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Volatility spillover effects amongsix Asian countries

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References

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1988A Capital Asset Pricing Model with Time-Varying Covariances3,145 cited
2009Price and volatility spillovers across North American, European and Asian stock markets164 cited
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1997Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets81 cited

Cited by

2013Directional spillovers from the U.S. and the Saudi market to equities in the Gulf Cooperation Council countries46 cited
2018Extreme co-movements and dependencies among major international exchange rates: A copula approach43 cited
2018Volatility spillover from the Chinese stock market to E7 and G7 stock markets37 cited
2021Nexus between Southeast Asian stock markets, bitcoin and gold: spillover effect before and during the COVID-19 pandemic34 cited
2020Dynamic Connectedness among BRICS and Major Countries Stock Markets28 cited
2023Spillovers and connectedness between Chinese and ASEAN stock markets during bearish and bullish market statuses27 cited
2012Return and volatility spillovers between Dubai financial market and Abu Dhabi Stock Exchange in the UAE25 cited
2014

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A spatial–temporal analysis of East Asian equity market linkages

25 cited