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Stock market contagion during the COVID-19 pandemic in emerging economies
Uddin, Mohammed Gazi Salah; Yahya, Muhammad; Goswami, … - In: International review of economics & finance : IREF 79 (2022), pp. 302-309
Persistent link: https://www.econbiz.de/10013343402
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Russian equity market linkages before and after the 1998 crisis: evidence from time-varying and stochastic cointegration tests
Lucey, Brian M.; Voronkova, Svitlana - 2005
This paper examines the relationships between the Russian and other Central European (CE) and developed countries' equity markets over the 1995-2004 period.Along with the traditional Johansen and Juselius (1990) multivariate cointegration tests, we apply novel cointegration approaches, including...
Persistent link: https://www.econbiz.de/10012148495
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The realized volatility of commodity futures : interconnectedness and determinants#
Bouri, Elie; Lucey, Brian M.; Saeed, Tareq; Xuan Vinh Vo - In: International review of economics & finance : IREF 73 (2021), pp. 139-151
Persistent link: https://www.econbiz.de/10012692211
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Oil price shocks and yield curve dynamics in emerging markets
Cepni, Oguzhan; Gupta, Rangan; Karahan, Cenk C.; Lucey, … - In: International review of economics & finance : IREF 80 (2022), pp. 613-623
Persistent link: https://www.econbiz.de/10013342637