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Economic Policy Uncertainty and Volatility Spillovers Among International Stock Market Indices During the COVID-19 Outbreak

Su, Fei; Wang, Feifan; Xu, Yahua - 2022

Using a sample of 16 international stock market indices spanning the period of January 2015 to June 2022, we examine how global equity markets interact with respect to volatility spillover, with a special focus on differences regarding investment horizons and how the connectedness structure...

Persistent link: https://www.econbiz.de/10014239607

Conditional volatility persistence and realized volatility asymmetry : evidence from the Chinese stock markets

Su, Fei; Wang, Lei - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 14, pp. 3252-3269

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The intraday dynamics and intraday price discovery of bitcoin

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Risk contagion in financial markets : a systematic review using bibliometric methods

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Dynamic conditional angular correlation

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