Volatility Correlation Dynamics Between the US and Asia-Pasific. Empirical Evidence

QR Code

Volatility Correlation Dynamics Between the US and Asia-Pasific. Empirical Evidence

With the globalization and liberalization of international trade and finance, the interaction between international financial markets has increased markedly. Thus, this paper examines the nature of linkage among equity market returns and their volatility, with a particular focus on the global finan...

Full description

Bibliographic Details
Main Author:	Zhou, Huimin
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2016
Online Access:	https://eprints.nottingham.ac.uk/36069/

Similar Items

E-learning and distance education : experience of open universities in Asia-Pasific countries
by: Abdullah Sanusi Ahmad,
Published: (1999)

Volatility spillover effects between financial markets: Evidence from the US and China
by: Xie, Meng-Xue
Published: (2017)

The Factors Of Influencing The Climate Change Adaptation Disclosure Among The Companies In Asia Pasific Region
by: Athinarayanan, Athivagar
Published: (2015)

Stock Return Volatility and the Determinants: An Empirical Study of the US Market
by: Hsu, Chia-Luan
Published: (2009)

Pelajar UPM menang anugerah foto terbaik di Asia-Pasific Forestry Week 2016
by: Universiti Putra Malaysia, Pejabat Strategi Korporat dan Komunikasi
Published: (2016)

Impact of Dividend Policy on Share Price Volatility: US Evidence
by: HUANG, WEITING
Published: (2019)

Determinants of Dividend Policy: U.S. Empirical Evidence
by: Luo, Ying
Published: (2012)

MACROECONOMIC IMPACT ON STOCK PRICE VOLATILITY: EVIDENCE FROM UK AND US
by: Yu, Qing
Published: (2012)

Perokok pasif terdedah kepada risiko penyakit jantung
by: Alex Ardiansyah,
Published: (2017)

Perokok pasif terdedah kepada risiko penyakit jantung
by: Alex Ardiansyah
Published: (2017)

Volatility Forecasting in Bull and Bear Markets: Evidence from the US stock market
by: Sideris, Epameinondas
Published: (2016)

Stock Market Volatility Dynamics around National Elections : Empirical Evidence from Asian Countries
by: Hong, Kon Wah
Published: (2015)

Return and volatility spillovers between the US, Japanese and Malaysian stock markets
by: Lida Nikmanesh,, et al.
Published: (2014)

An Empirical Study on Bank Profitability Determinants: Evidence from US
by: Kabir, Sara Bintey
Published: (2022)

Modelling thresholds and volatility in US ecological patents
by: Chan, Felix, et al.
Published: (2005)

Comparability of Company Accounts Using IFRS and US GAAP: Empirical Evidence of European and US Financial Statements
by: Doni, F., et al.
Published: (2016)

Analisis ayat pasif bahasa Melayu dalam media sosial Facebook
by: Noor Hidayah Azinzan,, et al.
Published: (2022)

Analisis pembentukan pasif semu bahasa Melayu dalam kerangka generatif
by: Kartini Abd. Wahab,
Published: (2018)

Laksana undang-undang lindungi perokok pasif di kediaman bertingkat
by: Ismail, Suriani
Published: (2022)

Briding the Gap Between Anecdotal and Empirical Evidence in the International Education Market: Insights from the US and UK
by: Naidoo, Vik
Published: (2005)

The Linear Relationship between Stock Returns and Interest Rates: Evidence from US Stock Markets
by: Zhou, Yuhong
Published: (2009)

Quantitative analysis on the correlation between risks: empirical evidence from banks in United Kingdom
by: Htay, Sheila Nu Nu, et al.
Published: (2013)

Dividend Smoothing and Determinants of Dividend Payout: Empirical Evidence from U.S.
by: Ye, Zhu
Published: (2012)

General Equilibrium Perception on Twin Deficits Hypothesis: An Empirical Evidence for the U.S.
by: Tuck , Cheong Tang, et al.
Published: (2009)

Modeling and Forecasting Volatility: An Empirical Evidence from the Bombay Stock Exchange
by: Thakker, Jai
Published: (2011)

Asymmetry and long-memory volatility: Some empirical evidence using GARCH
by: WENCHEONG, C, et al.
Published: (2007)

Tinjauan pembentukan struktur pasif di- berdasarkan tiga pendekatan tatabahasa generatif
by: Kartini Abd Wahab,
Published: (2013)

The characteristics and determinants of capital structure in SME: empirical evidence from U.S. companies
by: Wu, Chia-Ying
Published: (2011)

Determinants of Capital Structure: Empirical Evidence from US Firm Panel Data
by: CHEN, YUTING
Published: (2017)

Securitization and Bank Credit Risk: Empirical Evidence from the US Commercial Banks
by: Hu, Linlin
Published: (2019)

Dynamic relationship between oil price volatility and stock market performance: an empirical analysis of the ASEAN-5 countries
by: Prabu, Darniya
Published: (2019)

Sistem pencegahan kebakaran secara pasif di hospital kerajaan / Noor Izharuddin Saad
by: Saad, Noor Izharuddin
Published: (1996)

Struktur pasif dalam Hikayat Hang Tuah : kajian berdasarkan Teori Ubah Alfa
by: Amir Hatin Asmali Jauhari,, et al.
Published: (2018)

Unsur emosi pasif dalam Hikayat Nakhoda Muda dan Hikayat Parang Puting
by: Abdul Rahman, Nadiatul Shakinah
Published: (2018)

Modeling and forecasting volatility of index return: an empirical evidence of FTSE 100 Index
by: ZHU, Lin
Published: (2013)

Modelling and Forecasting Volatility by GARCH models: The Empirical Evidence of China’s Stock Markets
by: Zhang, Jiahao
Published: (2019)

Impact of exchange rate volatility on trade: empirical evidence for the East Asian economies
by: Chee, Wooi Hooy, et al.
Published: (2015)

Cross country mean and volatility spillover effects of food prices: Evidence for Asia and Pacific
by: Alom, Fardous, et al.
Published: (2010)

What does data on functional income distribution tell us about trends in and correlates of income inequality in the Asia-Pacific?
by: Raihan, Selim
Published: (2022)

Dynamic interdependence between volatility of Shariah stock and bond
by: Shari, Aminah, et al.
Published: (2023)