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Realized higher-order moments spillovers across cryptocurrencies
Apergēs, Nikolaos - In: Journal of international financial markets, … 85 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014433236
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Market momentum amplifies market volatility risk : evidence from China's equity market
Liang, Chao; Luu Duc Toan Huynh; Li, Yan - In: Journal of international financial markets, … 88 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014483186
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Discovering the drivers of stock market volatility in a data-rich world
Chun, Dohyun; Cho, Hoon; Ryu, Doojin - In: Journal of international financial markets, … 82 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014245870
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The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies
Tian, Maoxi; El Khoury, Rim; Alshater, Muneer Maher - In: Journal of international financial markets, … 82 (2023), pp. 1-28
Persistent link: https://www.econbiz.de/10014246021
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Factor volatility spillover and its implications on factor premia
Shi, Huai-Long; Zhou, Wei-Xing - In: Journal of international financial markets, … 80 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013533171