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Extreme spillovers of VIX fear...
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71
International equity markets interdependence : bigger shocks or contagion in the 21st century?
Bua, Giovanna
;
Trecroci, Carmine
- In:
Review of world economics
155
(
2019
)
1
,
pp. 43-69
Persistent link: https://www.econbiz.de/10012108469
Saved in:
72
Price and
volatility
spillovers across North American, European and Asian stock markets : with special focus on Indian stock market
Singh, Priyanka D.
(
contributor
);
Kumar, Brajesh
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003791262
Saved in:
73
Assessment of return and
volatility
spillover across sectors' indices : evidence from Pakistan stock exchange
Khalid, Hafiza Muntaha
;
Farooq, Sadia
;
Liaqat, Faiza
; …
- In:
International journal of monetary economics and finance …
14
(
2021
)
5
,
pp. 477-496
Persistent link: https://www.econbiz.de/10012671202
Saved in:
74
Volatility
spillovers of A- and B-shares for the Chinese stock market and its impact on the Chinese index returns
Chung, Chien-Ping
;
Liao, Tzu-Hsiang
;
Lee, Hsiu-chuan
- In:
Pacific-Basin finance journal
65
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013209559
Saved in:
75
Asymmetric causality in-mean and in-variance among equity markets indexes
González Sánchez, Mariano
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 49-68
Persistent link: https://www.econbiz.de/10011672599
Saved in:
76
Information bias and its spillover effect on return
volatility
: a study on stock markets in the Asia-Pacific region
Panda, Ajaya Kumar
;
Panda, Pradiptarathi
;
Nanda, Swagatika
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013370265
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77
The asymmetric
volatility
spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen
;
Uddin, Mohammed Gazi Salah
;
Sen, Ding
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
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78
Did David win a battle or the war against Goliath? : dynamic return and
volatility
connectedness between the GameStop stock and the high short interest indices
Aharon, David Y.
;
Kizys, Renatas
;
Umar, Zaghum
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014266177
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79
Illiquidity, return and risk in G7 stock markets : interdependencies and spillovers
Andrikopulos, Andreas A.
;
Angelidis, Timotheos
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 118-127
Persistent link: https://www.econbiz.de/10010529618
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80
Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
- In:
Global finance journal
28
(
2015
),
pp. 24-37
Persistent link: https://www.econbiz.de/10011478085
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