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Volatility spillovers and cont...
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ECONIS (ZBW)
165
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1
A measure of stock market integration for developed and emerging markets
Korajczyk, Robert A.
-
1995
Persistent link: https://www.econbiz.de/10000914456
Saved in:
2
On bank return and volatility spillovers : identifying transmitters and receivers during crisis periods
Apostolakis, George N.
;
Floros, Christos
;
Giannellis, …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 156-176
Persistent link: https://www.econbiz.de/10013542907
Saved in:
3
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
4
Spillover effects and conditional dependence
Ané, Thierry
;
Labidi, Chiraz
- In:
International review of economics & finance : IREF
15
(
2006
)
4
,
pp. 417-442
Persistent link: https://www.econbiz.de/10003392494
Saved in:
5
Barriers to portfolio investments in emerging stock markets
Demirgüç-Kunt, Asli
;
Huizinga, Harry
-
1992
Persistent link: https://www.econbiz.de/10000138696
Saved in:
6
International cross-listing and stock market development in emerging economies
Hargis, Kent
- In:
International review of economics & finance : IREF
9
(
2000
)
2
,
pp. 101-122
Persistent link: https://www.econbiz.de/10001523648
Saved in:
7
The structure of derivatives exchanges : lessons from developed and emerging markets
Tsetsekos, George P.
;
Varangis, Panayotis N.
-
1998
Persistent link: https://www.econbiz.de/10000985272
Saved in:
8
Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?
Strobel, Marcus
;
Auer, Benjamin R.
- In:
International review of economics & finance : IREF
53
(
2018
),
pp. 168-184
Persistent link: https://www.econbiz.de/10011791732
Saved in:
9
Detecting financial
contagion
using a new nonparametric measure of asymmetric comovements
Zhang, Feipeng
;
Xu, Yixiong
;
Yuan, Di
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 284-296
Persistent link: https://www.econbiz.de/10014446438
Saved in:
10
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
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