Asset price volatility and financial contagion: analysis using the MS-VAR framework

Dynamic Returns Linkages and Volatility Transmission Between South African and World Major Stock Markets

Схоже за: Financial Risk and Volatility Modeling · Market Dynamics and Volatility · Monetary Policy and Economic Impact

The Impact of Sino-US Trade Conflict on HS300 Index: An Empirical Evidence

Схоже за: Financial Risk and Volatility Modeling · Market Dynamics and Volatility · Monetary Policy and Economic Impact

Short-Run Forecasting of Core Inflation in Ukraine: a Combined ARMA Approach

Схоже за: Financial Risk and Volatility Modeling · Market Dynamics and Volatility · Monetary Policy and Economic Impact

Influence of monetary information signals of the USA on the Ukrainian stock market

Схоже за: Financial Risk and Volatility Modeling · Market Dynamics and Volatility · Monetary Policy and Economic Impact

Exploring frequency of price overreactions in the Ukrainian stock market

Схоже за: Financial Risk and Volatility Modeling · Market Dynamics and Volatility

Dependencies and Volatility Spillovers among Chinese Stock and Crude Oil Future Markets: Evidence from Time-Varying Copula and BEKK-GARCH Models

Схоже за: Financial Risk and Volatility Modeling · Market Dynamics and Volatility