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The volatility connectedness between oil and stocks : evidence from the G7 markets
BenMabrouk, Houda - In: Financial Market Dynamics after COVID 19 : The …, (pp. 67-99). 2022
Persistent link: https://www.econbiz.de/10013198542
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Forecasting volatility via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu; Brugal, Ivan - In: The North American journal of economics and finance : a … 25 (2013), pp. 202-213
Persistent link: https://www.econbiz.de/10009779296
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Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe; Cipollini, Andrea; … - In: International review of financial analysis 57 (2018), pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
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Directional predictability and volatility spillover effect from stock market indexes to Bitcoin : evidence from developed and emerging markets
Omri, Imen - In: The journal of risk finance : JRF 24 (2023) 2, pp. 226-243
Persistent link: https://www.econbiz.de/10014232428
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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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Return and volatility spillovers in the Moroccan stock market during the financial crisis
El Ghini, Ahmed; Saidi, Youssef - In: Empirical economics : a journal of the Institute for … 52 (2017) 4, pp. 1481-1504
Persistent link: https://www.econbiz.de/10011945013
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Time varying spillovers between the online search volume and stock returns : case of CESEE markets
Škrinjarić, Tihana - In: International Journal of Financial Studies : open … 7 (2019) 4/59, pp. 1-30
This research observes a time varying relationship between stock returns, volatilities and the online search volume in … assumes that a feedback relationship exists between stock returns, volatilities and the investor´s attention variable … existing research consists of estimating the aforementioned relationship between return, volatility and the search volume …
Persistent link: https://www.econbiz.de/10012150478
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Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : Comment
Bonaccolto, Giovanni; Caporin, Massimiliano; Iacopini, … - In: Energy economics 132 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015047165
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Do COVID-19 epidemic explains the dynamic conditional correlation between china's stock market index and international stock market indices?
Derbali, Abdelkader; Naoui, Kamel; Ben Sassi, Mounir; … - In: The Chinese economy : translations and studies 55 (2022) 3, pp. 227-242
Persistent link: https://www.econbiz.de/10013204855
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Is intraday data useful for forecasting VaR? : the evidence from EUR/PLN exchange rate
Będowska-Sójka, Barbara - In: Risk management : a journal of risk, crisis and disaster 20 (2018) 4, pp. 326-346
Persistent link: https://www.econbiz.de/10011962183