Journal articles on the topic 'Volatility Linkage'
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Hung, Ngo Thai. "Return and volatility spillover across equity markets between China and Southeast Asian countries." Journal of Economics, Finance and Administrative Science 24, no. 47 (April 29, 2019): 66–81. http://dx.doi.org/10.1108/jefas-10-2018-0106.
Full textZeng, Hongjun. "Volatility Modelling of Chinese Stock Market Monthly Return and Investor Sentiment Using Multivariate GARCH Models." International Journal of Accounting & Finance Review 5, no. 1 (June 22, 2020): 123–33. http://dx.doi.org/10.46281/ijafr.v5i1.635.
Full textZeng, Hongjun. "Volatility Modelling of Chinese Stock Market Monthly Return and Investor Sentiment Using Multivariate GARCH Models." International Journal of Accounting & Finance Review 5, no. 1 (June 27, 2020): 123–33. http://dx.doi.org/10.46281/ijafr.v5i1.643.
Full textDing, Liang, Yirong Huang, and Xiaoling Pu. "Volatility linkage across global equity markets." Global Finance Journal 25, no. 2 (2014): 71–89. http://dx.doi.org/10.1016/j.gfj.2014.06.002.
Full textEtienne, Xiaoli Liao, Andrés Trujillo-Barrera, and Seth Wiggins. "Price and volatility transmissions between natural gas, fertilizer, and corn markets." Agricultural Finance Review 76, no. 1 (May 3, 2016): 151–71. http://dx.doi.org/10.1108/afr-10-2015-0044.
Full textAlaganar, Vaira T., and Ramaprasad Bhar. "Information and volatility linkage under external shocks." International Review of Financial Analysis 11, no. 1 (January 2002): 59–71. http://dx.doi.org/10.1016/s1057-5219(01)00070-9.
Full textNguyen, Linh Xuan Diep, Simona Mateut, and Thanaset Chevapatrakul. "Business-linkage volatility spillovers between US industries." Journal of Banking & Finance 111 (February 2020): 105699. http://dx.doi.org/10.1016/j.jbankfin.2019.105699.
Full textLee, Hsiu-Chuan, Chih-Hsiang Hsu, and Cheng-Yi Chien. "Spillovers of international interest rate swap markets and stock market volatility." Managerial Finance 42, no. 10 (October 10, 2016): 943–62. http://dx.doi.org/10.1108/mf-08-2015-0221.
Full textLatinovic, Milica, Vesna Bogojevic Arsic, and Milica Bulajic. "Volatility spillover effect in Western Balkans." Acta Oeconomica 68, no. 1 (March 2018): 79–100. http://dx.doi.org/10.1556/032.2018.68.1.4.
Full textSaxena, Swami P., and Sonam Bhadauriya. "Inter — Linkage of FII Inflows and Stock Market Volatility." Asia Pacific Business Review 7, no. 3 (July 2011): 18–23. http://dx.doi.org/10.1177/097324701100700302.
Full textPark, Jaehwan. "Volatility Transmission between Oil and LME Futures." Applied Economics and Finance 5, no. 2 (January 21, 2018): 65. http://dx.doi.org/10.11114/aef.v5i2.2944.
Full textDhifaoui, Zouhaier, and Faicel Gasmi. "Linear and nonlinear linkage of conditional stochastic volatility of interbank interest rates: Empirical evidence of the BRICS countries." BRICS Journal of Economics 2, no. 2 (July 30, 2021): 4–16. http://dx.doi.org/10.38050/2712-7508-2021-2-1.
Full textSrinivasan, Palamalai, and R. D. Vasudevan. "Linkage between India Implied Volatility Index and Stock Index Returns." Theoretical Economics Letters 07, no. 04 (2017): 929–38. http://dx.doi.org/10.4236/tel.2017.74063.
Full textJiang, Xiaochun, Wei Sun, Peng Su, and Ting Wang. "The Synergy of Financial Volatility between China and the United States and the Risk Conduction Paths." Sustainability 11, no. 15 (August 1, 2019): 4151. http://dx.doi.org/10.3390/su11154151.
Full textGrobys, Klaus, and Sami Vähämaa. "Another look at value and momentum: volatility spillovers." Review of Quantitative Finance and Accounting 55, no. 4 (April 8, 2020): 1459–79. http://dx.doi.org/10.1007/s11156-020-00880-2.
Full textZhang, Ping, Jieying Gao, Yanbin Zhang, and Te-Wei Wang. "Dynamic Spillover Effects between the US Stock Volatility and China’s Stock Market Crash Risk: A TVP-VAR Approach." Mathematical Problems in Engineering 2021 (April 9, 2021): 1–12. http://dx.doi.org/10.1155/2021/6616577.
Full textNoor, Md Hasib, and Anupam Dutta. "On the relationship between oil and equity markets: evidence from South Asia." International Journal of Managerial Finance 13, no. 3 (June 5, 2017): 287–303. http://dx.doi.org/10.1108/ijmf-04-2016-0064.
