This study accounts for the time‐varying pattern of price shock transmission, exploring stock
market linkages using continuous time wavelet methodology. In order to sustain and …

This paper examines the risk transmissions across the green economy indices of three
major regions which include US, Europe and Asia. The econometric analyses are conducted …

This article examines the impact of the 2007–2009 Global Financial Crisis on the
interrelationships among global stock markets and the informational role of the TED spread …

This paper investigates risk spillovers and hedge strategies between global crude oil
markets and stock markets. In the paper, we propose a multivariate long memory and …

In this study, the dynamic relation between global crude oil prices and stock prices is
investigated in terms of crude oil-exporting and-importing countries. The relationship …

Özet Bu çal› flmada ABD'de z› mni volatilite endeksi olarak oluflturulan VIX'in geliflmekte
olan 15 ülkenin hisse senedi piyasalar› üzerindeki etkisi GJR-GARCH model ile araflt› r› lm› …

This paper examines the co-movements dynamics between OCDE countries with the US
and Europe. The core focus is to suggest advantageous techniques allowing the …

Testing causal relation among central and eastern European equity markets: evidence from
asymmetric causality test Page 1 Full Terms & Conditions of access and use can be found …

This study investigates long-term linear and nonlinear causal linkages among eleven stock
markets, six industrialized markets and five emerging markets of South-East Asia. We cover …

This paper examines the dynamic linkages between the equity market of US representing
the center and emerging markets using the Granger-causality test. The findings show that …