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Liu, Jinan; Serletis, Apostolos - In: Open economies review 30 (2019) 4, pp. 779-811

Persistent link: https://www.econbiz.de/10012155631

Volatility spillovers and risk contagion paths with capital flows across multiple financial markets in China

Zhao, Xuejin; Zhang, Wei-guo; Liu, Yong-Jun - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 4, pp. 731-749

Persistent link: https://www.econbiz.de/10012211498

Volatility spillovers of unconventional monetary policy to emerging market economies

Apostolou, Apostolos; Beirne, John - In: Economic modelling 79 (2019), pp. 118-129

Persistent link: https://www.econbiz.de/10012199083

Volatility spillovers of Federal Reserve and ECB balance sheet expansions to emerging market economies

Apostolou, Apostolos; Beirne, John - 2017

This paper examines volatility spillovers from changes in the size of the balance sheets of the Federal Reserve (FED) and European Central Bank (ECB) to emerging market economies (EMEs) from 2003 to 2014. We find that EME bond markets are most susceptible to positive volatility spillovers from...

Persistent link: https://www.econbiz.de/10011636172

Quantile spillovers and dependence between Bitcoin, equities and strategic commodities

Urom, Christian; Abid, Ilyes; Guesmi, Khaled; … - In: Economic modelling 93 (2020), pp. 230-258

Persistent link: https://www.econbiz.de/10012430139

US and EU unconventional monetary policy spillover on BRICS financial markets : an event study

Lubys, Justinas; Panda, Pradiptarathi - In: Empirica : journal of european economics 48 (2021) 2, pp. 353-371

Persistent link: https://www.econbiz.de/10012543756

Survey of volatility and spillovers on financial markets

Kočenda, Evžen - In: Prague economic papers : a bimonthly journal of … 27 (2018) 3, pp. 293-305

Persistent link: https://www.econbiz.de/10011895333

Who are the net senders and recipients of volatility spillovers in China's financial markets?

Wang, Gang-Jin; Chi, Xie; Jiang, Zhi-Qiang; Stanley, H. … - In: Finance research letters 18 (2016), pp. 255-262

Persistent link: https://www.econbiz.de/10011657061

The degree of Asian-European markets connectedness : examining the impact of global disorders using a spectral analysis

Dimitriou, Dimitrios; Goulas, Eleftherios; … - In: Journal of Asia Business Studies 18 (2024) 3, pp. 850-862

Persistent link: https://www.econbiz.de/10014555533

Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications

Mensi, Walid; Aslan, Aylin; Xuan Vinh Vo; Kang, Sang Hoon - In: International review of economics & finance : IREF 83 (2023), pp. 219-232

Persistent link: https://www.econbiz.de/10014239971