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Firm size and volatility analysis in the Spanish stock market

Chuliá, Helena; Torró, Hipòlit - In: The European journal of finance 17 (2011) 7/8, pp. 695-715

Persistent link: https://www.econbiz.de/10009509834

Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española

Chuliá, Helena; Torró, Hipòlit - In: Investigaciones económicas 31 (2007) 3, pp. 445-474

Persistent link: https://www.econbiz.de/10003751062

Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española

Chuliá, Helena (contributor); Torró, Hipòlit (contributor) - 2006

Persistent link: https://www.econbiz.de/10003328898

Asymmetric covariance in spot-futures markets

Meneu Ferrer, Vicente; Torró, Hipòlit - In: The journal of futures markets 23 (2003) 11, pp. 1019-1046

Persistent link: https://www.econbiz.de/10001795034

Trading with asymmetric volatility spillovers

Alañón Pardo, Ángel; Torró, Hipòlit - In: Journal of business finance & accounting : JBFA 34 (2007) 9/10, pp. 1548-1568

Persistent link: https://www.econbiz.de/10003626840

Volatility transmission and correlation analysis between the USA and Asia : the impact of the global financial crisis

Valls, Natàlia; Chuliá, Helena - In: Global economic review 41 (2012) 2, pp. 111-129

Persistent link: https://www.econbiz.de/10009570990

Volatility Transmission and Correlation Analysis between the US and Asia : The Impact of the Global Financial Crisis

Valls, Natalia - 2011

This paper examines volatility transmission and conditional correlations behaviour between the US and the Asian stock markets considering the effect of the Global Financial crisis. One Asian mature market and ten emerging markets are included in the sample. To carry out the analysis, we use a...

Persistent link: https://www.econbiz.de/10013131471