Price and volatility spillovers across North American, European and Asian stock markets

By Priyanka Singh, B. Kumar, A. Pandey. 2010

175 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/d1206b24a3448b7f411dd531b7ad761a6b5bf43d

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Walid Mensi
2. Makram Beljid
3. Adel Boubaker
4. Shunsuke Managi
5. Sang Hoon Kang
6. Seong‐Min Yoon
7. Muhammad Shahbaz
8. Mohamed Arouri

In Finance

1. Makram Beljid
2. Adel Boubaker
3. Walid Mensi
4. Shunsuke Managi

Citations in the corpus

• Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold (2013, background): “…key stock markets or between the crude oil market and financial markets (e.g., Hassan and Malik, 2007; Lien and Yang, 2008; Malik and Ewing, 2009; Singh et al., 2010; Yilmaz, 2010; Du et al., 2011; He and Chen, 2011; Serra, 2011; Syllignakis et Kouretas, 2011; Arouri et al., 2012; Kumar et al.,…”