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Search for publications relevant for "volatility spillovers"
volatility spillovers
Publication
Class
Person
Publication
Programmes
publication
Volatility Spillovers Across Petroleum Markets
2015 |
Faculty of Social Sciences
publication
Asymmetric volatility spillovers : revisiting the Diebold-Yilmaz (2009) spillover index with realized semivariance
Publication without faculty affiliation
publication
Networks of volatility spillovers among stock markets
2018 |
Publication without faculty affiliation
publication
Measurement of Volatility Spillovers and Asymmetric Connectedness on Commodity and Equity Markets
Publication without faculty affiliation
publication
Asymmetric connectedness on the U.S. stock market : bad and good volatility spillovers
Publication without faculty affiliation
publication
Exchange Rate Co-movements, Hedging and Volatility Spillovers in New EU Forex Markets
Publication without faculty affiliation
publication
Exchange rate comovements, hedging and volatility spillovers on new EU forex markets
2019 |
Faculty of Social Sciences
publication
Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers
2016 |
Faculty of Social Sciences
publication
Measurement of Volatility Spillovers and Asymmetric Connectedness on Commodity and Equity Markets
2020 |
Faculty of Social Sciences
publication
Return and volatility spillovers between Chinese and US clean energy related stocks
2022 |
Faculty of Social Sciences, Faculty of Humanities
publication
How does bad and good volatility spill over across petroleum markets?
Publication without faculty affiliation
publication
Asymmetric connectedness of stocks: how does bad and good volatility spill over the U.S. stock market?
Publication without faculty affiliation
publication
Volatility transmission in emerging European foreign exchange markets
+1
Publication without faculty affiliation
publication
Survey of Volatility and Spillovers on Financial Markets
2018 |
Publication without faculty affiliation
publication
Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak
2022 |
Publication without faculty affiliation
publication
Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?
2017 |
Publication without faculty affiliation
publication
Volatility transmission in emerging European foreign exchange markets
2011 |
Faculty of Social Sciences
publication
Volatility transmission in emerging European foreign exchange markets
2011 |
Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
publication
Volatility transmissson in emerging European foreign exchange markets
2010 |
Publication without faculty affiliation
publication
Volatility transmissson in emerging European foreign exchange markets
2010 |
Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
publication
Asymmetric connectedness of markets: How does the good and bad volatility spills over the US industries?
2014 |
Faculty of Social Sciences
publication
Mortgage-Related Bank Penalties and Systemic Risk Among U.S. Banks
Publication without faculty affiliation
publication
Asymmetric volatility connectedness on the forex market
2017 |
Publication without faculty affiliation
publication
Mortgage-related bank penalties and systemic risk among U.S. banks
2022 |
Publication without faculty affiliation
publication
Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets
2019 |
Faculty of Social Sciences