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Keywords: Volatility transmission
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Journal Articles
Journal:
Journal of Economic Studies
Journal of Economic Studies 1–24.
Published: 25 November 2025
...Felipe Vieira Passos; Julio Cesar Albuquerque Bastos Purpose This paper analyzes conditional correlations and volatility transmission between Latin American and US stock markets during the pre- and post-COVID-19 periods. Design/methodology/approach The study employs a range of econometric...
Journal Articles
Journal:
Journal of Economic Studies
Journal of Economic Studies (2024) 51 (2): 408–423.
Published: 26 June 2023
... which are attributable to the various system shocks. © Emerald Publishing Limited 2023 Emerald Publishing Limited Licensed re-use rights only Business confidence Business activity Volatility transmission Greece Green growth F43 G15 M21 (2) θ i j g ∼ ( H...
