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Does volatility traverse between emerging and frontier stock markets of Asia?

Sato, Velip Suraj; Raju, Guntur Anjana - In: Investment management and financial innovations 17 (2020) 3, pp. 82-96

Persistent link: https://www.econbiz.de/10012405602

Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period

Rai, Karan; Garg, Bhavesh - In: Applied economics letters 29 (2022) 8, pp. 738-745

Persistent link: https://www.econbiz.de/10013171046

Re-examining oil and BRICS' stock markets : new evidence from wavelet and MGARCH-DCC

Karim, Muhammad Mahmudul; Chowdhury, Mohammad Ashraful … - In: Macroeconomics and finance in emerging market economies 15 (2022) 2, pp. 196-214

Persistent link: https://www.econbiz.de/10013350326

Within and cross volatility contagion effects among stock, crude and forex returns : empirical evidence from five emerging economies

Varghese, George - In: Theoretical economics letters 8 (2018) 8, pp. 1475-1492

Persistent link: https://www.econbiz.de/10011888370

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

Li, Yanan; Giles, David E. A. - In: International journal of finance & economics : IJFE 20 (2015) 2, pp. 155-177

Persistent link: https://www.econbiz.de/10011348426

The contagion between stock markets : evidence from Vietnam and Asian emerging stocks in the context of COVID-19 Pandemic

Le Thi Minh Huong - In: Macroeconomics and finance in emerging market economies 17 (2024) 1, pp. 78-94

Persistent link: https://www.econbiz.de/10014511849

Connectedness between sectors : the case of the polish stock market before and during COVID-19

Chirilă, Viorica - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-19

considered are the following: banks, basic materials, chemicals, construction, developers, energy, food, and oil and gas. The …-varying parameter vector autoregression (TVP-VAR) method, the intensity, direction and variation of volatility spillover between the … caused by the outbreak of COVID-19 rather than before the crisis. The volatility of each sector was also primarily due to …

Persistent link: https://www.econbiz.de/10013375120

Media sentiment and short stocks performance during a systemic crisis

Umar, Zaghum; Adekoya, Oluwasegun B.; Oliyide, Johnson A.; … - In: International review of financial analysis 78 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10013252754

Volatility spillovers between stock and energy markets during crises : a comparative assessment between the 2008 global financial crisis and the Covid-19 pandemic crisis

Jebabli, Ikram; Kouaissah, Noureddine; Arouri, Mohamed - In: Finance research letters 46 (2022) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10013341502

Dynamics of spillover among sectors of Indian stock market before and during COVID-19

Padmasree, Karamala - In: Mudra : journal of finance and accounting 10 (2023) 2, pp. 99-117

Persistent link: https://www.econbiz.de/10014488995