Similar Search Results

Asymmetric volatility spillovers between Bitcoin, oil, and global stocks in economic uncertainty

Surachai Chancharat; Parichat Sinlapates - In: International journal of monetary economics and finance … 17 (2024) 2/3, pp. 238-246

Persistent link: https://www.econbiz.de/10015066145

Examining the spillover effects of volatile oil prices on Iran's stock market using wavelet-based multivariate GARCH model

Mamipour, Siab; Yazdani, Sanaz; Sepehri, Elmira - In: Journal of economics and finance : JEF 46 (2022) 4, pp. 785-801

Persistent link: https://www.econbiz.de/10013442234

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

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

Oil volatility shocks and the stock markets of oil-importing MENA economies : a tale from the financial crisis

Bouri, Elie - In: Energy economics 51 (2015), pp. 590-598

Persistent link: https://www.econbiz.de/10011565043

Geopolitical risk and volatility spillovers in oil and stock markets

Smales, L. A. - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 358-366

Persistent link: https://www.econbiz.de/10012655491

Volatility spillovers across Russian oil and gas sector : evidence of the impact of global markets and extraordinary events

Balash, Vladimir; Faizliev, Alexey - In: Energy economics 129 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10014558943

On the dynamic dependence and investment performance of crude oil and clean energy stocks

Ahmad, Wasim - In: Research in international business and finance 42 (2017), pp. 376-389

Persistent link: https://www.econbiz.de/10011750303

Global oil price and stock markets in oil exporting and European countries : evidence during the Covid-19 and the Russia-Ukraine war

Olayungbo, David Oluseun; Župarova, A. S.; Al-Faryan, … - In: Research in globalization 8 (2024), pp. 1-14

-Ukraine war period. As regards the volatility spillover, significant spillover is found from stock to oil market for Nigeria, vice … versa for Saudi Arabia and bi-directional volatility spillover found for the US, Italy and Germany during the COVID-19 … respectively while US, Italy and Germany should adopt policy coordination to stabilize oil-stock market volatility during low oil …

Persistent link: https://www.econbiz.de/10015047816

Impact of COVID-19 on volatility spillovers across international markets : evidence from VAR asymmetric BEKK GARCH model

Arfaoui, Nadia; Yousaf, Imran - In: Annals of financial economics 17 (2022) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10013189123

1
2
3
4
5
6
7
8
9
10
Next
Last