Full textBlechschmitt, Florian, and Matthias F. Brauer. "Organizational Resilience: On the linkage between volatility absorption and performance recovery." Academy of Management Proceedings 2016, no. 1 (January 2016): 13179. http://dx.doi.org/10.5465/ambpp.2016.13179abstract.
Full textHan, Liyan, Jiayu Jin, Lei Wu, and Hongchao Zeng. "The volatility linkage between energy and agricultural futures markets with external shocks." International Review of Financial Analysis 68 (March 2020): 101317. http://dx.doi.org/10.1016/j.irfa.2019.01.011.
Full textYu, Li, and Yuan ying Jiang. "Analysis of the Linkage between International Crude Oil and Chinese Industry Sector Indices under the COVID-19." Journal of Economics and Public Finance 8, no. 2 (March 31, 2022): p26. http://dx.doi.org/10.22158/jepf.v8n2p26.
Full textThai Hung, Ngo. "Stock market volatility and exchange rate movements in the Gulf Arab countries: a Markov-state switching model." Journal of Islamic Accounting and Business Research 11, no. 9 (August 24, 2020): 1969–87. http://dx.doi.org/10.1108/jiabr-01-2020-0004.
Full textChitre, Chetan. "Exchange Rate Disconnect Puzzle: A Review of Literature." IRA-International Journal of Management & Social Sciences (ISSN 2455-2267) 13, no. 3 (December 14, 2018): 90. http://dx.doi.org/10.21013/jmss.v13.n3.p3.
Full textJung, Dae-Sung. "An Empirical Study on Return Spillovers among Asian foreign exchange markets." Korea International Trade Research Institute 18, no. 5 (October 31, 2022): 345–57. http://dx.doi.org/10.16980/jitc.18.5.202210.345.
Full textBeaumont, Paul M., Stefan C. Norrbin, and F. Pinar Yigit. "Time series evidence on the linkage between the volatility and growth of output." Applied Economics Letters 15, no. 1 (November 27, 2007): 45–48. http://dx.doi.org/10.1080/13504850600607446.
Full textAbdullahi, Shafiu Ibrahim. "Measuring volatility linkage, clustering and sensitivity to external shocks in Nigerian stock index." International Journal of Financial Services Management 9, no. 4 (2019): 345. http://dx.doi.org/10.1504/ijfsm.2019.10024218.
Full textAbdullahi, Shafiu Ibrahim. "Measuring volatility linkage, clustering and sensitivity to external shocks in Nigerian stock index." International Journal of Financial Services Management 9, no. 4 (2019): 345. http://dx.doi.org/10.1504/ijfsm.2019.102457.
Full textFung, Hung-Gay, and Gary A. Patterson. "Volatility linkage among currency futures markets during US trading and non-trading periods." Journal of Multinational Financial Management 9, no. 2 (March 1999): 129–53. http://dx.doi.org/10.1016/s1042-444x(98)00050-4.
Full textG Nagarakatte, Sangeetha, and Natchimuthu Natchimuthu. "Impact of Brexit on bond yields and volatility spillover across France, Germany, UK, USA, and India’s debt markets." Investment Management and Financial Innovations 19, no. 3 (August 29, 2022): 189–202. http://dx.doi.org/10.21511/imfi.19(3).2022.16.
Full textVu, Thanh Nam. "Impact of Crude Oil Price Volatility on Southeast Asian Stock Returns." International Journal of Economics and Finance 11, no. 4 (March 13, 2019): 40. http://dx.doi.org/10.5539/ijef.v11n4p40.
Full textBal, Gnyana Ranjan, Amit Manglani, and Malabika Deo. "Asymmetric Volatility Spillover between Stock Market and Foreign Exchange Market: Instances from Indian Market from Pre-, during and Post- Subprime Crisis Periods." Global Business Review 19, no. 6 (August 28, 2018): 1567–79. http://dx.doi.org/10.1177/0972150918789986.
Full textAbbas, Ghulam, David G. McMillan, and Shouyang Wang. "Conditional volatility nexus between stock markets and macroeconomic variables." Journal of Economic Studies 45, no. 1 (January 8, 2018): 77–99. http://dx.doi.org/10.1108/jes-03-2017-0062.
Full textYIN, Kedong, Zhe LIU, and Peide LIU. "TREND ANALYSIS OF GLOBAL STOCK MARKET LINKAGE BASED ON A DYNAMIC CONDITIONAL CORRELATION NETWORK." Journal of Business Economics and Management 18, no. 4 (August 27, 2017): 779–800. http://dx.doi.org/10.3846/16111699.2017.1341849.
Full textSimion, Luciana, and Mihai Antonia. "The Effects of the Political Turbulences on the Stock Exchange Indices." Proceedings of the International Conference on Business Excellence 16, no. 1 (August 1, 2022): 1376–89. http://dx.doi.org/10.2478/picbe-2022-0125.
