Volatility linkage across global equity markets

Global Finance Journal ◽

10.1016/j.gfj.2014.06.002 ◽

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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Country and Sector Drive Low-Volatility Investing in Global Equity Markets

10.2469/dig.v44.n9.4 ◽

2014 ◽

Vol 44 (9) ◽

Author(s):

Imrith Ramtohul

Keyword(s):

Equity Markets ◽

Global Equity Markets

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Up- and Downside Variance Risk Premia in Global Equity Markets

SSRN Electronic Journal ◽

10.2139/ssrn.2511162 ◽

2014 ◽

Author(s):

Matthias Held ◽

Marcel Omachel

Keyword(s):

Equity Markets ◽

Risk Premia ◽

Global Equity Markets ◽

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Up- and Downside Variance Risk Premia in Global Equity Markets

SSRN Electronic Journal ◽

10.2139/ssrn.3189480 ◽

2018 ◽

Author(s):

Matthias Held ◽

Julia Kapraun ◽

Marcel Omachel ◽

Julian Thimme

Keyword(s):

Equity Markets ◽

Risk Premia ◽

Global Equity Markets ◽

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Risk Premia to Political Uncertainty in Global Equity Markets

SSRN Electronic Journal ◽

10.2139/ssrn.3266461 ◽

2018 ◽

Author(s):

Maximilian Sauer ◽

Marcel Tyrell

Keyword(s):

Equity Markets ◽

Risk Premia ◽

Political Uncertainty ◽

Global Equity Markets

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Multi-regime Forecasting Model for the Impact of COVID-19 Pandemic on Volatility in Global Equity Markets

SSRN Electronic Journal ◽

10.2139/ssrn.3646520 ◽

2020 ◽

Author(s):

Nazli Sila Alan ◽

Robert F. Engle ◽

Ahmet K Karagozoglu

Keyword(s):

Equity Markets ◽

Forecasting Model ◽

Global Equity Markets ◽

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Understanding the Pricing of Currency Risk in Global Equity Markets

Journal of Multinational Financial Management ◽

10.1016/j.mulfin.2021.100727 ◽

2021 ◽

pp. 100727

Author(s):

G. Andrew Karolyi ◽

Ying Wu

Keyword(s):

Equity Markets ◽

Currency Risk ◽

Global Equity Markets

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Cross-Sectional Return Dispersions and Risk in Global Equity Markets

Stock Market Volatility - Chapman & Hall/CRC Finance Series ◽

10.1201/9781420099553.ch19 ◽

2009 ◽

pp. 361-376

Author(s):

Thomas Chiang

Keyword(s):

Equity Markets ◽

Cross Sectional ◽

Global Equity Markets

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The financial interconnectedness between global equity markets and crude oil: evidence from the GCC

Journal of Chinese Economic and Business Studies ◽

10.1080/14765284.2021.1989884 ◽

2021 ◽

pp. 1-24

Author(s):

Moosa Yousuf ◽

Jia Zhai

Keyword(s):

Crude Oil ◽

Equity Markets ◽

Global Equity Markets ◽

Financial Interconnectedness

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

Economic Analysis and Policy ◽

10.1016/j.eap.2016.08.006 ◽

2016 ◽

Vol 52 ◽

pp. 79-98 ◽

Author(s):

G. Castagneto-Gissey ◽

E. Nivorozhkin

Keyword(s):

Equity Markets ◽

International Sanctions ◽

Global Equity Markets

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Long Memory and Fractality Among Global Equity Markets: a Multivariate Wavelet Approach

Journal of Quantitative Economics ◽

10.1007/s40953-020-00220-0 ◽

2020 ◽

Author(s):

Avishek Bhandari ◽

Bandi Kamaiah

Keyword(s):

Long Memory ◽

Equity Markets ◽

Global Equity Markets

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