Volatility Spillover - Articles - Scientific Research Publishing

Optimal Manufacturer Strategy for Live Streaming Introduction with Streamer Effort and Influence under Spillover Effect (Articles)

Yang Wang

Open Access Library Journal Vol.12 No.5, May 30, 2025

DOI: 10.4236/oalib.1113360 88 Downloads 475 Views Citations
Pricing and Hedging in Stochastic Volatility Regime Switching Models (Articles)

Stéphane Goutte

Journal of Mathematical Finance Vol.3 No.1, February 26, 2013

DOI: 10.4236/jmf.2013.31006 5,222 Downloads 9,544 Views Citations
Food Commodity Prices Volatility: The Role of Biofuels (Articles)

Christopher L. Gilbert, Harriet K. Mugera

Natural Resources Vol.5 No.5, April 29, 2014

DOI: 10.4236/nr.2014.55019 5,507 Downloads 8,356 Views Citations
This article belongs to the Special Issue on Biofuel Research
Averting Disaster: Leverage Limits for Single-Stock Leveraged ETFs (Articles)

Matthew S. Crouse

Journal of Mathematical Finance Vol.12 No.4, October 21, 2022

DOI: 10.4236/jmf.2022.124033 306 Downloads 1,948 Views Citations
Agricultural Commodity Markets: Reference Point for the Real Value of a Currency (Articles)

Ian McFarlane

Modern Economy Vol.5 No.5, May 23, 2014

DOI: 10.4236/me.2014.55050 4,399 Downloads 6,214 Views Citations
Does the Implied Volatility Index Have Signaling Power? Evidence from Mexico (Articles)

Jin Yong Yang, Junyoung Heo, In-Sung Yeo, Sang-Heon Lee

Modern Economy Vol.5 No.8, July 18, 2014

DOI: 10.4236/me.2014.58080 3,636 Downloads 5,655 Views Citations
Implied Idiosyncratic Volatility and Stock Return Predictability (Articles)

Cesario Mateus, Worawuth Konsilp

Journal of Mathematical Finance Vol.4 No.5, November 26, 2014

DOI: 10.4236/jmf.2014.45032 5,113 Downloads 7,586 Views Citations
The Effect of Money Supply on the Volatility of Korean Stock Market (Articles)

Ki-Hong Choi, Seong-Min Yoon

Modern Economy Vol.6 No.5, May 14, 2015

DOI: 10.4236/me.2015.65052 5,039 Downloads 7,055 Views Citations
Measuring and Comparing the Value-at-Risk Using GARCH and CARR Models for CSI 300 Index (Articles)

Chunchou Wu

Theoretical Economics Letters Vol.8 No.6, April 23, 2018

DOI: 10.4236/tel.2018.86078 1,191 Downloads 5,730 Views Citations
This article belongs to the Special Issue on Computational Economics and Econometrics
Growth and Volatility: An Analysis for the Brazilian Economy (Articles)

Elano Ferreira Arruda, Felipe de Sousa Bastos, Pablo Urano de Carvalho Castelar, Fernando Marques Mansilla, Antônio Clécio de Brito

Theoretical Economics Letters Vol.9 No.7, October 24, 2019

DOI: 10.4236/tel.2019.97165 842 Downloads 2,355 Views Citations
Fair Value and Its Economic Consequence on the Volatility Measures of Earnings, Stock Price and Government Debt Yield (Articles)

Lan Sun

Theoretical Economics Letters Vol.4 No.9, December 22, 2014

DOI: 10.4236/tel.2014.49114 10,149 Downloads 12,761 Views Citations
Empirical Analysis of Potential Put-Call Parity Arbitrage Opportunities with Particular Focus on the Shanghai Stock Exchange 50 Index (Articles)

Elmar Steurer, Ernst J. Fahling, Jiali Du

Journal of Financial Risk Management Vol.11 No.1, January 29, 2022

DOI: 10.4236/jfrm.2022.111003 536 Downloads 3,197 Views Citations
Impact of Macroeconomic Volatility on Stock Market Volatility in Bangladesh (Articles)

Md. Rafiqul Matin

Journal of Financial Risk Management Vol.12 No.3, September 20, 2023

DOI: 10.4236/jfrm.2023.123013 422 Downloads 1,957 Views Citations
An Empirical Research on Interactive Relationship of Urban Housing Prices in China: Analysis of Six Major Cities (Articles)

Qian Zhang, Dexiang Mei

Low Carbon Economy Vol.6 No.2, June 24, 2015

DOI: 10.4236/lce.2015.62008 4,203 Downloads 5,599 Views Citations
Empirical Research on Spillover Effect among Stock, Money and Foreign Exchange Market of China (Articles)

Yunlong Yu, Dong Liao

Modern Economy Vol.8 No.5, May 12, 2017

DOI: 10.4236/me.2017.85047 2,099 Downloads 4,325 Views Citations
Study on the Spillover Effects of Overseas Brand Crises (Articles)

Qing Li, Zheng Jiang

Journal of Service Science and Management Vol.10 No.4, August 16, 2017

DOI: 10.4236/jssm.2017.104031 1,183 Downloads 2,375 Views Citations
Making Carbon-Emission Reduction Decisions in Supply Chains Based on Vertical Spillover and Environmental Awareness of Consumers (Articles)

Guilan Han

Open Journal of Business and Management Vol.7 No.4, September 17, 2019

DOI: 10.4236/ojbm.2019.74116 883 Downloads 1,825 Views Citations
Research on Spatial Spillover Effect of Total Factor Productivity in Construction Industry: Evidence from Yangtze River Delta Region in China (Articles)

Tianci Yin

American Journal of Industrial and Business Management Vol.11 No.12, December 2, 2021

DOI: 10.4236/ajibm.2021.1112069 335 Downloads 1,251 Views Citations
The Time-Varying Spillover Effects between China’s Carbon Markets and Energy Market: Evidence Using the TVP-DY Index Model (Articles)

Xiao Sun, Huihui Li, Lantao Xu

American Journal of Industrial and Business Management Vol.12 No.6, June 24, 2022

DOI: 10.4236/ajibm.2022.126059 437 Downloads 1,739 Views Citations
Spatiotemporal Evolution Characteristics and Influencing Factors of China’s Automobile Market since Joining the WTO (Articles)

Xibo Wu, Peiying Lyu, Changqiang Lai

Journal of Geographic Information System Vol.14 No.5, October 12, 2022

DOI: 10.4236/jgis.2022.145022 283 Downloads 1,039 Views Citations

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