Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model [PDF]
Utilizing multivariate GARCH framework, this study finds that generally the US Information Technology (IT) market contributes a strong volatility rather than mean spillover effect to non-US IT markets, implying that the US IT market plays a dominant role
Venus Khim-Sen Liew +2 more
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Geopolitical Risk and Volatility Spillovers in Oil and Stock Markets
, 2019 Lee A. Smales
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Mean and volatility spillover effects in Greek producer-consumer meat prices
, 2003 Anthony N. Rezitis
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Long-memory and volatility spillovers across petroleum futures
, 2021 Yuliya Lovcha, Alejandro Pérez-Laborda
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Speculation and Volatility Spillover in the Crude Oil and Agricultural Commodity Markets: A Bayesian Analysis [PDF]
This paper assesses the roles of various factors influencing the volatility of crude oil prices and the possible linkage between this volatility and agricultural commodity markets.
Du, Xiaodong +2 more
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Spillover effects between derivatives and spot markets : volatility spillovers
, 2008 Το αποτέλεσμα της διαπραγμάτευσης παραγώγων προϊόντων στη διαπραγμάτευση των υποκειμένων τους τίτλων και αντιστρόφως, αποτελεί αντικείμενο μελέτης για πάρα πολλούς ερευνητές. Όταν διαταράσσεται μία από τις 2 αυτές αγορές η διαταραχή αυτή μπορεί να προκαλέσει διαταραχή και στην άλλη αγορά. Οι πληροφορίες που αντλούνται από τέτοιες μελέτες συμβάλλουν στη
openaire +1 more source
Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries
, 2012 Nikolaos Antonakakis, Harald Badinger
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Analyzing Volatility Spillovers Across Chinese Financial Industries
, 2023 Chengcheng Liu, Bai Huang
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Spillover of volatility among financial instruments: ASEAN-5 and GCC market study
, 2023 Nevi Danila
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