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1. information spillover effects between stock and option markets fredrik berchtold and lars nordén1 school of business, stockholm university, s-106 91 stockholm, sweden.…
volatility spillovers between foreign exchange and stock markets in industrialized countries amalia morales-zumaqueroa and simón sosvilla-riverob * 1 adepartment of economic…
prosiding perkem viii, jilid 3 2013 1401 - 1412 issn: 2231-962x persidangan kebangsaan ekonomi malaysia ke viii perkem viii “dasar awam dalam era transformasi ekonomi:…
sudarsana sahoo, harendra behera and pushpa trivedi* this paper investigates the price and volatility spillovers between the indian foreign exchange (forex) and stock markets
volatility spillovers and financial contagion in the cee stock markets msc. student: Țânțaru mihai supervisor: professor phd. moisă altăr academy of economic studies…
microsoft word - young note (formatted - website)this version does not contain page numbers. please consult the print or online database versions for the proper citation
prosiding perkem viii jilid 3 2013 1401 - 1412 issn: 2231-962x persidangan kebangsaan ekonomi malaysia ke viii perkem viii “dasar awam dalam era transformasi ekonomi: cabaran…
regional statistics, vol. 10. no. 2. 2020: 63–82 doi: 10.15196rs100203 volatility spillovers and time-frequency correlations between chinese and african stock markets ngo…
raphael duguay michael minnis andrew sutherland march 2019 * we appreciate helpful comments from mark bagnoli, john barrios, phil berger, john core, jacquelyn gillette, joao
powerpoint volatility spillovers in commodity futures markets: a network approach jian yang j.p. morgan center for commodities, university of colorado denver, usa zheng li
colombia. identification through mpra paper no. 90422, posted 09 dec 2018 16:11 utc 3 giovanny sandoval paucara resumen la investigación cuantifica y analiza los efectos
on volatility spillover in the emerging stock market: asymmetric model for indonesia december 2019 abstract negative sentiments have increased volatility uncertainty complexity…
volatility spillovers between oil prices and stock returns: a focus on frontier marketssubmitted on 12 oct 2019 hal is a multi-disciplinary open access archive for the deposit
volatility spillovers between equity and green bond marketsdaehyeon park, jiyeon park and doojin ryu * college of economics, sungkyunkwan university, seoul 03063, korea;
giovanni calice∗, jing chen, julian williams abstract at the end of 2009, countries in the eurozone began to experience a sudden divergence of bond yields as the market
main: 773.702.5599 bfi.uchicago.edu a program of working paper · no. 2020-121 uncertainty spillovers for markets and policy lars peter hansen february 2021 uncertainty
sovereign rating news and financial markets spillovers: evidence from the european debt crisis; by rabah arezki, bertrand candelon and amadou n. r. sy; imf working paper
return and volatility spillovers from developed markets to emerging markets: the case of south asian capital marketsreturn and volatility spillovers from developed to emerging
central bank credibility and global spillovers: revisiting the policy trilemma in open economiesu.s. monetary policy spillovers to emerging markets: both shocks and vulnerabilities
the thailand econometrics society, vol. 2, no. 2 (january 2010), 224 - 252 conditional correlations and volatility spillovers between crude oil and stock index returns roengchai…