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~subject:"Emerging economies"
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Search: subject:"causality in variance"
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Emerging economies
causality-in-variance
26
Volatilität
22
Causality-in-variance
21
Volatility
20
Spillover-Effekt
14
Börsenkurs
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causality in variance
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Herding
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Kapitaleinkommen
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speculation
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spillovers
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currency and commodity markets
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futures and spot markets
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hedging
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noise traders
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time-varying volatility
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Atukeren, Erdal
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Korkmaz, Turhan
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Kumar, Dilip
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Taşdemir, Murat
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Economics / Discussion papers : the open-access, open-assessment e-journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets review
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Theoretical economics letters
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Causal linkages among advanced emerging European and Asian economies
Kumar, Dilip
- In:
Theoretical economics letters
9
(
2019
)
1
,
pp. 139-154
Persistent link: https://www.econbiz.de/10012005378
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2
The causal linkages between sovereign CDS prices for the BRICS and major European economies
Stolbov, Michail I.
-
2014
(CCF) approach used in the research distinguishes between causality-in-mean and
causality-in-variance
. In both causality …
Persistent link: https://www.econbiz.de/10010247460
Saved in:
3
Volatility spillover effects in interregional equity markets : empirical evidence from Brazil and Turkey
Taşdemir, Murat
;
Yalama, Abdullah
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
)
2
,
pp. 190-202
Persistent link: https://www.econbiz.de/10010403071
Saved in:
4
Return and volatility spillovers among CIVETS stock markets
Korkmaz, Turhan
;
Çevik, Emrah İ.
;
Atukeren, Erdal
- In:
Emerging markets review
13
(
2012
)
2
,
pp. 230-252
Persistent link: https://www.econbiz.de/10010219488
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