Results 281 to 290 of about 9,540,414 (299)

Volatility spillover effect between internet finance and banks

Journal of Business Research, 2022
Zhenlong Chen, Changmei Zheng, Xiaozhen Hao   +2 more
openaire   +1 more source

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

Journal of Forecasting, 2023
Jaewook Lee, Bumho Son
exaly  

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

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

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 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 dynamics and relationship across G7 financial markets

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

Volatility spillover in seafood markets

Journal of Commodity Markets, 2018
Roy Endre Dahl
exaly  

Net Spillover Effects of Industry Indices’ Return and Volatility

Journal of Industrial Economics and Business, 2019
Daesung Jung, Taehyuk Kim, JongHae Park
openaire   +1 more source

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 aquaculture and fisheries markets

Aquaculture, Economics and Management, 2018
Roy Endre Dahl
exaly