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Dynamic relations between oil and stock markets : volatility spillovers, networks and causality

Gómez González, José Eduardo; Hirs-Garzón, Jorge; … - In: International economics : a journal published by CEPII … 165 (2021), pp. 37-50

Persistent link: https://www.econbiz.de/10013254100

Modeling volatility spillover effects between developed stock markets and Asian emerging stock markets

Li, Yanan; Giles, David E. A. - 2013

Persistent link: https://www.econbiz.de/10010189084

To what extent are stock returns driven by mean and volatility spillover effects? : evidence from eight European stock markets

Alikhanov, Abdulla - In: Národohospodářský obzor : časopis věnovaný … 13 (2013) 1, pp. 3-29

Persistent link: https://www.econbiz.de/10010193320

Return and volatility spillovers among CIVETS stock markets

Korkmaz, Turhan; Çevik, Emrah İ.; Atukeren, Erdal - In: Emerging markets review 13 (2012) 2, pp. 230-252

Persistent link: https://www.econbiz.de/10010219488

Information transmission between mature and emerging equity markets during normal and crisis periods : an empirical examination

Sehgal, Sanjay; Jain, Payal; Deisting, Florent - In: Journal of quantitative economics 16 (2018) 1, pp. 185-225

Persistent link: https://www.econbiz.de/10012418335

Information linkages among emerging equity markets : an empirical study

Sehgal, Sanjay; Jain, Payal - In: Decision 44 (2017) 1, pp. 15-38

Persistent link: https://www.econbiz.de/10011703060

Asymmetric volatility spillover between stock market and foreign exchange market : instances from Indian market from pre-, during and post- subprime crisis periods

Bal, Gnyana Ranjan; Manglani, Amit; Deo, Malabika - In: Global business review 19 (2018) 6, pp. 1567-1579

Persistent link: https://www.econbiz.de/10011982899

Volatility spillovers between interest rates and equity markets of developed economies

Donzwa, Wilson; Gupta, Rangan; Wohar, Mark E. - In: Journal of central banking theory and practice 8 (2019) 3, pp. 39-50

(2006), to determine the volatility spillovers between interest rates and stock returns for the US, the euro area, the UK …, and Japan. The investigation pays careful attention to volatility transmissions between stock returns and interest rates … causality is observed, the volatility spillover from interest rates to stock markets are more prominent for the full-sample, as …

Persistent link: https://www.econbiz.de/10012101454

Return and volatility spillover across equity markets between China and Southeast Asian countries

Ngo Thai Hung - In: Journal of economics, finance & administrative science 24 (2019) 47, pp. 66-81

Purpose - Actions of incumbent politicians and firms' managers during election years have been cited as sources of many problems that afflict economies and business entities. Given the controversies surrounding the impact of elections on firms' soundness, this paper poses a question of whether...

Persistent link: https://www.econbiz.de/10012025398

Dynamic relations between oil and stock markets : volatility spillovers, networks and causality

Gómez González, José Eduardo; Hirs-Garzon, Jorge; … - 2018

Persistent link: https://www.econbiz.de/10011944544