Showing 1 - 10 of 152
This paper examines volatility spillovers from mature to emerging stock markets and tests for changes in the …. -- Volatility spillovers ; contagion ; stock markets ; emerging markets …
Persistent link: https://www.econbiz.de/10003808130
Persistent link: https://www.econbiz.de/10003821913
This paper examines volatility spillovers from mature to emerging stock markets and tests for changes in the …. -- Volatility spillovers ; contagion ; stock markets ; emerging markets …
Persistent link: https://www.econbiz.de/10003823970
This paper models volatility spillovers from mature to emerging stock markets, tests for changes in the transmission … tend to be unchanged or lower during turbulences. -- Volatility spillovers ; Contagion ; Stock markets ; Emerging markets …
Persistent link: https://www.econbiz.de/10003963822
Persistent link: https://www.econbiz.de/10010249056
Persistent link: https://www.econbiz.de/10003799859
This paper models volatility spillovers from mature to emerging stock markets, tests for changes in the transmission …
Persistent link: https://www.econbiz.de/10013154956
This paper examines global (mature market) and regional (emerging market) spillovers in local emerging stock markets … America, and the Middle East. The models capture a range of possible transmission channels: spillovers in mean returns … suggest that spillovers from regional and global markets are present in the vast majority of EMEs. However, the nature of …
Persistent link: https://www.econbiz.de/10013155090
This paper examines global (mature market) and regional (emerging market) spillovers in local emerging stock markets … America, and the Middle East. The models capture a range of possible transmission channels: Spillovers in mean returns … suggest that spillovers from regional and global markets are present in the vast majority of EMEs. However, the nature of …
Persistent link: https://www.econbiz.de/10013095613
This paper examines volatility spillovers from mature to emerging stock markets and tests for changes in the …
Persistent link: https://www.econbiz.de/10014401286