Full text이경희 and Kyung Soo Kim. "A study on the Linkage of Volatility in Stock Markets under Global Financial Crisis." Management & Information Systems Review 33, no. 1 (March 2014): 139–55. http://dx.doi.org/10.29214/damis.2014.33.1.008.
Full textJi, Qiang, Dayong Zhang, and Jiang-bo Geng. "Information linkage, dynamic spillovers in prices and volatility between the carbon and energy markets." Journal of Cleaner Production 198 (October 2018): 972–78. http://dx.doi.org/10.1016/j.jclepro.2018.07.126.
Full textBoumediene, Aniss. "Financing government budget deficit as a liquidity risk mitigation tool for Islamic Banks." International Journal of Islamic and Middle Eastern Finance and Management 8, no. 3 (August 17, 2015): 329–48. http://dx.doi.org/10.1108/imefm-04-2014-0038.
Full textSingh, Kamaljit, and Vinod Kumar. "Dynamic linkage between nifty-fifty and sectorial indices of national stock exchange." American Journal of Economics and Business Management 3, no. 2 (March 25, 2020): 17–27. http://dx.doi.org/10.31150/ajebm.v3i2.148.
Full textNouman, Muhammad, Maria Hashim, Vanina Adoriana Trifan, Adina Eleonora Spinu, Muhammad Fahad Siddiqi, and Farman Ullah Khan. "Interest rate volatility and financing of Islamic banks." PLOS ONE 17, no. 7 (July 26, 2022): e0268906. http://dx.doi.org/10.1371/journal.pone.0268906.
Full textVo, Long Hai, and Duc Hong Vo. "Modelling Australian Dollar Volatility at Multiple Horizons with High-Frequency Data." Risks 8, no. 3 (August 26, 2020): 89. http://dx.doi.org/10.3390/risks8030089.
Full textMESUT ALPER, GEZER. "Linkage between Gold and Stock Return: Evidence from Nonlinear Causality and Rolling Window Volatility Spillover." ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH 56, no. 2/2022 (June 20, 2022): 165–78. http://dx.doi.org/10.24818/18423264/56.2.22.11.
Full textZhang, Weiping, Xintian Zhuang, Yang Lu, and Jian Wang. "Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework." International Review of Financial Analysis 71 (October 2020): 101454. http://dx.doi.org/10.1016/j.irfa.2020.101454.
Full textTAVITS, MARGIT. "On the linkage between electoral volatility and party system instability in Central and Eastern Europe." European Journal of Political Research 47, no. 5 (August 2008): 537–55. http://dx.doi.org/10.1111/j.1475-6765.2008.00782.x.
Full textFang, Yuan, Yahong Fan, Dehong Yu, Jing Shen, Wankun Jiang, and Degui Yu. "Impact of farmers’ benefits linking stability on cloud farm platform of company to farmer model." Agricultural Economics (Zemědělská ekonomika) 66, No. 9 (September 26, 2020): 424–33. http://dx.doi.org/10.17221/68/2020-agricecon.
Full textAkanni, Lateef Olawale. "Returns and volatility spillover between food prices and exchange rate in Nigeria." Journal of Agribusiness in Developing and Emerging Economies 10, no. 3 (April 30, 2020): 307–25. http://dx.doi.org/10.1108/jadee-04-2019-0045.
Full textHasan, Mudassar, Muhammad Abubakr Naeem, Muhammad Arif, Syed Jawad Hussain Shahzad, and Safwan Mohd Nor. "Role of Economic Policy Uncertainty in the Connectedness of Cross-Country Stock Market Volatilities." Mathematics 8, no. 11 (October 31, 2020): 1904. http://dx.doi.org/10.3390/math8111904.
Full textLiu, Jing, Xin Ding, Xiaoqian Song, Tao Dong, Aiwen Zhao, and Mi Tan. "Research on the Spillover Effect of China’s Carbon Market from the Perspective of Regional Cooperation." Energies 16, no. 2 (January 8, 2023): 740. http://dx.doi.org/10.3390/en16020740.
Full textBell, David A. "Evaluation Influence: The Evaluation Event and Capital Flow in International Development." Evaluation Review 41, no. 6 (November 21, 2017): 568–92. http://dx.doi.org/10.1177/0193841x17740028.
Full textGao, Xiang, Weige Huang, and Hua Wang. "Financial Twitter Sentiment on Bitcoin Return and High-Frequency Volatility." Virtual Economics 4, no. 1 (January 31, 2021): 7–18. http://dx.doi.org/10.34021/ve.2021.04.01(1).
Full textLiu, Shiyun. "The Linkage between Crude Oil and Stock market: Evidence from China and the United States." BCP Business & Management 19 (May 31, 2022): 407–16. http://dx.doi.org/10.54691/bcpbm.v19i.832.
Full textPaliwal, Minakshi, and S. D. Vashishtha. "FIIs and Indian Stock Market: A Causality Investigation." Comparative Economic Research. Central and Eastern Europe 14, no. 4 (May 11, 2012): 5–24. http://dx.doi.org/10.2478/v10103-011-0024-0.
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