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isPartOf:"Journal of international financial markets, institutions & money"
~subject:"ARCH model"
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1
Market risks that change US-European equity correlations
Sarwar, Ghulam
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014306348
Saved in:
2
How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?
Sakurai, Yuji
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012820927
Saved in:
3
Realized correlations, betas and volatility spillover in the agricultural commodity market : what has changed?
Bonato, Matteo
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 184-202
Persistent link: https://www.econbiz.de/10012262524
Saved in:
4
Volatility forecasting of non-ferrous metal futures : covariances, covariates or combinations?
Lyócsa, Štefan
;
Molnár, Peter
;
Todorova, Neda
- In:
Journal of international financial markets, …
51
(
2017
),
pp. 228-247
Persistent link: https://www.econbiz.de/10011896310
Saved in:
5
Institutional investment, equity volume and volatility spillover : causalities and asymmetries
Chakraborty, Sandip
;
Kakani, Ram Kumar
- In:
Journal of international financial markets, …
44
(
2016
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011690360
Saved in:
6
Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms
Akhtaruzzaman, Md.
;
Shamsuddin, Abul
;
Easton, Steve
- In:
Journal of international financial markets, …
31
(
2014
),
pp. 378-396
Persistent link: https://www.econbiz.de/10011299306
Saved in:
7
A comparative analysis of the dynamic relationship between oil prices and exchange rates
Turhan, M. Ibrahim
;
Sensoy, Ahmet
;
Hacihasanoglu, Erk
- In:
Journal of international financial markets, …
32
(
2014
),
pp. 397-414
Persistent link: https://www.econbiz.de/10011299783
Saved in:
8
Oil price shocks and stock market returns : new evidence from the United States and China
Broadstock, David C.
;
Filis, George
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 417-433
Persistent link: https://www.econbiz.de/10011299813
Saved in:
9
Oil and stock returns : evidence from European industrial sector indices in a time-varying environment
Degiannakisa, Stavros
;
Filis, George
;
Floros, Christos
- In:
Journal of international financial markets, …
26
(
2013
),
pp. 175-191
Persistent link: https://www.econbiz.de/10010234924
Saved in:
10
Putting the "C" into crisis : contagion, correlations and copulas on EMU bond markets
Philippas, Dionisis
;
Siriopoulos, Costas
- In:
Journal of international financial markets, …
27
(
2013
),
pp. 161-176
Persistent link: https://www.econbiz.de/10010411745
Saved in:
11
Asymmetric dynamics in correlations of treasury and swap markets : evidence from the US market
Toyoshima, Yuki
;
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Journal of international financial markets, …
22
(
2012
)
2
,
pp. 381-394
Persistent link: https://www.econbiz.de/10009581695
Saved in:
12
The integration of the credit default swap markets during the US subprime crisis : dynamic correlation analysis
Wang, Ping
;
Moore, Tomoe
- In:
Journal of international financial markets, …
22
(
2012
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009540854
Saved in:
13
Time-varying financial stress linkages : evidence from the LIBOR-OIS spreads
Ji, Philip Inyeob
- In:
Journal of international financial markets, …
22
(
2012
)
4
,
pp. 647-657
Persistent link: https://www.econbiz.de/10009582580
Saved in:
14
Dynamic correlations and volatility effects in the Balkan equity markets
Syriopoulos, Theodore
;
Roumpis, Efthimios
- In:
Journal of international financial markets, …
19
(
2009
)
4
,
pp. 565-587
Persistent link: https://www.econbiz.de/10003879499
Saved in:
15
International stock markets interactions and conditional correlations
Savva, Christos S.
- In:
Journal of international financial markets, …
19
(
2009
)
4
,
pp. 645-661
Persistent link: https://www.econbiz.de/10003879516
Saved in:
16
Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates
Baillie, Richard
;
Cecen, A. A.
;
Erkal, Cahit
;
Han, …
- In:
Journal of international financial markets, …
14
(
2004
)
5
,
pp. 401-418
Persistent link: https://www.econbiz.de/10002186598
Saved in:
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