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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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Global contagion of market sentiment during the US subprime crisis
Lee, Yen-Hsien; Tucker, Alan L.; Wang, David K.; Pao, … - In: Global finance journal 25 (2014) 1, pp. 17-26
Persistent link: https://www.econbiz.de/10010400994
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Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets : pre & post crisis
Vukovic, Darko B.; Lapshina, Kseniya A.; Maiti, Moinak - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013186510
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Relationship between gold and stock markets during the global financial crisis : evidence from nonlinear causality tests
Choudhry, Taufiq; Ul Hassan, Syed Shabi; Shabi, Sarosh - In: International review of financial analysis 41 (2015), pp. 247-256
Persistent link: https://www.econbiz.de/10011508942
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Effects of financial crises on the long memory volatility dependency of foreign exchange rates : the asian crisis vs. the global crisis
Han, Young Wook - In: Journal of East Asian economic integration 18 (2014) 1, pp. 3-27
This paper examines the effects of financial crises on the long memory volatility dependency of daily exchange returns …-parametric Local Whittle method to estimate the long memory volatility dependency of the daily returns and the temporally aggregated … returns of the two exchange rates. Then it compares the effects of the two financial crises on the long memory volatility …
Persistent link: https://www.econbiz.de/10011568197
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Volatility in Asian stock markets and global financial crisis
Singhania, Monica; Anchalia, Jugal - In: Journal of advances in management research : JAMR 10 (2013) 3, pp. 333-351
Persistent link: https://www.econbiz.de/10010206641
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Effects of financial crises on the long memory volatility dependency of foreign exchange rates : the Asian crisis vs. the global crisis
Han, Young Wook - In: Journal of East Asian economic integration 18 (2014) 1, pp. 3-27
Persistent link: https://www.econbiz.de/10010347752
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Comparative analysis on the effects of the Asian and global financial crises on precious metal markets
Morales, Lucía; Andréosso-O'Callaghan, Bernadette - In: Research in international business and finance 25 (2011) 2, pp. 203-227
Persistent link: https://www.econbiz.de/10008988893
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Realizing the volatility impacts of sovereign credit ratings information on equity and currency markets : evidence from the Asian financial crisis
Sirimon Treepongkaruna; Eliza, Wu - In: Research in international business and finance 26 (2012) 3, pp. 335-352
Persistent link: https://www.econbiz.de/10009615550
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Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis
Lien, Da-hsiang Donald; Lee, Geul; Li, Yang; Zhang, Yuyin - In: The North American journal of economics and finance : a … 46 (2018), pp. 187-201
Persistent link: https://www.econbiz.de/10012036617