scholarly journals No contagion from Russia toward global equity markets after the 2014 international sanctions

2016 ◽  
Vol 52 ◽  
pp. 79-98 ◽  
Author(s):  
G. Castagneto-Gissey ◽  
E. Nivorozhkin
Keyword(s):  
Equity Markets ◽  
International Sanctions ◽  
Global Equity Markets

Up- and Downside Variance Risk Premia in Global Equity Markets

2018 ◽  
Author(s):  
Matthias Held ◽  
Julia Kapraun ◽  
Marcel Omachel ◽  
Julian Thimme
Keyword(s):  
Equity Markets ◽  
Risk Premia ◽  
Global Equity Markets ◽  
Variance Risk

Volatility linkage across global equity markets

2014 ◽  
Vol 25 (2) ◽  
pp. 71-89 ◽  
Author(s):  
Liang Ding ◽  
Yirong Huang ◽  
Xiaoling Pu
Keyword(s):  
Equity Markets ◽  
Global Equity Markets
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