfer entropy
Daugherty, Mary Schmid
;
Jithendranathan, Thadavillil
- In:
Journal of multinational financial management
32/33
(
2015
),
pp. 95-115
Persistent link: https://www.econbiz.de/10011540118
Saved in:
129
Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries
Kim, Bonghan
;
Kim, Hyeongwoo
;
Lee, Bong-soo
- In:
International review of economics & finance : IREF
39
(
2015
),
pp. 192-210
Persistent link: https://www.econbiz.de/10011572434
Saved in:
130
Constructing a financial fragility index for emerging countries
Sensoy, Ahmet
;
Ozturk, Kevser
;
Hacihasanoglu, Erk
- In:
Finance research letters
11
(
2014
)
4
,
pp. 410-419
Persistent link: https://www.econbiz.de/10011300435
Saved in:
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