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The dynamic relation between returns, trading volume, and volatility : lessons from spillovers between Asia and the United States

Ge̜bka, Bartosz - In: Bulletin of economic research 64 (2012) 1, pp. 65-90

Persistent link: https://www.econbiz.de/10009488143

Is there life in the old dogs yet? : making break-tests work on financial contagion

Ge̜bka, Bartosz; Karoglou, Michail - In: Review of quantitative finance and accounting 40 (2013) 3, pp. 485-507

Persistent link: https://www.econbiz.de/10009727555

International herding : does it differ across sectors?

Ge̜bka, Bartosz; Wohar, Mark E. - In: Journal of international financial markets, … 23 (2013), pp. 55-84

Persistent link: https://www.econbiz.de/10009707511

Are financial spillovers stable across regimes? Evidence from the 1997 Asian crisis

Ge̜bka, Bartosz; Serwa, Dobromił - In: Journal of international financial markets, … 16 (2006) 4, pp. 301-317

Persistent link: https://www.econbiz.de/10003371894

Are financial spillovers stable across regimes? : Evidence from the 1997 Asian crisis

Ge̜bka, Bartosz; Serwa, Dobromił - 2004

Persistent link: https://www.econbiz.de/10002176949

Are Financial Spillovers Stable Across Regimes? Evidence from the 1997 Asian Crisis

Ge̜bka, Bartosz; Serwa, Dobromił - 2005

We investigate breaks in financial spillovers between the US and eight South-East Asian capital markets before and during the 1997 Asian crisis. We construct threshold vector autoregressive models and apply novel techniques to test whether causality patterns between markets are characterized by...

Persistent link: https://www.econbiz.de/10014064969