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Spillover effects between US and major European stock markets

Al-Zeaud, Hussein Ali - In: American journal of finance and accounting 3 (2013/14) 2/4, pp. 172-184

Persistent link: https://www.econbiz.de/10010403630

Return and volatility spillovers across equity markets in mainland China, Hong Kong and the United States

Mohammadi, Hassan; Tan, Yuting - In: Econometrics : open access journal 3 (2015) 2, pp. 215-232

Examinations of the dynamics of daily returns and volatility in stock markets of the US, Hong Kong and mainland China … correlations from the DCC model suggest an increase in correlation between China and other stock markets since the most recent …

Persistent link: https://www.econbiz.de/10011296721

Government intervention in Russian bourse : a case of financial contagion

Khan, Salman; Batteau, Pierre - In: Journal of financial economic policy 4 (2012) 4, pp. 320-339

Persistent link: https://www.econbiz.de/10009674782

Measuring the systemic risk transfer from the United States to the South African financial sector

Foggitt, Gregory M.; Heymans, André; Van Vuuren, Gary - In: Applied economics 51 (2019) 27, pp. 2934-2944

Persistent link: https://www.econbiz.de/10012196765

Is the BRICS decoupling effect reversing? : evidence from dynamic models

Stavroyiannis, Stavros - In: International journal of economics and business research 13 (2017) 3, pp. 303-315

Persistent link: https://www.econbiz.de/10011714517

Time-varying volatility in the U.S. labor market

Wesselbaum, Dennis - 2018

this assumption is much too restrictive. We estimate the conditional variance-covariance matrix using a VAR-DCC model and …-varying volatility in all considered labor market time series. We observe that recessions tend to lead peaks of volatility for most …

Persistent link: https://www.econbiz.de/10012157235