Citations (11)
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Pat Obi, Job Dubihlela & Jeong-Gil Choi. (2012) Equity market valuation, systematic risk and monetary policy. Applied Economics 44:27, pages 3605-3613.
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Hsiu-Yun Chang & Yen-Ching Kuo. (2010) The impact of subprime mortgage on correlation between stock and FX markets. Applied Economics Letters 17:13, pages 1309-1312.
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Tomoe Moore. (2007) Has entry to the European Union altered the dynamic links of stock returns for the emerging markets?. Applied Financial Economics 17:17, pages 1431-1446.
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K. Maris, K. Nikolopoulos, K. Giannelos & V. Assimakopoulos. (2007) Options trading driven by volatility directional accuracy. Applied Economics 39:2, pages 253-260.
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Articles from other publishers (7)
Sudhi Sharma, Vaibhav Aggarwal & Miklesh Prasad Yadav. (2021) Comparison of linear and non-linear GARCH models for forecasting volatility of select emerging countries. Journal of Advances in Management Research 18:4, pages 526-547.
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Afees A. Salisu & Abdulsalam Abidemi Sikiru. (2021) Stock returns and interest rate differential in high and low interest rate environments. International Journal of Finance & Economics.
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Raúl de Jesús Gutiérrez, Edgar Ortiz Calisto & Oswaldo García Salgado. (2017) Long-term effects of the asymmetry and persistence of the prediction of volatility: Evidence for the equity markets of Latin America. Contaduría y Administración 62:4, pages 1081-1099.
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Raúl de Jesús Gutiérrez, Edgar Ortiz Calisto & Oswaldo García Salgado. (2017) Los efectos de largo plazo de la asimetría y persistencia en la predicción de la volatilidad: evidencia para mercados accionarios de América Latina. Contaduría y Administración 62:4, pages 1063-1080.
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Bhaskar Bagchi, Dhrubaranjan Dandapat & Susmita Chatterjee. 2016. Dynamic Linkages and Volatility Spillover. Dynamic Linkages and Volatility Spillover
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De-Chih Liu & Chih-Yun Liu. (2016) The source of stock return fluctuation in Taiwan. The Quarterly Review of Economics and Finance 61, pages 77-88.
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Aymen Karoui. (2006) The Correlation between Fx Rate Volatility and Stock Exchange Returns Volatility: An Emerging Markets Overview. SSRN Electronic Journal.
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