Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Subject Volatility spillovers
Showing results 1 to 7 of 7
| Issue Date | Title | Author(s) |
|---|---|---|
| 2009 | Global and regional spillovers in emerging stock markets: a multivariate GARCH-in-mean analysis | Beirne, J; Caporale, GM; Schulze-Ghattas, M; Spagnolo, N |
| 2017 | Macro news and bond yield spreads in the Euro area | Caporale, GM; Spagnolo, F; Spagnolo, N |
| 2016 | Macro news and stock returns in the euro area: a VAR-GARCH-in-mean analysis | Caporale, GM; Spagnolo, F; Spagnolo, N |
| 2014 | Modelling stock volatilities during financial crises: A time varying coefficient approach | Menla Ali, F; Karanasos, M; Paraskevopoulos, AG; Karoglou, M; Yfanti, S |
| 2011 | Stock market and economic growth: Evidence from three CEECs | Caporale, GM; Spagnolo, N |
| 2010 | Stock market integration between three CEECs | Caporale, GM; Spagnolo, N |
| 2010 | Stock market integration between three CEECs, Russia and the UK | Caporale, GM; Spagnolo, N |