Results 161 to 170 of about 641,406 (300)

Volatility spillovers from BRIC currencies to the South African Rand: insights from dynamic conditional correlation-GARCH and wavelet coherence analysis [PDF]

Thobekile Qabhobho, Izunna Anyikwa, Andrew Phiri   +2 more
openalex   +1 more source

Investigating the Spillover of Oil and Gas Volatilities on the Volume of Transactions in the Capital Market with the GARCH-BEKK approach [PDF]

Khosro Moradi Shahdadi, Mohammad Hossein Ranjbar, Kamran Poudat   +2 more
openalex   +1 more source

Return and Volatility Spillover among Banks and Insurers: Evidence from Pre-Crisis and Crisis Periods

, 2014
Elyas Elyasiani, Elena Kalotychou, Sotiris K. Staikouras, Gang Zhao   +3 more
openalex   +2 more sources

Analysis of Price Volatility Spillover of Soyabean (Glycine max (L.) Merrill) in East Java [PDF]

, 2013
Elsa Sembiring
openalex   +2 more sources

The price continuity, return and volatility spillover effects of regular and after-hours trading. [PDF]

PLoS One
Chiu CL, Chang TH, Hsiao IF, Chiou DS.
europepmc   +1 more source

Volatility spillover between economic sectors in financial crisis prediction: Evidence spanning the great financial crisis and Covid-19 pandemic

, 2021
R. Laborda, Jose Olmo
semanticscholar   +1 more source

International Spillovers of Output Growth and Output Growth Volatility: Evidence from the G7 [PDF]

This paper examines the transmission of GDP growth and GDP growth volatility among the G7 countries over the period 1960 q1 - 2009 q3, using a multivariate generalized autoregressive conditional heteroskedasticity (MGARCH) model to identify the source ...
Harald Badinger, Nikolaos Antonakakis
core  

Volatility Spillovers between World Oil Market and Sectors of BIST

, 2014
Ali Sattary, Sinan Temurlenk, Abdulbaki Bilgii, Ali Kemal elik   +3 more
openalex   +1 more source

WTI, Brent or implied volatility index: Perspective of volatility spillover from oil market to Chinese stock market. [PDF]

PLoS One
Qin P, Bai M.
europepmc   +1 more source

Measuring Early Impact of COVID-Pandemic Across Lower Middle Income Economies in South Asia Using Volatility Spillover Convergence Model with n-Phase Approach

, 2022
Malhotra R.
europepmc   +1 more source