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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Policy research working paper : WPS"
~subject:"Spillover effect"
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Volatility spillovers and cont...
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Spillover effect
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Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries
Kim, Bonghan
;
Kim, Hyeongwoo
;
Lee, Bong-soo
- In:
International review of economics & finance : IREF
39
(
2015
),
pp. 192-210
Persistent link: https://www.econbiz.de/10011572434
Saved in:
2
An analysis of returns and volatility spillovers and their determinants in emerging Asian and Middle Eastern countries
Balli, Faruk
;
Hajhoj, Hassan Rafdan
;
Basher, Syed Abul
; …
- In:
International review of economics & finance : IREF
39
(
2015
),
pp. 311-325
Persistent link: https://www.econbiz.de/10011572452
Saved in:
3
The global financial crisis: World market or regional
contagion
effects?
Morales, Lucía
;
Andréosso-O'Callaghan, Bernadette
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 108-131
Persistent link: https://www.econbiz.de/10010431480
Saved in:
4
Information transmission and dynamics of stock price movements : an empirical analysis of BRICS and US stock markets
Bhuyan, Rafiqul
;
Robbani, Mohammad G.
;
Talukdar, Bakhtear
; …
- In:
International review of economics & finance : IREF
46
(
2016
),
pp. 180-195
Persistent link: https://www.econbiz.de/10011626744
Saved in:
5
Dynamic correlation analysis of financial
contagion
: evidence from the Central and Eastern European markets
Syllignakis, Manolis N.
;
Kouretas, Georgios P.
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 717-732
Persistent link: https://www.econbiz.de/10009303872
Saved in:
6
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
7
Volatility spillovers and hedging effectiveness between health and tourism stocks : empirical evidence from the US
Salisu, Afees A.
;
Akanni, Lateef O.
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 150-159
Persistent link: https://www.econbiz.de/10012792946
Saved in:
8
Exploring the interconnectedness of China's new energy and stock markets : a study on volatility spillovers and dynamic correlations
Li, Guangchen
;
Shen, Z. Y.
;
Song, Malin
;
Wei, Weixian
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 471-484
Persistent link: https://www.econbiz.de/10014446780
Saved in:
9
Does the volatility spillover effect matter in oil price volatility predictability? : evidence from high-frequency data
Wu, Lan
;
Xu, Weiju
;
Huang, Dengshi
;
Li, Pan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 299-306
Persistent link: https://www.econbiz.de/10013543121
Saved in:
10
Volatility and return spillovers in Canadian and US industry ETFs
Krause, Timothy
;
Tse, Yiuman
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 244-259
Persistent link: https://www.econbiz.de/10009693301
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