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Good and bad high-frequency volatility spillovers among developed and emerging stock markets

Mensi, Walid; Nekhili, Ramzi; Xuan Vinh Vo; Kang, Sang Hoon - In: International journal of emerging markets 18 (2023) 9, pp. 2107-2132

Persistent link: https://www.econbiz.de/10014449774

Are cryptocurrencies a backstop for the stock market in a COVID-19-led financial crisis? : evidence from the NARDL approach

Jeribi, Ahmed; Jena, Sangram Keshari; Lahiani, Amine - In: International Journal of Financial Studies : open … 9 (2021) 3, pp. 1-36

The study investigates the safe haven properties and sustainability of the top five cryptocurrencies (Bitcoin, Ethereum, Dash, Monero, and Ripple) and gold for BRICS stock markets during the COVID-19 crisis period from 31 January 2020 to 17 September 2020 in comparison to the precrisis period...

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Geopolitical risks, returns, and volatility in emerging stock markets : evidence from a panel GARCH model

Bouras, Christos; Christou, Christina; Gupta, Rangan; … - In: Emerging markets, finance and trade : EMFT 55 (2019) 8, pp. 1841-1856

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Exchange rate exposure : international evidence from daily firm-level data

Jeon, Bang-nam; Zheng, Dazhi; Zhu, Lei - In: Journal of economic integration 32 (2017) 1, pp. 112-159

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Event study on the reaction of the developed and emerging stock markets to the 2019-nCoV outbreak

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A long-run relationship between Eastern European stock markets? : cointegration and the 1997-98 crisis in emerging markets

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Relationship between major developed equity markets and major : frontier equity markets of world

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The effects of global excess liquidity on emerging stock market returns : evidence from a panel threshold model

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Globalization and emerging stock market integration : evidence from a FIVECEM-MGARCH model

Chen, Heng; Lobo, Bento J.; Wong, Wing Keung - In: Global review of business and economic research 11 (2015) 2, pp. 153-171

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Forecasting integrated stock markets using international co-movements

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