An examination of return and volatility spillovers between mature equity markets
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
http://link.springer.com/article/10.1007/s12197-018-9442-1/fulltext.html
Reference45 articles.
1. Ahmad W, Sehgal S, Bhanumurthy N (2013) Eurozone crisis and BRIICKS stock markets: contagion or market interdependence? Econ Model 33(C):209–225
2. Angelini P, Nobili A, Picillo C (2011) The interbank market after august 2007: what has changed, and why? J Money Credit Bank 43(5):923–958
3. Arshanapalli B, Doukas J (1993) International stock market linkages: evidence from the pre- and post- October 1987 period. J Bank Financ 17(1):193–208
4. Asongu SA (2011) Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries. African Governance and Development Institute Working Paper, 1–13
5. Awokuse TO, Chopra A, Bessler DA (2009) Structural change and international stock market interdependence: evidence from Asian emerging markets. Econ Model 26(3):549–559
Cited by 12 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Volatility Spillover Among the Sustainable Indices of Emerging Markets: Evidence from Pre-COVID and COVID Periods;Vision: The Journal of Business Perspective;2023-12-14
2. Dynamic connectedness among Pakistani stock markets and its major trading partners;International Journal of Emerging Markets;2023-03-03
3. Cross-time-frequency analysis of volatility linkages in global currency markets: an extended framework;Eurasian Economic Review;2022-04-04
4. Correlations and volatility spillovers between China and Southeast Asian stock markets;The Quarterly Review of Economics and Finance;2021-08
5. Changes in co-movement and risk transmission between South Asian stock markets amidst the development of regional co-operation;Financial Markets and Portfolio Management;2021-04-07
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3