Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
1572-9338
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
online resource.
- Erschienen in
-
Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk ; day:3 ; month:5 ; year:2021 ; pages:1-22
Annals of operations research ; (3.5.2021), 1-22
- Klassifikation
-
Wirtschaft
- Urheber
- Beteiligte Personen und Organisationen
-
SpringerLink (Online service)
- DOI
-
10.1007/s10479-021-04081-5
- URN
-
urn:nbn:de:101:1-2021090619191042682107
- Rechteinformation
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
15.08.2025, 07:34 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Elsayed, Ahmed H.
- Helmi, Mohamad Husam
- SpringerLink (Online service)
Ähnliche Objekte (12)
Examining volatility spillover between Asian stock markets
Examining volatility spillover between Asian countries' stock markets
Examining volatility spillover between Asian countries’ stock markets
Return and volatility spillover effects in agricultural commodity markets
Asymmetric volatility spillover between crude oil and other asset markets
Coordination of circuit breakers? Volume migration and volatility spillover in fagmented markets
Information Spillover, Volatility and the Currency Markets for the Binary Choice Model
Coordination of circuit breakers? Volume migration and volatility spillover in fragmented markets
Simultaneous stochastic volatility transmission across american equity markets
Volatility transmission in emerging European foreign exchange markets
Volatility transmission across financial markets: A semiparametric analysis
Simultaneous Stochastic Volatility Transmission Across American Equity Markets
Examining volatility spillover between Asian stock markets
Examining volatility spillover between Asian countries' stock markets
Examining volatility spillover between Asian countries’ stock markets
Return and volatility spillover effects in agricultural commodity markets
Asymmetric volatility spillover between crude oil and other asset markets
Coordination of circuit breakers? Volume migration and volatility spillover in fagmented markets
Information Spillover, Volatility and the Currency Markets for the Binary Choice Model
Coordination of circuit breakers? Volume migration and volatility spillover in fragmented markets
Simultaneous stochastic volatility transmission across american equity markets
Volatility transmission in emerging European foreign exchange markets
Volatility transmission across financial markets: A semiparametric analysis
Simultaneous Stochastic Volatility Transmission Across American Equity Markets
Examining volatility spillover between Asian stock markets
Examining volatility spillover between Asian countries' stock markets
Examining volatility spillover between Asian countries’ stock markets
Return and volatility spillover effects in agricultural commodity markets
Asymmetric volatility spillover between crude oil and other asset markets
Coordination of circuit breakers? Volume migration and volatility spillover in fagmented markets
Information Spillover, Volatility and the Currency Markets for the Binary Choice Model
Coordination of circuit breakers? Volume migration and volatility spillover in fragmented markets
Simultaneous stochastic volatility transmission across american equity markets
Volatility transmission in emerging European foreign exchange markets
Volatility transmission across financial markets: A semiparametric analysis