The contagion effect from US stock market to the Vietnamese and the Philippine stock markets: The evidence of DCC-GARCH model
TPTD Le, HLM Tran - The Journal of Asian Finance, Economics …, 2021 - koreascience.kr
Using a DCC-GARCH model analysis, this paper examines the existence of financial
contagion from the US stock market to the Vietnamese and the Philippine stock markets …
contagion from the US stock market to the Vietnamese and the Philippine stock markets …
Return and volatility spillovers among CIVETS stock markets
Coined in 2009, the CIVETS refers to Colombia, Indonesia, Vietnam, Egypt, Turkey, and
South Africa as a new group of frontier emerging markets with young and growing …
South Africa as a new group of frontier emerging markets with young and growing …
Better to give than to receive: a study of BRICS countries stock markets
This study uses the MGARCH-BEKK model and Diebold–Yilmaz (DY) volatility spillover
index to examine volatility spillovers among BRICS countries' stock markets. The study finds …
index to examine volatility spillovers among BRICS countries' stock markets. The study finds …
ULUSLARARASI PAY PİYASALARI ARASINDAKİ GETİRİ VE VOLATİLİTE YAYILIMI: GELİŞMİŞ ÜLKELER VE SEÇİLMİŞ GELİŞMEKTE OLAN ÜLKELER ÜZERİNE …
S Gürsoy, B Govdere - Süleyman Demirel Üniversitesi Vizyoner …, 2020 - dergipark.org.tr
Günümüzde gelişmiş ülkelerdeki fon yatırımcıları hem portföy çeşitlendirmesi hem de risk
yönetimi açısından fonlarını aktaracak düşük korelasyonlu yatırım araçları ve finansal piyasa …
yönetimi açısından fonlarını aktaracak düşük korelasyonlu yatırım araçları ve finansal piyasa …
Capital market integration in some ASEAN countries revisited
R Robiyanto - Jurnal Manajemen, 2018 - ecojoin.org
Financial market integration in Southern Asia especially in ASEAN main member countries
still attractive to scrunitized. Most of these countries were devastated during severe regional …
still attractive to scrunitized. Most of these countries were devastated during severe regional …
[PDF][PDF] Financial distress and audit fees: new evidence of the role of firm size
A Shemshad - Innovation management and operational strategies, 2023 - journal-imos.ir
Purpose: Financial distress can increase investment risk for investors. Therefore, it will be
necessary to review the financial statements by an independent person. Therefore, the …
necessary to review the financial statements by an independent person. Therefore, the …
Borsa İstanbul pay endekslerinin volatilite yapısı ve volatilite yayılımı: GARCH ve MGARCH modelleri ile BİST Sınai ve Mali Endeksleri örneği
EE Topaloğlu - Dumlupınar Üniversitesi Sosyal Bilimler Dergisi, 2020 - dergipark.org.tr
Çalışmada, Borsa İstanbul Sınai ve Mali endekslerinin 14.03. 2001-10.08. 2018 dönemine
ilişkin günlük kapanış değerleri doğrultusunda volatilite yapılarını ortaya çıkarmak ve iki …
ilişkin günlük kapanış değerleri doğrultusunda volatilite yapılarını ortaya çıkarmak ve iki …
Volatility transmission and correlation analysis between the USA and Asia: The impact of the global financial crisis
N Valls, H Chuliá - Global Economic Review, 2012 - Taylor & Francis
This paper examines volatility transmission and conditional correlations behaviour between
the US and the Asian stock markets considering the effect of the Global Financial crisis. One …
the US and the Asian stock markets considering the effect of the Global Financial crisis. One …
[PDF][PDF] The impact of the global financial crisis on the integration of the Chinese and Indonesian stock markets
JM Kenani, J Purnomo, F Maoni - International Journal of …, 2013 - pdfs.semanticscholar.org
The study investigates the integration of Chinese stock market with Indonesian stock market
after the 2008 global financial crisis, by considering volatility spillover between the two …
after the 2008 global financial crisis, by considering volatility spillover between the two …
FİNANSAL PİYASALARIN ENTEGRASYONU: ABD, AB, ASYA PİYASALARI VE BORSA İSTANBUL ÖRNEĞİ
Piyasalar arasındaki entegrasyon ülkelerin finansal istikrarı, uluslararası portföy
çeşitlendirmesi ve hedging uygulamaları açısından önem arz etmektedir. Piyasalar …
çeşitlendirmesi ve hedging uygulamaları açısından önem arz etmektedir. Piyasalar …