Information bias and its spillover effect on return volatility: A study on stock markets in the Asia-Pacific region
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference46 articles.
1. On the dynamic dependence and investment performance of crude oil and clean energy stocks;Ahmad;Res. Int. Bus. Financ.,2017
2. Eurozone crisis and BRIICKS stock markets: contagion or market interdependence?;Ahmad;Econ. Model.,2013
3. The eurozone crisis and its contagion effects on the European stock markets;Ahmad;Stud. Econ. Financ.,2014
4. Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets;Ahmad;Int. Rev. Financ. Anal.,2018
5. Multivariate Simultaneous Generalized ARCH;Baba,1991
Cited by 9 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. Unveiling Market Connectedness: Dynamic Returns Spillovers in Asian Emerging Stock Markets;International Journal of Financial Studies;2023-09-12
2. Novel evidence from APEC countries on stock market integration and volatility spillover: A Diebold and Yilmaz approach;Cogent Economics & Finance;2023-09-06
3. The Risk Contagion between Chinese and Mature Stock Markets: Evidence from a Markov-Switching Mixed-Clayton Copula Model;Entropy;2023-04-06
4. Spillovers and connectedness between Chinese and ASEAN stock markets during bearish and bullish market statuses;International Journal of Emerging Markets;2023-02-28
5. Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy;Energy Economics;2023-02
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