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Dynamic Connectedness in Emerging Asian Equity Markets. (2018). Sethapramote, Yuthana ; Prukumpai, Suthawan ; Manopimoke, Pym.
In: PIER Discussion Papers.
RePEc:pui:dpaper:82.

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Cited: 9

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Cites: 60

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  1. ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles.
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  2. Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr.
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  3. ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:2308.

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  4. Modelling volatility transmission in regional Asian stock markets. (2022). Azimova, Tarana.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000342.

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  5. Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic. (2022). Choi, Sun-Yong.
    In: Economic Analysis and Policy.
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  7. Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Youssef, Manel.
    In: Financial Innovation.
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  8. Stock Market Integration of Pakistan with Its Trading Partners: A Multivariate DCC-GARCH Model Approach. (2019). Lefen, Lin ; Joyo, Ahmed Shafique.
    In: Sustainability.
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  9. Testing of Volatility Spillovers Dynamics and Network Connectedness between Islamic Indices of Regional Stock Markets. (2019). Imdad, Rana Shahid ; Hamid, Kashif ; Ghafoor, Muhammad Mudassar.
    In: Global Regional Review.
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Cocites

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  1. Dynamic Connectedness in Emerging Asian Equity Markets. (2018). Sethapramote, Yuthana ; Prukumpai, Suthawan ; Manopimoke, Pym.
    In: PIER Discussion Papers.
    RePEc:pui:dpaper:82.

    Full description at Econpapers || Download paper

  2. Do oil shocks predict economic policy uncertainty?. (2018). Ur, Mobeen.
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  39. Economic policy uncertainty shocks and stock–bond correlations: Evidence from the US market. (2015). Li, Xiao-Ming ; Gao, Ruzhao ; Zhang, Bing.
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  40. Commodity price changes and the predictability of economic policy uncertainty. (2015). Zhang, Bing ; Wang, Yudong ; Diao, Xundi ; Wu, Chongfeng.
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  41. Oil shocks, policy uncertainty and stock returns in China. (2015). Ratti, Ronald ; Kang, Wensheng .
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  42. The Comovement between Non-GM and GM Soybean Price in China: Evidence from Dalian Futures Market. (2015). Houston, Jack ; Wang, Nanying .
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  43. Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty. (2014). Filis, George ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:4082.

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  44. Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty. (2014). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis.
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp166.

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  45. Policy Uncertainty in China, Oil Shocks and Stock Returns. (2014). Ratti, Ronald ; Kang, Wensheng .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2014-32.

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  46. Dynamics and risk factors in hedge funds returns: Implications for portfolio construction and performance evaluation. (2014). Syriopoulos, Theodore ; Roumpis, Efthymios.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:11:y:2014:i:c:p:58-77.

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  47. Financial regulation policy uncertainty and credit spreads in the US. (2014). Nodari, Gabriela.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:41:y:2014:i:c:p:122-132.

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  48. Impact of short selling activity on market dynamics: Evidence from an emerging market. (2014). Sobaci, Cihat ; Sensoy, Ahmet ; Erturk, Mutahhar ; Åžensoy, Ahmet.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:15:y:2014:i:c:p:53-62.

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  49. Dynamic spillovers of oil price shocks and economic policy uncertainty. (2014). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis.
    In: Energy Economics.
    RePEc:eee:eneeco:v:44:y:2014:i:c:p:433-447.

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  50. Türkiye Ekonomik Politika Belirsizliği Endeksi. (2013). Kanık, Birol ; Ermisoglu, Ergun ; KANIK, BROL ; ERMOLU, ERGUN .
    In: MPRA Paper.
    RePEc:pra:mprapa:49920.

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