Results 291 to 300 of about 253,423 (302)

Volatility spillover effects between Islamic stock markets and exchange rates: Evidence from three emerging countries

Borsa Istanbul Review, 2020
Ayfer Gedikli, Emrah Ismail Çevik, Seyfettin Erdogan   +2 more
exaly  

Volatility spillover and hedging effectiveness

[No abstract available]
openaire   +1 more source

Volatility spillover dynamics and relationship across G7 financial markets

North American Journal of Economics and Finance, 2015
Kim Hiang Liow
exaly  

Volatility spillover in aquaculture and fisheries markets

Aquaculture, Economics and Management, 2018
Roy Endre Dahl
exaly  

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

Robustness of Volatility Spillover Measures

Alexey Faizliev, Vladimir Balash
openaire   +1 more source

Improving volatility prediction and option valuation using VIX information: A volatility spillover GARCH model

Journal of Futures Markets, 2019
Zhiyuan Pan, Yudong Wang
exaly  

Volatility Spillover between Water, Energy and Food

Sustainability, 2017
Lucia Baldi, Daniela Vandone
exaly  

Volatility spillover from crude oil and gold to BRICS equity markets

Journal of Economic Studies, 2018
exaly  

Exchange rate volatility in West African countries: is there a shred of Spillover?

International Journal of Emerging Markets, 2018
exaly