has been cited by the following article(s):
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[1]
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Modelling sustainable market co-movement between Nigeria (NSE) and South Africa stock markets (JSE)
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Gharana… - World Review of …,
2024 |
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[2]
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ANALYSES OF BORSA ISTANBUL INDEX RETURN CO-MOVEMENTS WITH MAJOR STOCK MARKET INDICES USING VAR-GARCH-BEKK MODELS
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2024 |
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[3]
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Three Chapters on Financial Econometrics.
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2023 |
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[4]
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RETURNSAND VOLATILITYSPILLOVERBETWEENNIGERIA AND SELECTED GLOBALSTOCKMARKETS: A DIEBOLDYILMAZAPPROACH.
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International Economics …,
2023 |
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[5]
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Essays on Spillover Effects Across US and China
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2022 |
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[6]
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Correlations and volatility spillovers between China and Southeast Asian stock markets
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2021 |
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[7]
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Changes in co-movement and risk transmission between South Asian stock markets amidst the development of regional co-operation
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2021 |
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[8]
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The Rollout of GST and its Impact on the Auto Sector Stocks of National Stock Exchange
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Indian J. Financ,
2020 |
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[9]
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Dynamics of Contagion and Spillover Effects: Further Evidence from Major Equity Markets
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2020 |
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[10]
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Return and Volatility Spillover from Global Interest Rate to Equity Market of South Asian Countries
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2020 |
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[11]
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SPOT VOLATILITY PREDICTION BY FUTURES AND OPTIONS: AN INDIAN SCENARIO
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2020 |
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[12]
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Examining the evidence of risk spillovers between Shanghai and London non-ferrous futures markets: a dynamic Copula-CoVaR approach
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2020 |
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[13]
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Return and volatility spillover across equity markets between China and Southeast Asian countries
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2019 |
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[14]
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Shock and Volatility Spillovers between Stock Markets of India and Select Asian Economies
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2019 |
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[15]
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VOLATILITY SPILLOVER ACROSS STOCK MARKETS BETWEEN CHINA AND VIETNAM
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AGU International Journal of Sciences,
2019 |
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[16]
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GARCH-BEKK Approach to Volatility Behavior and Spillover: Evidence from India, China, Hong Kong, and Japan
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2018 |
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[17]
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and Japan
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2018 |
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[18]
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Information Transmission in Post-recession Era: Evidence from India, China, Hong Kong and Japan
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Current Issues in the Economy and Finance of India,
2018 |
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[19]
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Estimation of the spillover effect between patents and innovation using the GARCH–BEKK model
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Pacific Economic Review,
2017 |
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[20]
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Review's Archive
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1946 |
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[21]
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THE ASYMMETRIC VOLATILITY SPILLOVER AND DYNAMIC CORRELATION ACROSS EQUITY MARKETS IN CHINA AND THE UNITED STATES
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[1]
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VOLATILITY SPILLOVER EFFECTS BETWEEN STOCK MARKETS DURING THE CRISIS PERIODS: DIAGONAL BEKK APPROACH
Pamukkale University Journal of Social Sciences Institute,
2024
DOI:10.30794/pausbed.1462608
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