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Volatility : as a driving factor of stock market co-movement

Özbekler, Ali Gencay - 2017

Persistent link: https://www.econbiz.de/10011657925

The equity market returns and volatility spillover from the US and Japanese markets to Asian frontier markets

Thi Ngan Nguyen; Phan Thi Kieu Hoa; Parikh, Nirav - In: Afro-Asian Journal of Finance and Accounting : AAJFA 12 (2022) 4, pp. 491-508

Persistent link: https://www.econbiz.de/10013350713

International stock return predictability : the role of U.S. uncertainty spillover

Jiang, Fuwei; Liu, Hongkui; Yu, Jiasheng; Zhang, Huajing - In: Pacific-Basin finance journal 82 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014463395

Volatility spillover effects between stock prices and exchange rates in emerging economies : evidence from Turkey

Mwambuli, Erick Lusekelo; Zhang, Xianzhi; Kisava, Zakayo S. - In: Business and Economic Research : BER 6 (2016) 2, pp. 343-359

Persistent link: https://www.econbiz.de/10011590052

Exchange rate and oil price interactions in selected CEE countries

Drachal, Krzysztof - In: Economies : open access journal 6 (2018) 2, pp. 1-21

This paper reports a study on the causal dynamics between spot oil price, exchange rates, and stock prices in Poland, the Czech Republic, Hungary, Romania, and Serbia. The results are compared with a benchmark analysis in which U.S. monthly data are used, and time periods are selected according...

Persistent link: https://www.econbiz.de/10011854772