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The current global financial crisis : do Asian markets show contagion or interdependence effects?

Morales, Lucía; Andréosso-O'Callaghan, Bernadette - In: Journal of Asian economics 23 (2012) 6, pp. 616-626

Persistent link: https://www.econbiz.de/10009690289

Co-movements and spillovers of oil and renewable firms under extreme conditions : new evidence from negative WTI prices during COVID-19

Corbet, Shaen; Goodell, John W.; Günay, Samet - In: Energy economics 92 (2020), pp. 1-24

Persistent link: https://www.econbiz.de/10012520119

Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market

Su, Jung-bin - In: Economic modelling 46 (2015), pp. 204-224

Persistent link: https://www.econbiz.de/10011436595

Dynamics of volatility spillover between stock market and foreign exchange market : evidence from Asian Countries

Jebran, Khalil; Iqbal, Amjad - In: Financial innovation : FIN 2 (2016) 3, pp. 1-20

Background: The purpose of this study is to examine volatility spillover effects between stock market and foreign exchange market in selected Asian countries; Pakistan, India, Sri Lanka, China, Hong Kong and Japan. This study considered daily data from 4th January, 1999 to 1st January, 2014....

Persistent link: https://www.econbiz.de/10011542472

Examining volatility spillover between Asian countries' stock markets

Jebran, Khalil; Iqbal, Amjad - In: China finance and economic review : CFER 4 (2016), pp. 1-13

Background: This study examined the volatility spillover effects between the stock markets of Asian countries, i.e., Pakistan, India, Sri Lanka, China, Japan, and Hong Kong. Methods: The daily data was considered from the period 4 January 1999 to 1 January 2014, consisting five trading days from...

Persistent link: https://www.econbiz.de/10011499342

Asymmetric volatility spillover between stock market and foreign exchange market : instances from Indian market from pre-, during and post- subprime crisis periods

Bal, Gnyana Ranjan; Manglani, Amit; Deo, Malabika - In: Global business review 19 (2018) 6, pp. 1567-1579

Persistent link: https://www.econbiz.de/10011982899

Information linkages among emerging equity markets : an empirical study

Sehgal, Sanjay; Jain, Payal - In: Decision 44 (2017) 1, pp. 15-38

Persistent link: https://www.econbiz.de/10011703060

Information transmission and dynamics of stock price movements : an empirical analysis of BRICS and US stock markets

Bhuyan, Rafiqul; Robbani, Mohammad G.; Talukdar, Bakhtear; … - In: International review of economics & finance : IREF 46 (2016), pp. 180-195

Persistent link: https://www.econbiz.de/10011626744

On the volatility transmission between oil and stock markets : a comparison of emerging importers and exporters

Bouri, Elie; Demirer, Rıza - In: Economia politica : journal of analytical and … 33 (2016) 1, pp. 63-82

Persistent link: https://www.econbiz.de/10011637703

Country ETF returns and volatility spillovers in emerging stock markets, Europe and USA

Yavas, Burhan F.; Rezayat, Fahimeh - In: International journal of emerging markets 11 (2016) 3, pp. 419-437

Persistent link: https://www.econbiz.de/10011588181