Similar Search Results

Return and volatility spillover effects between the INR-USD exchange rate and BSE SENSEX

Shadab, Abdullah; Sinha, Amit - In: Finance India : the quarterly journal of Indian … 36 (2022) 3, pp. 995-1008

Persistent link: https://www.econbiz.de/10013477579

External stocks and volatility overflow among the exchange rate of the Yen, Nikkei, TOPIX and sectoral stock indices

Sultonov, Mirzosaid - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-13

In this paper, we examined the changes in volatility overflow among the exchange rate of the Japanese yen (JPY), the … and transportation equipment indices). The findings highlighted causality in variance (volatility spillover) among the … variables. We revealed that volatility could also spread indirectly among the variables (from one variable to another through a …

Persistent link: https://www.econbiz.de/10012797403

International evidence on market linkages after the 2008 stock market crash

Meriç, Gülser; Lentz, Christine; Schmeltz, Wayne; … - In: The international journal of business and finance … 6 (2012) 4, pp. 45-57

Persistent link: https://www.econbiz.de/10009633850

Global factors and the transmission between United States and emerging stock markets

Naeem, Muhammad Abubakr; Farid, Saqib; Fiza Qureshi; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3488-3510

Persistent link: https://www.econbiz.de/10014429136

Stock markets linkages before, during and after subprimes crisis : bivariate BEKK GARCH (1, 1) and DCC models

Abdelkefi, Samar Zlitni; Khoufi, Walid - In: International journal of economics, finance and … 3 (2015) 3, pp. 213-230

Persistent link: https://www.econbiz.de/10011389712

Taiwan and U.S. equity market interdependence and contagion : evidence from four-factor model

Li, Chun-an; Lee, Min-Ching; Huang, Chin-sheng - In: The international journal of business and finance … 12 (2018) 2, pp. 95-115

Persistent link: https://www.econbiz.de/10011926727

Cross-border sentiment : an empirical analysis on EU stock markets

Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290

Persistent link: https://www.econbiz.de/10010399454

Foreign shocks on Chilean financial markets : spillovers and comovements between bond and equity markets

Morales, Marco; Moreno, Carola; Vio, Camilo - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 35-50

Persistent link: https://www.econbiz.de/10010485823

Returns, volatilities, and correlations across mature, regional, and frontier markets : evidence from South Asia

Amin, Abu S.; Orłowski, Lucjan T. - In: Emerging markets finance & trade : a journal of the … 50 (2014) 3, pp. 5-27

Persistent link: https://www.econbiz.de/10010464049

International sentiment spillovers in equity returns

Bathia, Deven; Bredin, Donal; Nitzsche, Dirk - In: International journal of finance & economics : IJFE 21 (2016) 4, pp. 332-359

Persistent link: https://www.econbiz.de/10011698788