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Happy 20th birthday Euro : an integrated analysis of the stability status in the Eurozone's equity markets
Fakhry, Bachar - In: Journal of economics and political economy : JEPE 6 (2019) 3, pp. 227-256
Persistent link: https://www.econbiz.de/10012167075
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Market integration and volatility spillover across major East Asian stock and Bitcoin markets : an empirical assessment
Zeng, Hongjun; Ahmed, Abdullahi Dahir - In: International journal of managerial finance : IJMF 19 (2023) 4, pp. 772-802
Persistent link: https://www.econbiz.de/10014326092
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The spillover effect on the CEE equity markets and the financial contagion In the context of financial integration
Boghicevici, Claudia; Stamule, Simona; Lolea, Iulian Cornel - In: Romanian journal of economic forecasting 24 (2021) 4, pp. 155-170
Persistent link: https://www.econbiz.de/10013407269
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Asymmetric connectedness on the U.S. stock market : bad and good volatility spillovers
Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš - In: Journal of financial markets 27 (2016), pp. 55-78
Persistent link: https://www.econbiz.de/10011722220
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Asymmetric dynamic spillover effect between cryptocurrency and China's financial market : evidence from TVP-VAR based connectedness approach
Cao, Guangxi; Xie, Wenhao - In: Finance research letters 49 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013478628
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Co-movement and interaction effects across the monetary, foreign exchange and stock markets : evidence from China
Zhao, Xuejin; Zhang, Han - In: Inventi impact: emerging economies (2018) 1, pp. 45-53
Persistent link: https://www.econbiz.de/10012241621
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Return and volatility spillovers across equity markets in mainland China, Hong Kong and the United States
Mohammadi, Hassan; Tan, Yuting - In: Econometrics : open access journal 3 (2015) 2, pp. 215-232
Examinations of the dynamics of daily returns and volatility in stock markets of the US, Hong Kong and mainland China … the US to the other three markets; but no spillover between Hong Kong and either of the two mainland China markets; (2 … mainland China and Hong Kong markets and low correlations of 6.4% and 7.2% between the US and China's two markets; thus …
Persistent link: https://www.econbiz.de/10011296721
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Testing for financial spillovers in calm and turbulent periods
Aliyu, Shehu U. R.; Abdulsalam, Nafiu B.; Bawa, Sani - In: West African journal of monetary and economic integration 18 (2018) 2, pp. 1-27
It has been established in the literature that volatility of stock returns exhibits complex properties of not only … volatility clustering, but also long memory, regime change, and substantial outliers during turbulent and calm periods. Hence …, this paper seeks to analyze volatility spillover, co-movements, independence and contagion in the Chinese, Japanese …
Persistent link: https://www.econbiz.de/10013348418
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Return and volatility spillovers to African equity markets and their determinants
Atenga, Eric Martial Etoundi; Mougoué, Mbodja - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 883-918
Persistent link: https://www.econbiz.de/10012616939
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Returns, volatilities, and correlations across mature, regional, and frontier markets : evidence from South Asia
Amin, Abu S.; Orłowski, Lucjan T. - In: Emerging markets finance & trade : a journal of the … 50 (2014) 3, pp. 5-27
Persistent link: https://www.econbiz.de/10010464049