Search Results - subject:"Directional spillover index"

Predictive directional measurement volatility spillovers between the US and selected Asian Pacific countries

Al-Hajieh, Heitham - In: Cogent Economics & Finance 11 (2023) 1, pp. 1-38

Since portfolio management relies on the association of portfolio diversification, analyzing the spillover between the United States (US) and Asian-Pacific financial markets has become more critical. If Asian stock markets have low or negative correlations with each other and/or the US market,...

Persistent link: https://www.econbiz.de/10015074910

Predictive directional measurement volatility spillovers between the US and selected Asian Pacific countries

Al-Hajieh, Heitham - In: Cogent economics & finance 11 (2023) 1, pp. 1-38

Persistent link: https://www.econbiz.de/10014500629

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

Directional spillover effects between ASEAN and world stock markets

Kang, Sang Hoon; Uddin, Mohammed Gazi Salah; Troster, Victor - In: Journal of multinational financial management 52/53 (2019), pp. 1-20

Persistent link: https://www.econbiz.de/10012314802

Who leads the inflation cycle in Europe? : inflation cycle and spillover influence among Eurozone and non-Eurozone economies

Kang, Sang Hoon; Hernandez, Jose Arreola; Yoon, Seong-min - In: International economics : a journal published by CEPII … 160 (2019), pp. 56-71

Persistent link: https://www.econbiz.de/10012318865