SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Cross-border transmission of stock price volatility · Study

ArticleShelves

ArticleCross-border transmission of stock price volatility

Jin-Gil Jeong1999

Article1999

Cross-border transmission of stock price volatility

37 citations·0/0 files stored·Global Finance Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 37 citations exist upstream.

References

1965The Behavior of Stock-Market Prices 1963The Variation of Certain Speculative Prices 1997The variation of certain speculative prices 1992ARCH modeling in finance 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model 1988A Capital Asset Pricing Model with Time-Varying Covariances 1990Correlations in Price Changes and Volatility across International Stock Markets 1986Stock return variances

Cited by

2018The intraday volatility spillover index approach and an application in the Brexit vote 2015Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach 2014Intraday return and volatility spillover mechanism from Chinese to Japanese stock market 2016Dynamic spillovers between Nigerian, South African and international equity markets 2019Frequency domain causality analysis of intra- and inter-regional return and volatility spillovers of South-East European (SEE) stock markets

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1994Chapter 49 Arch modelschapter · 10 shared references 2005Re-examining the asymmetric predictability of conditional variances: The role of sudden changes in variancearticle · 10 shared references 2005Volatility Transmission Models: A Surveypreprint · 10 shared references 1998International transmission of information: evidence from the Euroyen and Eurodollar futures marketsarticle · 10 shared references 1999Price discovery and volatility spillovers in the DJIA index and futures marketsarticle · 9 shared references 2002Volatility transmission in the oil and natural gas marketsarticle · 9 shared references

Details

Year1999

Typearticle

Published1999-03-01

VenueGlobal Finance Journal

ISSN-L1044-0283

Languageen

Citations37

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/s1044-0283(99)00005-8

openalex_workW1551446500

Links

Imported from OpenAlex (CC0) — nothing here is generated.