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Modelling volatility during the current financial crisis : an empirical analysis of the US and the UK stock markets

Tampakoudis, Ioannis A.; Subeniotis, Demetres N.; … - In: International journal of trade and global markets 5 (2012) 3/4, pp. 171-194

Persistent link: https://www.econbiz.de/10009722142

International stock market indices comovements : a new look

Madaleno, Mara; Pinho, Carlos - In: International journal of finance & economics : IJFE 17 (2012) 1, pp. 89-102

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Contagion among select global equity markets : a time-frequency analysis

Bhandari, Avishek; Kamaiah, Bandi - In: Global economy journal : GEJ 19 (2019) 4, pp. 1950023-1-29

Persistent link: https://www.econbiz.de/10012214476

Volatility transmission in global financial markets

Clements, Adam; Hurn, Stan; Volkov, V. V. - In: Journal of empirical finance 32 (2015), pp. 3-18

Persistent link: https://www.econbiz.de/10011556742

Financial integration : the Tunisian context

Ghabara, Hela; Ouertani, Nadia Abaoub - In: Governance and sustainability : international perspectives, (pp. 127-142). 2020

Persistent link: https://www.econbiz.de/10012270781

Dynamic responses of major equity markets to the US fear index

Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Journal of risk and financial management : JRFM 12 (2019) 4/156, pp. 1-23

estimation show that, in the first and second subperiods that cover from 6/2013 through 5/2016, equity market volatility in the …This study examines the reaction of four major equity markets of the world to the US equity market fear index, i ….e., the Chicago Board of Trade Volatility Index (VIX). The VIX is designed to perform as a leading indicator of the volatility …

Persistent link: https://www.econbiz.de/10012173007