Advanced search
Publication Cover
Emerging Markets Finance and Trade Volume 49, 2013 - Issue sup2
Submit an article Journal homepage
130
Views
15
CrossRef citations to date
0
Altmetric
Original Article

Price and Volatility Spillovers in the Case of Stock Markets Located in Different Time Zones

Joanna Olbrys Faculty of Computer Science, Bialystok University of Technology, Poland
Pages 145-157 | Published online: 07 Dec 2014

Citations (15)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (5)

Olalekan Aladesanmi. (2020) Modelling spillover effects between the UK and the US stock markets over the period 1935–2020. Investment Analysts Journal 49:2, pages 132-148.
Read now
Carlos León, Geun-Young Kim, Constanza Martínez & Daeyup Lee. (2017) Equity markets’ clustering and the global financial crisis. Quantitative Finance 17:12, pages 1905-1922.
Read now
Jun Sik Kim & Doojin Ryu. (2015) Return and Volatility Spillovers and Cojump Behavior Between the U.S. and Korean Stock Markets. Emerging Markets Finance and Trade 51:sup1, pages S3-S17.
Read now
Aslı Aşçıoğlu, Mehmet Oğuz Karahan & Neslihan Yılmaz. (2015) Price Discovery Between the New York Stock Exchange and Istanbul Stock Exchange. Emerging Markets Finance and Trade 51:1, pages 247-258.
Read now
Sheraz Ahmed & SyedMujahid Hussain. (2014) The Financial Cost of Rivalry: A Tale of Two South Asia Neighbors. Emerging Markets Finance and Trade 50:sup3, pages 35-60.
Read now

Articles from other publishers (10)

Osman Emre ARLI & Berkan ATAŞ. (2023) CONTAGION EFFECT IN THE BIST STOCK MARKETCOVID-19 DÖNEMİNDE HİSSE SENEDİ PİYASASINDA BULAŞMA ETKİSİ. Nişantaşı Üniversitesi Sosyal Bilimler Dergisi 11:3, pages 112-126.
Crossref
Sinem ATICI USTALAR & Selim ŞANLISOY. (2021) COVID-19 Krizi’nin Türkiye ve G7 Ülkelerinin Borsa Oynaklıkları Üzerindeki EtkisiThe Impact of COVID-19 Crisis on Stock Market Volatilities of Turkey and G7 Countries. Eskişehir Osmangazi Üniversitesi İktisadi ve İdari Bilimler Dergisi 16:2, pages 446-462.
Crossref
A. Do, R. Powell, J. Yong & A. Singh. (2020) Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models. The North American Journal of Economics and Finance 54, pages 101096.
Crossref
Kedong Yin, Zhe Liu & Xue Jin. (2020) Interindustry volatility spillover effects in China’s stock market. Physica A: Statistical Mechanics and its Applications 539, pages 122936.
Crossref
Joanna Olbryś. 2018. Finance and Sustainability. Finance and Sustainability 149 163 .
Joanna Olbryś. 2018. Contemporary Trends and Challenges in Finance. Contemporary Trends and Challenges in Finance 67 79 .
Benjamin M. Tabak, Rodrigo de Castro Miranda & Maurício da Silva MedeirosJr.Jr.. (2016) Contagion in CDS, banking and equity markets. Economic Systems 40:1, pages 120-134.
Crossref
Coenraad Labuschagne, Elżbieta Majewska & Joanna Olbryś. (2016) Crisis Periods, Contagion and Integration Effects in the Major African Equity Markets During the 2007-2009 Global Financial Crisis. Optimum. Studia Ekonomiczne:5(83), pages 31-52.
Crossref
Aymen Ben Rejeb & Adel Boughrara. (2015) Financial integration in emerging market economies: Effects on volatility transmission and contagion. Borsa Istanbul Review 15:3, pages 161-179.
Crossref
Carlos Leen, Geun Young Kim, Constanza Martinez Ventura & Daeyup Lee. (2016) Equity Marketss Clustering and the Global Financial Crisis. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.