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Testing causality between two...
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1
Testing causality between two vectors in multivariate GARCH models
Wo´zniak, Tomasz
-
2012
Persistent link: https://www.econbiz.de/10009553209
Saved in:
2
Testing causality between two vectors in multivariate GARCH models
Woźniak, Tomasz
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 876-894
Persistent link: https://www.econbiz.de/10011474616
Saved in:
3
Are stock markets in Asia related to carry trade?
Fung, Hung-gay
;
Tse, Yiuman
;
Zhao, Lin
- In:
Pacific-Basin finance journal
25
(
2013
),
pp. 200-216
Persistent link: https://www.econbiz.de/10010346745
Saved in:
4
Volatility
spillover between the US, Chinese and Australian stock markets
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Chi, Wei
; …
- In:
Australian journal of management
43
(
2018
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10011890710
Saved in:
5
Return and
volatility
spillover between stock prices and exchange rates in Croatia : a spillover methodology approach
Škrinjarić, Tihana
;
Dedi, Lidija
;
Šego, Boško
- In:
Romanian journal of economic forecasting
23
(
2020
)
4
,
pp. 93-108
Persistent link: https://www.econbiz.de/10012587117
Saved in:
6
Dynamic causality between stock return and exchange rate : is stock-oriented hypothesis more relevant in Malaysia?
Wee, Yeap Lau
;
Go, You-How
- In:
Asia-Pacific financial markets
25
(
2018
)
2
,
pp. 137-157
Persistent link: https://www.econbiz.de/10012033002
Saved in:
7
Return and
volatility
spillovers among stock markets : BRICS countries experience
Panda, Pradiptarathi
;
Thiripalraju, M.
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
8
(
2018
)
2
,
pp. 148-166
Persistent link: https://www.econbiz.de/10011936269
Saved in:
8
Dynamic relations between oil and stock markets :
volatility
spillovers, networks and causality
Gómez González, José Eduardo
;
Hirs-Garzon, Jorge
; …
-
2018
Persistent link: https://www.econbiz.de/10011944544
Saved in:
9
Causality and
volatility
spillovers of banks' stock price returns on BSE Bankex returns
Subburayan, Baranidharan
- In:
The journal of corporate accounting & finance
35
(
2024
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10014472167
Saved in:
10
Dynamic relations between oil and stock markets :
volatility
spillovers, networks and causality
Gómez González, José Eduardo
;
Hirs-Garzón, Jorge
; …
- In:
International economics : a journal published by CEPII …
165
(
2021
),
pp. 37-50
Persistent link: https://www.econbiz.de/10013254100
Saved in:
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