Pages that link to "Item:Q1970867"
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The following pages link to Correlations in returns and volatilities in Pacific-Rim stock markets (Q1970867):
Displaying 7 items.
- Causal and dynamic relationships among stock returns, return volatility and trading volume: Evidence from emerging markets in South-East Asia (Q841839) (← links)
- Does NVIX matter for market volatility? Evidence from Asia-Pacific markets (Q2148195) (← links)
- Volatility spillovers from the Chinese stock market to economic neighbours (Q2227449) (← links)
- Long-run comovements in East Asian stock market volatility (Q2416241) (← links)
- CAUSAL LINKAGES AMONG SHANGHAI, SHENZHEN, AND HONG KONG STOCK MARKETS (Q3022097) (← links)
- Dynamics of Intraday Serial Correlation in China's Stock Market (Q3102911) (← links)
- Comparing the causality patterns between some Scandinavian stock returns and global return factors (Q4546901) (← links)