Dynamic correlation and volatility spillover between the stock markets of Shenzhen and Hong Kong

investigating the effects of volatility spillover between stock, gold, oil and exchange markets

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Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States

Examinations of the dynamics of daily returns and volatility in stock markets of the U.S., Hong Kong and mainland China (Shanghai and Shenzhen) over 2 January 2001 to 8 February 2013 suggest: (1) evidence of unidirectional return spillovers from the U.S. to the other three markets; but no spillover between Hong Kong and either of the two mainland China markets; (2) evidence of unidirectional AR...

the investigation of the relationship between type a and type b personalities and quality of translation

چکیده ندارد.

The Influence of Structural Changes in Volatility on Shock Transmission and Volatility Spillover among Iranian Gold and Foreign Exchange Markets

Dynamic Correlation between Oil Markets and Financial Markets and Oil and Petrochemical Industries in Iran

In this paper we study the effect of volatility in Brent oil prices on the important indices of financial markets in Iran, as well as the return on gold, from 2008 to 2018 using the Multivariate Exponential GARCH Model (MVEGARCH). We also use the ADCC-FIGARCH model to examine the asymmetric dynamic conditional correlation between Brent oil prices and financial markets in Iran. The results of th...