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Dynamic volatility spillovers across the Extended Greater China Region stock markets
Diaz, John Francis - In: Global economy journal : GEJ 21 (2021) 1, pp. 2150003-1-2150003-22
Persistent link: https://www.econbiz.de/10012805962
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Volatility integration of global stock markets with the Malaysian stock market : a multivariate GARCH approach
Qian, Peh Ying; Diaz, John Francis - In: Malaysian journal of economic studies 54 (2017) 1, pp. 83-117
Persistent link: https://www.econbiz.de/10011825756
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The spillover and leverage effects of equity exchange-traded notes (ETNs)
Chen, Jo-hui; Diaz, John Francis - In: Global economy journal : GEJ 19 (2019) 3, pp. 1950013-1-17
Persistent link: https://www.econbiz.de/10012201280