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  1. Sheng, Lin Wen [Author]; Uddin, Mohammed Gazi Salah [Author]; Sen, Ding [Author]; Hao, Zhu Shi [Author]

    The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference

    2024

    Published in: International review of financial analysis ; 91(2024) vom: Jan., Artikel-ID 102964, Seite 1-14

  2. Li, Yushu [Author]; Karlsson, Hyunjoo Kim [Author]

    Investigating the asymmetric behavior of oil price volatility using support vector regression

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    2023

    Published in: Computational economics ; 61(2023), 4 vom: Apr., Seite 1765-1790

  3. Baruni, Jozef [Author]; Kočenda, Evžen [Author]; Vacha, Lukas [Author]

    Volatility spillovers across petroleum markets

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    Ann Arbor, Mich.: William Davidson Inst., 2015

    Published in: William Davidson Institute: William Davidson Institute working papers series ; 1093

  4. Bosupeng, Mpho [Author]; Naranpanawa, Athula [Author]; Su, Jen-je [Author]

    Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach

    2024

    Published in: Economic modelling ; 130(2024) vom: Jan., Artikel-ID 106592, Seite 1-21

  5. Muguto, Lorraine [Author]; Muzindutsi, Paul-Francois [Author]

    A comparative analysis of the nature of stock return volatility in BRICS and G7 markets

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    2022

    Published in: Journal of risk and financial management ; 15(2022), 2 vom: Feb., Artikel-ID 85, Seite 1-27

  6. Thangamuthu, Mohanasundaram [Author]; Maheshwari, Suneel [Author]; Naik, Deepak Raghava [Author]

    Volatility spillover effects during pre-and-post COVID-19 outbreak on Indian market from the USA, China, Japan, Germany, and Australia

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    2022

    Published in: Journal of risk and financial management ; 15(2022), 9 vom: Aug., Artikel-ID 378, Seite 1-15

  7. Kartsonakis-Mademlis, Dimitrios [Author]; Dritsakis, Nikolaos [Author]

    Does the choice of the multivariate GARCH model on volatility spillovers matter? : evidence from oil prices and stock markets in G7 countries

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    2020

    Published in: International Journal of Energy Economics and Policy ; 10(2020), 5, Seite 164-182