Results 241 to 250 of about 2,098 (259)

Volatility spillover and hedging effectiveness

[No abstract available]
openaire   +1 more source

Government Bonds and Stock Market : Volatility Spillover Effect

Indian Journal of Research in Capital Markets, 2021
Muhammadriyaj Faniband, Taranum Faniband
openaire   +1 more source

Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective

Resources Policy, 2023
Zhikai Zhang, Yudong Wang, Yueshan Li
exaly  

Extreme risk spillover of the oil, exchange rate to Chinese stock market: Evidence from implied volatility indexes

Energy Economics, 2022
Fenghua Wen, Hua Yin, Lili Zhao
exaly  

Forecasting global stock market volatility: The impact of volatility spillover index in spatial‐temporal graph‐based model

Journal of Forecasting, 2023
Bumho Son, Seongwan Park, Jaewook Lee
exaly  

Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries

Asia-Pacific Financial Markets, 2023
Muntazir Hussain, Usman Bashir, Ramiz Ur Rehman   +2 more
exaly  

Return and volatility spillover effects in agricultural commodity markets

2017
This paper provides insights into agricultural commodity markets in terms of return and volatility spillover effects. To replicate a broad agricultural market, grain products, softs and oilseeds are taken into account, including daily spot prices for sugar, wheat, soybeans and coffee over the period 2008-2016.
openaire   +1 more source

Volatility spillover in crypto-currency markets: Some evidences from GARCH and wavelet analysis

Physica A: Statistical Mechanics and Its Applications, 2019
Anoop S Kumar
exaly  

Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model

Journal of Forecasting, 2018
Yudong Wang, Zhiyuan Pan, Chongfeng Wu   +2 more
exaly  

Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach

Energy Economics, 2019
Yang Hou, Steven Li, Fenghua Wen
exaly