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Risk spillovers from China's and the US stock markets during high-volatility periods : evidence from East Asianstock markets

Wang, Bo; Xiao, Yang - In: International review of financial analysis 86 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014249132

The role of Covid-19 for Chinese stock returns : evidence from a GARCHX model

Apergēs, Nikolaos; Apergis, Emmanuel - In: Asia-Pacific journal of accounting & economics : … 29 (2022) 5, pp. 1175-1183

Persistent link: https://www.econbiz.de/10013415472

The asymmetric impact of oil price shocks on China stock market : evidence from quantile-on-quantile regression

Ge, Zhenyu - In: The quarterly review of economics and finance : journal … 89 (2023), pp. 120-125

Persistent link: https://www.econbiz.de/10014428217

Geopolitical risks, investor sentiment and industry stock market volatility in China : evidence from a quantile regression approach

Guo, Peng; Shi, Jing - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014534821

Does volatility transmission between stock market returns of Central and Eastern European countries vary from normal to turbulent periods?

Ngo Thai Hung - In: Acta oeconomica : periodical of the Hungarian Academy … 70 (2020) 3, pp. 449-468

Persistent link: https://www.econbiz.de/10012438044

Another look at momentum crashes : momentum in the European Monetary Union

Grobys, Klaus - In: Applied economics 48 (2016) 19/21, pp. 1759-1766

Persistent link: https://www.econbiz.de/10011589714

Long memory in returns and integration : the case of emergent stock markets

Todea, Anita - In: Review of economic studies and research Virgil Madgearu 11 (2018) 1, pp. 97-113

Persistent link: https://www.econbiz.de/10011977829

Return and volatility connectedness and net directional patterns in spillover transmissions : East and Southeast Asian equity markets

Mateus, Cesario; Bagirov, Miramir; Mateus, Irina Bezhentseva - In: International review of finance : the official journal … 24 (2024) 1, pp. 83-103

Persistent link: https://www.econbiz.de/10014507516

Econometric analysis of integration of selected new eu member cee stock markets with global stock market and eurozone : impact of global financial crisis

Sucháček, Jan; Koutský, Jaroslav; Caridad y López … - In: Amfiteatru economic : an economic and business research … 23 (2021) 58, pp. 824-842

The period of the global financial crisis can be characterized by the spillover of negative innovations among stock markets worldwide. Stock markets in Central Europe were not excluded as they are not isolated from global stock markets. Recently published scientific studies dealing with this...

Persistent link: https://www.econbiz.de/10012939609

Test of capital market integration using Fama-French three-factor model : empirical evidence from India

Sehrawat, Neeraj; Kumar, Amit; Nigam, Narander Kumar; … - In: Investment management and financial innovations 17 (2020) 2, pp. 113-127

Persistent link: https://www.econbiz.de/10012303099