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Co-movements of US and Asian equity markets : evidence from asymmetric and time-varying coefficients

Kolluri, Bharat R.; Machuga, Susan; Wahab, Mamoud S. - In: Review of Pacific Basin financial markets and policies 17 (2014) 4, pp. 1-44

Persistent link: https://www.econbiz.de/10010474388

Asymmetric volatility spillovers between crude oil and international financial markets

Wang, Xunxiao; Wu, Chongfeng - In: Energy economics 74 (2018), pp. 592-604

Persistent link: https://www.econbiz.de/10011972941

Univariate and bivariate volatility in Central European stock markets

Claudiu, Boţoc - In: Prague economic papers : a bimonthly journal of … 26 (2017) 2, pp. 127-141

Persistent link: https://www.econbiz.de/10011723814

Modeling volatility linkages between Shanghai and Hong Kong stock markets before and after the connect program

Lin, Wensheng - In: Economic modelling 67 (2017), pp. 346-354

Persistent link: https://www.econbiz.de/10011813838

Jump tail dependence in the Chinese stock market

Li, Sophia Zhengzi; Wang, Hao; Zhao, Hua - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2379-2396

Persistent link: https://www.econbiz.de/10011672561

The effect of the introduction of the euro on asymmetric stock market returns volatility across the euro-zone

Moorhead, Simon; Brooks, Robert - In: Journal of accounting & management information systems … 12 (2013) 2, pp. 280-301

The aim of this paper is to examine the effect that the increase in integration, culminating in the introduction of the euro currency, had on returns volatility across the different members of the currency union. We analyse the twelve countries that adopted the euro in January 2002, over the...

Persistent link: https://www.econbiz.de/10010338865

The impact of tail risk on stock market returns : the role of market sentiment

Chevapatrakul, Thanaset; Xu, Zhongxiang; Yao, Kai - In: International review of economics & finance : IREF 59 (2019), pp. 289-301

Persistent link: https://www.econbiz.de/10012202875

Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data

Gupta, Rangan; Marfatia, Hardik A.; Olson, Eric - In: Applied economics letters 27 (2020) 16, pp. 1305-1311

Persistent link: https://www.econbiz.de/10012267127

An analysis of spillover of return and asymmetric spillovr of volatility between NIFTY and India VIX

Chopra, Monika - In: South Asian journal of management : SAJM 25 (2018) 2, pp. 90-116

Persistent link: https://www.econbiz.de/10012011151

Stock market correlations and the business sentiments : evidence from the US and Germany

Gao, Ruzhao; Zhang, Bing; Liu, Haifei - In: Ekonomický časopis : časopis pre ekonomickú … 66 (2018) 4, pp. 396-415

Persistent link: https://www.econbiz.de/10012152786