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Financial crises and the dynamics of the spillovers between the US and BRICS stock markets
McIver, Ron; Kang, Sang Hoon - In: Research in international business and finance 54 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012581346
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Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
Kang, Sang Hoon; McIver, Ron; Yoon, Seong-min - In: Energy economics 62 (2017), pp. 19-32
Persistent link: https://www.econbiz.de/10011748013
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Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: International review of economics & finance : IREF 42 (2016), pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
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Asset prices, financial amplification and monetary policy : structural evidence from an identified multivariate GARCH model
Herwartz, Helmut; Roestel, Jan - In: Journal of international financial markets, … 78 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013357315
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Stock return prediction under GARCH : an empirical assessment
Herwartz, Helmut - In: International journal of forecasting 33 (2017) 3, pp. 569-580
Persistent link: https://www.econbiz.de/10011746190
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Multivariate volatility models
Fengler, Matthias; Herwartz, Helmut; Raters, F. H. C. - In: Applied quantitative finance, (pp. 25-37). 2017
Persistent link: https://www.econbiz.de/10011794951
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Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid; Hammoudeh, Shawkat; Kang, Sang Hoon - In: The North American journal of economics and finance : a … 41 (2017), pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
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Correlation impulse response functions
Hafner, Christian M.; Herwartz, Helmut - In: Finance research letters 57 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
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Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid; Al-Yahyaee, Khamis Hamed; Al-Jarrah, … - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
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Modeling time-varying correlations in volatility between BRICS and commodity markets
Kang, Sang Hoon; McIver, Ron; Yoon, Seong-min - In: Emerging markets finance & trade : a journal of the … 52 (2016) 7/9, pp. 1698-1723
Persistent link: https://www.econbiz.de/10011594437