Volatility Spillover Effects in European Equity Markets-Reference-Cited by-同舟云学术

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Volatility Spillover Effects in European Equity Markets

Published:2002 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Baele Lieven

Publisher

Elsevier BV

Reference46 articles.

1. Regime Switches in Interest Rates;A Ang;Journal of Business and Economic Statistics,2002

2. International Asset Allocation with Regime Shifts;A Ang;Review of Financial Studies,2002

3. Measuring Financial Integration in the Euro Area;L Baele;Occasional Paper,2004

4. Foreign Speculators and Emerging Equity Markets;G Bekaert;Journal of Finance,2000

Cited by 21 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. Return volatility transmission among Asian stock exchanges: Evidence from a heterogeneous market outlook;Risk and Decision Analysis;2023-12-14

2. Returns and volatility connectedness among the Eurozone equity markets;International Journal of Finance & Economics;2023-04-27

3. Returns and Volatility Spillover Between BSE SENSEX and BSE SME Stock Exchange of India;SEDME (Small Enterprises Development, Management & Extension Journal): A worldwide window on MSME Studies;2021-09

4. INVESTIGATING ABNORMAL VOLATILITY TRANSMISSION PATTERNS BETWEEN EMERGING AND DEVELOPED STOCK MARKETS: A CASE STUDY;Journal of Business Economics and Management;2020-10-01

5. Volatility Spillovers Between Oil and Stock Market Returns in G7 Countries: A VAR-DCC-GARCH Model;Regulations in the Energy Industry;2020

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