Pages that link to "Item:Q528027"
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The following pages link to International market links and volatility transmission (Q528027):
Displaying 17 items.
- Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk (Q929674) (← links)
- International capital markets and redundant securities (Q1017021) (← links)
- Volatility spillovers, interdependence and comovements: a Markov switching approach (Q1023631) (← links)
- A test for volatility spillovers. (Q1603866) (← links)
- Dispersion in macroeconomic volatility between the core and periphery of the international trade network (Q1657204) (← links)
- Testing for mutually exciting jumps and financial flights in high frequency data (Q1680187) (← links)
- Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk (Q2241570) (← links)
- Testing conditional independence via empirical likelihood (Q2451799) (← links)
- A nonparametric test of a strong leverage hypothesis (Q2630356) (← links)
- Capturing the Spillover Effect With Multiplicative Error Models (Q2794787) (← links)
- Volatility transmission patterns and terrorist attacks (Q3645205) (← links)
- Conditional quantile analysis for realized GARCH models (Q5095829) (← links)
- Testing for Jump Spillovers Without Testing for Jumps (Q5120659) (← links)
- Internationalization and Stock Market Liquidity* (Q5394084) (← links)
- Are volatility indices in international stock markets forward looking? (Q5852472) (← links)
- A Projection-Based Nonparametric Test of Conditional Quantile Independence (Q5860974) (← links)
- Investigating volatility transmission across international equity markets using multivariate fractional models (Q6056274) (← links)
