Results 61 to 70 of about 2,485 (100)

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

Analyzing risk contagion and volatility spillover across multi-market capital flow using EVT theory and C-vine Copula. [PDF]

Heliyon
Afzal F, Pan H, Afzal F, Gul RF.
europepmc   +1 more source

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

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

Signed Connectedness Among Cryptocurrencies, NFTs, and Foreign Exchange Markets. [PDF]

Entropy (Basel)
Yang S, Zhang X, Xu W.
europepmc   +1 more source

The quantile domain volatility shock transmission between carbon emission trading system and European emerging stock markets: Practical implications for portfolio optimization. [PDF]

PLoS One
Aljughaiman AA, Tabash MI, Issa SS, Almulhim AA.   +3 more
europepmc   +1 more source