Intensity of Volatility Linkages in Islamic and Conventional Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1913656 ◽

2011 ◽

Author(s):

Shumi M. Akhtar ◽

Maria Jahromi ◽

Kose John

Keyword(s):

Volatility Linkages

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Returns and Volatility Linkages of Nifty 50 with Major World Indices

SSRN Electronic Journal ◽

10.2139/ssrn.3452016 ◽

2019 ◽

Author(s):

Md Mobashshir Hussain ◽

Mohd Atif

Keyword(s):

Volatility Linkages

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Volatility linkages of the equity, bond and money markets: an implied volatility approach

Accounting and Finance ◽

10.1111/j.1467-629x.2008.00281.x ◽

2009 ◽

Vol 49 (1) ◽

pp. 207-219 ◽

Author(s):

Kent Wang

Keyword(s):

Implied Volatility ◽

Money Markets ◽

Volatility Linkages

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Return and Volatility Linkages among G-7 and Selected Emerging Markets

International Journal of Economics and Finance ◽

10.5539/ijef.v7n6p153 ◽

2015 ◽

Vol 7 (6) ◽

Author(s):

Rafiq Bhuyan ◽

Mohammad I. Elian ◽

Mohsen Bagnied ◽

Talla Mohammed Al-Deehani

Keyword(s):

Emerging Markets ◽

Volatility Linkages

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Return and volatility linkages between CO2 emission and clean energy stock prices

Energy ◽

10.1016/j.energy.2018.09.055 ◽

2018 ◽

Vol 164 ◽

pp. 803-810 ◽

Author(s):

Anupam Dutta ◽

Elie Bouri ◽

Md Hasib Noor

Keyword(s):

Stock Prices ◽

Co2 Emission ◽

Clean Energy ◽

Volatility Linkages

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Return and Volatility Linkages between Bitcoin, Gold Price, and Oil Price: Evidence from Diagonal BEKK–GARCH Model

10.1108/s1571-03862021000029a019 ◽

2021 ◽

pp. 69-81

Author(s):

Surachai Chancharat ◽

Julaluk Butda

Keyword(s):

Garch Model ◽

Oil Price ◽

Volatility Linkages

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Return and volatility linkages between the US and the German stock market

Journal of International Money and Finance ◽

10.1016/j.jimonfin.2005.11.010 ◽

2006 ◽

Vol 25 (4) ◽

pp. 598-613 ◽

Author(s):

Dirk Baur ◽

Robert C. Jung

Keyword(s):

Stock Market ◽

The Us ◽

German Stock ◽

Volatility Linkages ◽

German Stock Market

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Volatility Linkages Between Price Returns of Crude Oil and Crude Palm Oil in the ASEAN Region: A Copula Based GARCH Approach

Lecture Notes in Computer Science - Integrated Uncertainty in Knowledge Modelling and Decision Making ◽

10.1007/978-3-319-25135-6_39 ◽

2015 ◽

pp. 428-439 ◽

Author(s):

Teera Kiatmanaroch ◽

Ornanong Puarattanaarunkorn ◽

Kittawit Autchariyapanitkul ◽

Songsak Sriboonchitta

Keyword(s):

Crude Oil ◽

Palm Oil ◽

Crude Palm Oil ◽

Volatility Linkages

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Modeling volatility linkages between Shanghai and Hong Kong stock markets before and after the connect program

Economic Modelling ◽

10.1016/j.econmod.2017.02.012 ◽

2017 ◽

Vol 67 ◽

pp. 346-354 ◽

Author(s):

Wensheng Lin

Keyword(s):

Hong Kong ◽

Stock Markets ◽

Before And After ◽

Modeling Volatility ◽

Volatility Linkages

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Return-Volatility Linkages in the International Equity and Currency Markets

SSRN Electronic Journal ◽

10.2139/ssrn.317939 ◽

2002 ◽

Author(s):

Bill B. Francis ◽

Iftekhar Hasan ◽

Delroy M. Hunter

Keyword(s):

Return Volatility ◽

Currency Markets ◽

International Equity ◽

Volatility Linkages

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Dynamic Volatility Linkages between Developed and Emerging Stock Markets: A MMV-GARCH Approach

DEStech Transactions on Social Science Education and Human Science ◽

10.12783/dtssehs/icss2017/19393 ◽

2018 ◽

Author(s):

Xin-Xia YANG ◽

Xian-Fang SU ◽

Zu-Xing HE

Keyword(s):

Stock Markets ◽

Emerging Stock Markets ◽

Volatility Linkages

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