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exchange rate volatility spillovers and the south african currency l raputsoane1 sep 2008 abstract this paper examines the volatility spillovers between the south african…
introduction of euro economics mpra paper no. 37869, posted 23 apr 2012 00:46 utc exchange return co-movements and volatility spillovers before and after the introduction
volatility spillovers between foreign exchange and stock markets in industrialized countries amalia morales-zumaqueroa and simón sosvilla-riverob * 1 adepartment of economic…
8/9/2019 direction of volatility spillovers 1/29forthcoming,international journal of forecastingbetter to give than to receive:predictive directional measurementof volatility…
issn 2353-6845 © faculty of management university of warsaw all rights reserved doi: 1071722353-6845jbfe201414 5959journal of banking and financial economics 112014 59–72…
c:/imperial/2009/sofiane/a_dcc/tex/send to rfe/crossmarketvolatilityspillovers_23_05_14_clean.dvipreprint submitted on 27 jul 2014 hal is a multi-disciplinary open access
1.indian institute of management ahmedabad india research and publications price and volatility spillovers across north american, european andasian stock markets: with special…
microsoft word - bozic_fortenbery_nccc-134_2012.docxin cheese spot and futures market by marin bozic and t. randall fortenbery suggested citation format: bozic, m. and t.
microsoft word - efma_final_price and volatility spillovers_10mayl.docasian stock markets: with special focus on indian stock market authors email: [email protected]
powerpoint volatility spillovers in commodity futures markets: a network approach jian yang j.p. morgan center for commodities, university of colorado denver, usa zheng li
korea and the world economy, vol. 15, no. 2 (august 2014) 185-207 intraday price and volatility spillovers between japanese and korean stock markets * this study investigates
market jonathan a. battena, janusz brzeszczynskib, cetin cinerc, marco c. k. laud, brian luceye,∗, larisa yarovayaf aschool of economics, finance and banking, universiti
and coal spot and futures for the eu and usa* chia-lin chang department of applied economics department of finance national chung hsing university, taiwan michael mcaleer
volatility spillovers across stock returns and user-generated content myrthe van dieijen 312926 erasmus school of economics erasmus university april 2014 supervisor: philip…
volatility spillovers between equity and green bond marketsdaehyeon park, jiyeon park and doojin ryu * college of economics, sungkyunkwan university, seoul 03063, korea;
jurnal pengurusan 41(2014) 101 - 111 return and volatility spillovers between the us, japanese and malaysian stock markets (limpahan pulangan dan volatiliti antara pasaran
volatility and risk spillovers between oil, gold, and islamic and conventional gcc banks walid mensi a,b , shawkat hammoudeh c,d hamed al-yahyaee b* , sang hoon kang a department
return and volatility spillovers from developed markets to emerging markets: the case of south asian capital marketsreturn and volatility spillovers from developed to emerging
volatility spillovers between oil prices and stock returns: a focus on frontier marketssubmitted on 12 oct 2019 hal is a multi-disciplinary open access archive for the deposit
1 herding information cascades and volatility spillovers in futures markets may 2003 abstract: economists and financial analysts have begun to recognise the importance of…