Similar Search Results - EconBiz

Inter-Regional Volatility Spillovers Between Emerging Capital Markets: Evidence From Turkey And Brazil

Tasdemir, Murat; Yalama, Abdullah - 2010

This study investigates volatility spillovers between two stock markets, Turkish and Brazilian, located in different regions of the world. Using a misspecification robust causality-in-variance test, we found strong evidence supporting volatility spillovers from Istanbul Stock Exchange (ISE) to...

Persistent link: https://www.econbiz.de/10010320499

Inter-regional volatility spillovers between emerging capital markets : evidence from Turkey and Brazil

Taşdemir, Murat; Yalama, Abdullah - 2010

Persistent link: https://www.econbiz.de/10008655782

Identification of common and idiosyncratic shocks in real equity prices : Australia, 1982 to 2002

Dungey, Mardi H.; Fry, Renee; Martin, Vance - 2003

Persistent link: https://www.econbiz.de/10001808712

International contagion effects from the Russian crisis and the LTCM near-collapse

Dungey, Mardi H.; Fry, Renée; González Hermosillo, Brenda - 2002

Persistent link: https://www.econbiz.de/10001675211

Identification of common and idiosyncratic shocks in real equity prices : Australia, 1982-2002

Dungey, Mardi H.; Fry, Renée; Martin, Vance - In: Global finance journal 15 (2004) 1, pp. 81-102

Persistent link: https://www.econbiz.de/10002125860

Should ASEAN-5 monetary policymakers act pre-emptively against stock market bubbles?

Raghavan, Mala; Dungey, Mardi H. - 2014

Persistent link: https://www.econbiz.de/10010409875

Contagion and banking Crisis : international evidence for 2007 - 2009

Dungey, Mardi H.; Gajurel, Dinesh - 2014

Persistent link: https://www.econbiz.de/10010409913

Should ASEAN-5 monetary policy-makers act pre-emptively against stock market bubbles?

Raghavan, Mala; Dungey, Mardi H. - In: Applied economics 47 (2015) 10/12, pp. 1086-1105

Persistent link: https://www.econbiz.de/10010486301

The US Treasury market in August 1998 : untangling the effects of Hong Kong and Russia with high frequency data

Dungey, Mardi H.; Goodhart, Charles A. E.; Tambakis, … - 2005

Persistent link: https://www.econbiz.de/10003376389

Modelling change in financial market integration : Eastern Europe

Aslanides, Nektarios (contributor); … - 2009

Persistent link: https://www.econbiz.de/10003810432

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