Results 151 to 160 of about 641,406 (300)

Understanding Return And Volatility Spillovers Among Major Agricultural Commodities

, 2013
Amine Lahiani, Duc Khuong Nguyen, Thierry Vo   +2 more
openalex   +2 more sources

Time-frequency Volatility Spillovers of Conventional Stock Markets: Evidence from Developed, Emerging, and Frontier Markets

, 2023
Moghis Ur Rehman, Zamrud Khursheed, Muhammad Kashif Ali   +2 more
openalex   +2 more sources

VOLATILITY, PRICE TRANSMISSION AND VOLATILITY SPILLOVER ANALYSIS OF TOMATO IN MALANG AND KEDIRI REGENCIES

AGRISE, 2016
Fluctuation on tomatoes’ prices is considered unstable as well as unpredictable due to several obstructions on demands and supply, which are deemed to yield a price volatility.
Amylia Rahma Nurbani, Ratya Anindita, Suhartini Suhartini   +2 more
doaj  

Systemic Importance of China's Financial Institutions: A Jump Volatility Spillover Network Review. [PDF]

Entropy (Basel), 2020
Yang X, Zhao X, Gong X, Yang X, Huang C.
europepmc   +1 more source

Are Blockchain-based assets connected to classical markets? Volatility spillover and wavelet analysis

, 2023
Karoui AT, Mahjoub R, Kammoun A.
europepmc   +1 more source

Onshore and offshore market for Indian Rupee: recent evidence on volatility and shock spillover [PDF]

The paper empirically examines the onshore-offshore linkages of the Indian rupee using recently developed multivariate GARCH techniques. The empirical results show that offshore non deliverable forward (NDF) market does not have mean spillover impact on ...
Behera, Harendra
core   +1 more source

European sovereign debt crisis and linkage of long-term government bond yields [PDF]

Based on the robust cross-correlation function approach developed by Hong (2001),　this paper investigates the causality-in-mean and the causality-in-variance of long-term bond yields in seven countries including “PIIGS†(Portugal, Ireland, Italy ...
Go Tamakoshi
core  

Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets

Journal of international financial markets, institutions, and money
Yong Wang, Shimiao Liu, Mohammad Zoynul Abedin, Brian Lucey   +3 more
semanticscholar   +1 more source

Volatility Spillovers from the Chinese Stock Market to Economic Neighbours [PDF]

This paper examines whether there is evidence of spillovers of volatility from the Chinese stock market to its neighbours and trading partners, including Australia, Hong Kong, Singapore, Japan and USA.
David E. Allena, Michael McAleer, Ron Amrama   +2 more
core  

Volatility Transmission in Emerging European Foreign Exchange Markets [PDF]

This paper studies the dynamics of volatility transmission between Central European currencies and euro/dollar foreign exchange using model-free estimates of daily exchange rate volatility based on intraday data.
Evžen Kocenda, Filip Zikes, Vít Bubák
core