LA CÓPULA GED BIVARIADA. Una aplicación en entornos de crisis by Alfonso Mendoza Velázquez, Evalds Galvanovskis

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Volatility Transmission between Stock and Foreign Exchange Markets: Evidence from Nigeria by Emenike Kalu O.

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A Note on Natural Gas Price Transmission from TTF to Other European Hubs by Michał Rubaszek

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Multivariate GARCH models with spherical parameterizations: an oil price application by Luca Vincenzo Ballestra, Riccardo De Blasis, Graziella Pacelli

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A Relação Empírica entre Dividendos, Volatilidade de Retornos e Volume de Negócios no Mercado de Ações Brasileiro by Otávio Ribeiro de Medeiros, Bernardus Ferdinandus Nazar Van Doornik

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Exploring the Dynamics of Brent Crude Oil, S&P500 and Bitcoin Prices Amid Economic Instability by Adela Bara, Irina Alexandra Georgescu, Simona-Vasilica Oprea, Marian Pompiliu Cristescu

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Does the crisis period affect the properties of various financial assets: evidence from G7, BRIC, GCC countries by Marwa Eleuch, Nada Souissi, Mourad Mroua

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Interconnectedness and Spillover Effects amongst Stock Markets of the US, China, Germany, Japan and India using DCC-GARCH Model and Diebold Yilmaz Method by Archana Agarwal, Nidhi Dhankhar, Sunita Mehla

Subjects: “…dcc-garch model…”
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EVIDENCE OF TIME-VARYING HERDING BEHAVIOR FROM THE VIETNAMESE STOCK MARKET by Đoàn Anh Tuấn, Hoàng Mai Phương

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Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH M... by Gholamhosein Golarzi, Seyed Ramin Abolfazli

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Volatility spillovers and conditional correlations between oil, renewables and stock markets: A multivariate GARCH-in-mean analysis by Wenxue Wang, Peter G. Moffatt, Zheng Zhang, Muhammad Yousaf Raza

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Impact of monetary policy on the stock market volatility: a GARCH-MIDAS approach in Malaysian economy by Jingyang Zuo

Subjects: “…GARCH-MIDAS model…”
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Efectos de saltos inesperados en el gasto público y variables demográficas en el crecimiento económico. El caso mexicano con un enfoque GARCH con saltos (1936-2012) by Claudia Estrella Castillo-Ramírez, Francisco Venegas-Martínez, Francisco López-Herrera

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Financial contagion in the US, European and Chinese stock markets during global shocks by Marina Yu. Malkina

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