References
- Bala, D. & Takimoto, T. (2017). Stock markets volatility spillovers during financial crises: A DCCMGARCH with skewed-t density approach. Borsa Istanbul Review.
- Dash, S. & Maitra, D. (2019). The relationship between emerging and developed market sentiment: A wavelet-based time-frequency analysis. Journal of Behavioral and Experimental
- Diebold, F. & Yilmaz, K. (2009). Measuring financial Asset Return and Volatility Spillovers, With Application to Global Equity Market. Economic Journal.
- Diebold, F. & Yilmaz, K. (2012). Better to give than to receive: Predictive directional measurement of volatility spillovers. International Journal of Forecasting.
- Jayasuriya, S. (2011). Stock market correlations between China and its emerging market neighbors. Emerging Markets Review.
- Neaime, S. (2012). The global financial crisis, financial linkages and correlations in returns and volatilities in emerging MENA stock markets. Emerging Markets Review.
- Pesaran, M. & Shin, Y. (1998). Generalized impulse response analysis in linear multivariate models. Economics Letters.
- Qunxing, P., Xiaowen, M. & Tianqing, G. (2022). Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction. The North American Journal of Economics and Finance.
- Rogers, J., Scotti, C. & Wright, J. (2014). Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison. International Finance.
- Rogoff, K. & Chen, Y. (2003). Commodity currencies. Journal of International Economics. Rogoff, K., Chen, Y. & Rossi (2010). Can exchange rates forecast commodity prices? Quarterly Journal of Economics.
- Yıldırım, D., Erdogan, F. & Tarı, E. (2022). Time-varying volatility spillovers between real exchange rate and real. Resources Policy.
- Zhang, Y. & Mao, J. (2022). COVID-19′ impact on the spillover effect across the Chinese and U.S. stock markets. Finance Research Letters.