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The macroeconomic determinants of commodity futures volatility : evidence from Chinese and Indian markets
Mo, Di; Gupta, Rakesh; Li, Bin; Singh, Tarlok - In: Economic modelling 70 (2018), pp. 543-560
Persistent link: https://www.econbiz.de/10012027983
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Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market
Su, Jung-bin - In: Economic modelling 46 (2015), pp. 204-224
Persistent link: https://www.econbiz.de/10011436595
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Understanding the common dynamics of the emerging market currencies
Gülenay Chadwick, Meltem; Fazilet, Fatih; Tekatli, Necati - In: Economic modelling 49 (2015), pp. 120-136
Persistent link: https://www.econbiz.de/10011439504
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Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets
Balcilar, Mehmet; Usman, Ojonugwa; Gungor, Hasan; … - In: Economic modelling 102 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012796953
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Revisiting the bull and bear markets notions in the Tunisian stock market : new evidence from multi-state duration-dependence Markov-switching models
Bejaoui, Azza; Karaa, Adel - In: Economic modelling 59 (2016), pp. 529-545
Persistent link: https://www.econbiz.de/10011647922
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Volatility spillovers of unconventional monetary policy to emerging market economies
Apostolou, Apostolos; Beirne, John - In: Economic modelling 79 (2019), pp. 118-129
Persistent link: https://www.econbiz.de/10012199083
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Forex interventions and exchange rate exposure : evidence from emerging market firms
Sikarwar, Ekta - In: Economic modelling 93 (2020), pp. 69-81
Persistent link: https://www.econbiz.de/10012429847
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Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak; Boughrara, Adel - In: Economic modelling 126 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
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Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo; Chi, Xie; Cong, Yu; Yan, Xu - In: Economic modelling 51 (2015), pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
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Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan; Wang, Yudong; Zhang, Yaojie - In: Economic modelling 96 (2021), pp. 209-219
Persistent link: https://www.econbiz.de/10012745351