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On the volatility transmission between oil and stock markets : a comparison of emerging importers and exporters

Bouri, Elie; Demirer, Rıza - In: Economia politica : journal of analytical and … 33 (2016) 1, pp. 63-82

Persistent link: https://www.econbiz.de/10011637703

Volatility spillover between oil and stock market returns

Anand, B.; Paul, Sunil; Rmachandran, M. - In: Indian economic review : biannual journal of the Delhi … 49 (2014) 1, pp. 37-56

Persistent link: https://www.econbiz.de/10011339586

Intraday bidirectional volatility spillover across international stock markets : does the global financial crisis matter?

Jawadi, Fredj; Louhichi, Waël; Cheffou, Abdoulkarim Idi - In: Applied economics 47 (2015) 34/36, pp. 3633-3650

Persistent link: https://www.econbiz.de/10011293475

An examination of return and volatility spillovers between mature equity markets

Jain, Payal; Sehgal, Sanjay - In: Journal of economics and finance 43 (2019) 1, pp. 180-210

Persistent link: https://www.econbiz.de/10012171021

Migration policy uncertainty and stock market investor sentiment

Ordu-Akkaya, Beyza Mina - In: Journal of capital markets studies 2 (2018) 2, pp. 136-147

Purpose - The purpose of this paper is to examine the volatility transmission between migration policy uncertainty …/methodology/approach - The author proxies volatility via EGARCH (1,1) for all series and employs Diebold-Yilmaz (2012) methodology to test the …, as well as the direction. Findings - Findings propose that volatility transmission is from migration index to stock …

Persistent link: https://www.econbiz.de/10012114457

Volatility spillovers between oil prices and the stock market under structural breaks

Ewing, Bradley T.; Malik, Farooq - In: Global finance journal 29 (2016), pp. 12-23

Persistent link: https://www.econbiz.de/10011714558

Analysis of spillover effects between stock market volatility and macroeconomic volatility using GARCH-MIDAS model

Lee, Young Im; Lee, Jin - In: Journal of economic research 23 (2018) 2, pp. 109-130

Persistent link: https://www.econbiz.de/10011904106

Volatility transmission between Islamic and conventional equity markets : evidence from causality-in-variance test

Nazlıoğlu, Şaban; Hammoudeh, Shawkat; Gupta, Rangan - In: Applied economics 47 (2015) 46/48, pp. 4996-5011

Persistent link: https://www.econbiz.de/10011318417

How does the financial crisis affect volatility behavior and transmission among European stock markets?

Slimane, Faten Ben; Mehanaoui, Mohamed; Kazi, Irfan Akbar - In: International Journal of Financial Studies : open … 1 (2013) 3, pp. 81-101

behavior and interdependence through the study of the intraday volatility transmission. This paper investigates the patterns of …

Persistent link: https://www.econbiz.de/10010197481

Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets

Gatfaoui, Hayette - In: Economic modelling 30 (2013), pp. 776-791

Persistent link: https://www.econbiz.de/10009708799