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More different than alike : cross-sector volatility spillovers in Chinese stock sectors during COVID-19 pandemic

Chen, Yufeng; Yimaier, Reyila; Xiang, Lin - In: Applied economics 57 (2025) 5, pp. 488-506

Persistent link: https://www.econbiz.de/10015192350

Dynamic transmissions between the U.S. and equity markets in the MENA countries : new evidence from pre- and post-global financial crisis

Maghyereh, Aktham I.; Awartani, Basel; Hilu, Khalil Al - In: The quarterly review of economics and finance : journal … 56 (2015), pp. 123-138

Persistent link: https://www.econbiz.de/10011574365

Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies

Esparcia, Carlos; Fakhfakh, Tarek; Jareño, Francisco; … - In: Financial innovation : FIN 10 (2024), pp. 1-26

This study examines the link between stocks and decentralized finance (DeFi) in terms of returns and volatility. Major … conditional correlation (DCC)-GARCH model to assess the bivariate correlation structure between each DeFi and ETF pair. The … volatility spillover analysis proves a contagion effect occurred between different geographic markets, and even between markets …

Persistent link: https://www.econbiz.de/10015361554

Volatility spillovers between stock and energy markets during crises : a comparative assessment between the 2008 global financial crisis and the Covid-19 pandemic crisis

Jebabli, Ikram; Kouaissah, Noureddine; Arouri, Mohamed - In: Finance research letters 46 (2022) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10013341502

Do COVID-19 epidemic explains the dynamic conditional correlation between china's stock market index and international stock market indices?

Derbali, Abdelkader; Naoui, Kamel; Ben Sassi, Mounir; … - In: The Chinese economy : translations and studies 55 (2022) 3, pp. 227-242

Persistent link: https://www.econbiz.de/10013204855

Spillover and comovement : the contagion mechanism of systemic risks between the US and Chinese stock markets

Liu, Yaqing; Ouyang, Hongbing - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 109-121

Persistent link: https://www.econbiz.de/10010465130

Correlations and volatility spillovers between China and Southeast Asian stock markets

Zhong, Yi; Liu, Jiapeng - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 57-69

Persistent link: https://www.econbiz.de/10012656194

Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period

Rai, Karan; Garg, Bhavesh - In: Applied economics letters 29 (2022) 8, pp. 738-745

Persistent link: https://www.econbiz.de/10013171046

Are Indian markets insulated from the impact of cryptocurrencies? : unveiling the volatility linkages through multi-index dynamic multivariate GARCH analysis

Thomas, Robin - In: Economic notes 53 (2024) 3, pp. 1-17

Persistent link: https://www.econbiz.de/10015135547

Directional spillovers from the US and the Saudi market to equities in the Gulf Cooperation Council countries

Awartani, Basel; Maghyereh, Aktham I.; Al Shiab, Mohammad - In: Journal of international financial markets, … 27 (2013), pp. 224-242

Persistent link: https://www.econbiz.de/10010411742