Similar Search Results

Examining the spillover effects of volatile oil prices on Iran's stock market using wavelet-based multivariate GARCH model

Mamipour, Siab; Yazdani, Sanaz; Sepehri, Elmira - In: Journal of economics and finance : JEF 46 (2022) 4, pp. 785-801

Persistent link: https://www.econbiz.de/10013442234

Asymmetric volatility spillovers between Bitcoin, oil, and global stocks in economic uncertainty

Surachai Chancharat; Parichat Sinlapates - In: International journal of monetary economics and finance … 17 (2024) 2/3, pp. 238-246

Persistent link: https://www.econbiz.de/10015066145

Analyzing the COVID-19 pandemic volatility spillover influence on the collaboration of foreign and Indian stock markets

Das, Runumi; Debnath, Arabinda - In: Revista finanzas y política económica 14 (2022) 2, pp. 411-452

Persistent link: https://www.econbiz.de/10013383620

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

Intraday bidirectional volatility spillover across international stock markets : does the global financial crisis matter?

Jawadi, Fredj; Louhichi, Waël; Cheffou, Abdoulkarim Idi - In: Applied economics 47 (2015) 34/36, pp. 3633-3650

Persistent link: https://www.econbiz.de/10011293475

Do Instabilities in national macroeconomic factors contribute to channeling volatility spillover from the global to the Islamic equity market?

Muharam, Harjum; Najmudin, Najmudin; Mawardi, Wisnu; … - In: Comparative economic research : Central and Eastern Europe 24 (2021) 1, pp. 103-121

This study investigates the impact of macroeconomic instabilities on returns volatility spillover that is transmitted … derive values of volatility for all variables; an asymmetry dynamic conditional correlation (ADCC) model to produce a measure … of volatility spillover as the dependent variable; and a panel data regression technique to assess the causality …

Persistent link: https://www.econbiz.de/10012664825