Volatility Spillovers - Articles - Scientific Research Publishing

Dynamic Linkages between Brics and Other Emerging Equity Markets (Articles)

Sanjay Sehgal, Arjun Mittal, Anand Mittal

Theoretical Economics Letters Vol.9 No.7, August 31, 2019

DOI: 10.4236/tel.2019.97166 940 Downloads 2,540 Views Citations
Financial Integration and Portfolio Diversification: Evidence from CIVETS Stock Markets (Articles)

Kashif Saleem, Osama Al-Hares, Sheraz Ahmed

Theoretical Economics Letters Vol.6 No.6, December 14, 2016

DOI: 10.4236/tel.2016.66121 1,701 Downloads 3,362 Views Citations
Erratum to “Testing and Predicting Volatility Spillover—A Multivariate GJR-GARCH Approach” [Theoretical Economics Letters, 2019, 9, 83-99] (Articles)

Hira Aftab, Rabiul Alam Beg, Sizhong Sun, Zhangyue Zhou

Theoretical Economics Letters Vol.9 No.5, June 14, 2019

DOI: 10.4236/tel.2019.95090 844 Downloads 1,788 Views Citations
A Study on the Relationship among Technology Spillovers, R&D Investment and Firms’ Cash Holdings (Articles)

Jiayu Chi, Ling Sun

Modern Economy Vol.8 No.12, December 27, 2017

DOI: 10.4236/me.2017.812107 1,121 Downloads 2,106 Views Citations
OFDI Reverse Technology Spillovers of Western China (Articles)

Xianping Yuan, Yuanyuan Zhang

Open Journal of Social Sciences Vol.6 No.2, February 9, 2018

DOI: 10.4236/jss.2018.62006 1,383 Downloads 2,929 Views Citations
Foreign Direct Investment Spillovers and the Ghanaian Local Financial Environment (Articles)

Festus Ebo Turkson, Agyapomaa Gyeke-Dako, Emmanuel Bentum Amissah

Modern Economy Vol.6 No.10, October 27, 2015

DOI: 10.4236/me.2015.610104 3,003 Downloads 5,455 Views Citations
Testing and Predicting Volatility Spillover—A Multivariate GJR-GARCH Approach (Articles)

Hira Aftab, Rabiul Alam Beg, Sizhong Sun, Zhangyue Zhou

Theoretical Economics Letters Vol.9 No.1, January 29, 2019

DOI: 10.4236/tel.2019.91008 1,102 Downloads 3,293 Views Citations
Volatility Forecasting and Volatility Risk Premium (Articles)

Jingfei Cheng

Journal of Applied Mathematics and Physics Vol.3 No.1, January 28, 2015

DOI: 10.4236/jamp.2015.31014 6,948 Downloads 9,362 Views Citations
Evaluating Volatility Forecasts with Ultra-High-Frequency Data—Evidence from the Australian Equity Market (Articles)

Kai Zhang, Lurion De Mello, Mehdi Sadeghi

Theoretical Economics Letters Vol.8 No.1, January 4, 2018

DOI: 10.4236/tel.2018.81001 1,450 Downloads 3,879 Views Citations
This article belongs to the Special Issue on Financial Economics
Next Level in Risk Management? Hedging and Trading Strategies of Volatility Derivatives Using VIX Futures (Articles)

Ernst J. Fahling, Elmar Steurer, Tobias Schädler, Adrian Volz

Journal of Financial Risk Management Vol.7 No.4, December 29, 2018

DOI: 10.4236/jfrm.2018.74024 1,778 Downloads 6,382 Views Citations
Characterizing the Volatility Transmission across International Stock Markets (Articles)

Amarnath Mitra, Vishwanathan Iyer, Anto Joseph

Theoretical Economics Letters Vol.5 No.4, August 24, 2015

DOI: 10.4236/tel.2015.54067 3,718 Downloads 5,774 Views Citations
Inferring Volatility from the Yield Curve (Articles)

Vincent Brousseau, Alain Durré

Journal of Mathematical Finance Vol.5 No.3, August 28, 2015

DOI: 10.4236/jmf.2015.53026 6,055 Downloads 7,603 Views Citations
Research on the Daily Volatility Measure Considering the Impact of Overnight Variance and Time Segment in Chinese Stock Market (Articles)

Yu Shi, Handong Li

Journal of Mathematical Finance Vol.8 No.3, August 7, 2018

DOI: 10.4236/jmf.2018.83035 1,229 Downloads 2,813 Views Citations
This article belongs to the Special Issue on Financial Market Volatility
Do Leveraged ETFs Increase Volatility (Articles)

William J. Trainor

Technology and Investment Vol.1 No.3, August 27, 2010

DOI: 10.4236/ti.2010.13026 10,168 Downloads 18,490 Views Citations
Are Sunspots Stabilizing? (Articles)

Paul Shea

Theoretical Economics Letters Vol.1 No.3, November 7, 2011

DOI: 10.4236/tel.2011.13023 7,342 Downloads 11,658 Views Citations
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Open Journal of Applied Sciences Vol.4 No.2, February 20, 2014

DOI: 10.4236/ojapps.2014.42004 7,546 Downloads 11,845 Views Citations
The Cross-Sectional Risk Premium of Decomposed Market Volatility in UK Stock Market (Articles)

Yan Yang, Laurence Copeland

Open Journal of Social Sciences Vol.2 No.7, July 14, 2014

DOI: 10.4236/jss.2014.27006 4,385 Downloads 6,087 Views Citations
The Effects of Opening Trade on Regional Inequality in a Model of Scale-Invariant Growth and Foot-Loose Capital (Articles)

Katsufumi Fukuda

Theoretical Economics Letters Vol.2 No.5, December 19, 2012

DOI: 10.4236/tel.2012.25078 4,174 Downloads 7,191 Views Citations
Inter-Industry Productivity Spillovers from Japanese and US FDI in Mexico’s Manufacturing Sector (Articles)

Leo Guzmán Anaya

Technology and Investment Vol.4 No.4, November 4, 2013

DOI: 10.4236/ti.2013.44028 4,817 Downloads 7,539 Views Citations
Not Enough R&D? Or Maybe Too Much? Intensity of Knowledge Spillovers and Optimal R&D Policy in Schumpeterian Growth Theory (Articles)

Elie Gray

Theoretical Economics Letters Vol.12 No.6, November 9, 2022

DOI: 10.4236/tel.2022.126084 516 Downloads 1,330 Views Citations

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