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Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo; Demirer, Rıza; Suleman, Muhammad Tahir; … - In: Journal of forecasting 42 (2023) 6, pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
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Volatility spillovers and asymmetric effects of Chinese A-share markets : enterprise-level data based on high-dimensional social network models
Wu, Haifeng; Xie, Qichang - In: Applied economics 56 (2024) 57, pp. 7732-7756
Persistent link: https://www.econbiz.de/10015135122
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Modelling asymmetry in oil, gold and stock markets by a hidden cointegration technique
Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Economia internazionale 68 (2015) 2, pp. 213-228
Persistent link: https://www.econbiz.de/10011304760
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The asymmetry and volatility of the Chinese stock market caused by the "New National Ten"
Tsai, Jui-Jung; Wang, Yang-Chao; Weng, Kehuang - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 86-98
Persistent link: https://www.econbiz.de/10011603392
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Asymmetric correlations in gold and other financial markets
Miyazaki, T.; Hamori, Shigeyuki - In: Applied economics 48 (2016) 46/48, pp. 4419-4425
Persistent link: https://www.econbiz.de/10011640106
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Stock market interactions between the BRICS and the United States : evidence from asymmetric granger causality tests in the frequency domain
Chang, Tsangyao; Ranjbar, Omid; Jooste, Charl - In: Iranian economic review : journal of University of Tehran 21 (2017) 2, pp. 297-320
Persistent link: https://www.econbiz.de/10011730696
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Reinvestigating the oil dependency of the GCC countries' stock market : a regime-switching cointegration approach
Ebadi, Esmaeil; Razaq, Yousef Abdul - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 3, pp. 387-406
Persistent link: https://www.econbiz.de/10014533305
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Volatility spillovers of stock markets between China and the countries along the Belt and Road
Lu, Wanbo; Gao, Yuxuan; Huang, Xiaoyi - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 14, pp. 3311-3331
Persistent link: https://www.econbiz.de/10012211130
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Are digital assets backstops for GCC stock markets in COVID-19-led financial crisis?
Loukil, Sahar; Aloui, Mouna; Jeribi, Ahmed; Jarboui, Anis - In: International journal of electronic finance : IJEF 10 (2021) 4, pp. 232-259
Persistent link: https://www.econbiz.de/10012798960
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Volatility clustering and persistence during COVID-19 : evidence of asymmetric volatility in the Asia-Pacific stock markets
Pandey, Dharen Kumar; Kumari, Vineeta - In: International journal of financial services management … 11 (2022) 3, pp. 232-244
Persistent link: https://www.econbiz.de/10014311761