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Volatility spillovers and hedging effectiveness between oil and stock markets : evidence from a wavelet-based and structural breaks analysis
Belhassine, Olfa; Karamti, Chiraz - In: Energy economics 102 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013162440
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Multiscale volatility transmission and portfolio construction between the baltic stock markets
Živkov, Dejan; Manić, Slavica; Đurašković, Jasmina - In: Finance a úvěr 69 (2019) 2, pp. 211-235
Persistent link: https://www.econbiz.de/10012137383
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Time-frequency co-movement of cryptocurrency return and volatility : evidence from wavelet coherence analysis
Qiao, Xingzhi; Zhu, Huiming; Hau, Liya - In: International review of financial analysis 71 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012436392
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Volatility spillover effects during pre-and-post COVID-19 outbreak on Indian market from the USA, China, Japan, Germany, and Australia
Thangamuthu, Mohanasundaram; Maheshwari, Suneel; Naik, … - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-15
there is a negative significant volatility spillover from four of the five selected stock markets (Australia, China, Japan …We examined volatility spillover effects from five prominent global stock markets to India's stock market during the … and compare the results pre-and-post COVID-19. Results show that previous period news and volatility feeds the next period …
Persistent link: https://www.econbiz.de/10013397677
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Volatility contagion (spillover) between Chinese and Pakistani stock markets during COVID-19 : pre and post analysis of trade-level data
Bukhari, Syed Faisal Hasan; Ahmad, Habib; Hanif, Hasan; … - In: International journal of monetary economics and finance … 15 (2022) 4, pp. 309-330
Persistent link: https://www.econbiz.de/10014314085
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Volatility transmission and spillovers among gold, bonds and stocks : an empirical evidence from Turkey
Gencer, Hatice Gaye; Musoglu, Zafer - In: International journal of economics and financial issues … 4 (2014) 4, pp. 705-713
Persistent link: https://www.econbiz.de/10010527321
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On the effects of world stock market and oil price shocks on food prices : an empirical investigation based on TVP-VAR models with stochastic volatility
Jebabli, Ikram; Arouri, Mohamed; Teulon, Frédéric - In: Energy economics 45 (2014), pp. 66-98
Persistent link: https://www.econbiz.de/10010504792
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Africa stock markets cross-market linkages : a time-varying Dynamic Conditional Correlations (DCC-GARCH) approach
Marozva, Godfrey - In: The journal of applied business research 33 (2017) 2, pp. 321-328
Persistent link: https://www.econbiz.de/10011673887
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Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets : comparing the impacts of three Stock Connect programs
Yao, Yinhong; Li, Jingyu; Chen, Wei - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1217-1233
Persistent link: https://www.econbiz.de/10014446620
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International stock market indices comovements : a new look
Madaleno, Mara; Pinho, Carlos - In: International journal of finance & economics : IJFE 17 (2012) 1, pp. 89-102
Persistent link: https://www.econbiz.de/10009507847