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Do commodity markets catch a cold from stock markets? : Modelling uncertainty spillovers using Google search trends and wavelet coherence

Szczygielski, Jan Jakub; Charteris, Ailie; Obojska, Lidia - In: International review of financial analysis 87 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014457702

Volatility spillovers in commodity markets : a large t-vector autoregressive approach

Barbaglia, Luca; Croux, Christophe; Wilms, Ines - In: Energy economics 85 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012509561

Volatility spillovers : a sparse multivariate GARCH approach with an application to commodity markets

Dhaene, Geert; Sercu, Piet; Wu, Jianbin - In: The journal of futures markets 42 (2022) 5, pp. 868-887

Persistent link: https://www.econbiz.de/10013187611

Forecasting stock prices with commodity prices : new evidence from Feasible Quasi Generalized Least Squares (FQGLS) with non-linearities

Fasanya, Ismail Olaleke; Adekoya, Oluwasegun B.; … - In: Economic systems 47 (2023) 2, pp. 1-17

Persistent link: https://www.econbiz.de/10014317524

Foreign speculators and emerging equity markets

Bekaert, Geert; Harvey, Campbell R. - 1997

Persistent link: https://www.econbiz.de/10000983929

Handelsstrategien von Nichtpreisnehmern : Theorie und empirische Untersuchung

Kampovsky, Anne-Kerstin - 2000

Persistent link: https://www.econbiz.de/10001526720

Foreign speculators and emerging equity markets

Bekaert, Geert; Harvey, Campbell R. - In: The journal of finance : the journal of the American … 55 (2000) 2, pp. 565-613

Persistent link: https://www.econbiz.de/10001497269

Foreign Speculators and Emerging Equity Markets

Bekaert, Geert - 1997

A number of countries have delayed the opening of their capital markets to international" investment because of reservations about the impact of foreign speculators on both expected" returns and market volatility. We propose a cross-sectional time-series model that attempts to" assess the impact...

Persistent link: https://www.econbiz.de/10012472501

Foreign Speculators and Emerging Equity Markets

Bekaert, Geert - 2008

A number of countries have delayed the opening of their capital markets to internationalquot; investment because of reservations about the impact of foreign speculators on both expectedquot; returns and market volatility. We propose a cross-sectional time-series model that attempts toquot;...

Persistent link: https://www.econbiz.de/10012774923

Hourly volatility spillovers between international equity markets

Susmel, Raul; Engle, Robert F. - 1992

Persistent link: https://www.econbiz.de/10000841632