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Publications by Raul Susmel

Common Volatility in International Equity Markets

Journal of Business and Economic Statistics

Social Sciences

English

Regime-Switching Stochastic Volatility and Short-Term Interest Rates

SSRN Electronic Journal

English

Related publications

Return and Volatility Spillovers Among the East Asian Equity Markets

Journal of Asian Economics

English

Transmission of Information Across International Equity Markets

SSRN Electronic Journal

English

Volatility Clustering, Leverage Effects, and Jumps Dynamics in Emerging Asian Equity Markets

SSRN Electronic Journal

English

Return-Volume Dependence and Extremes in International Equity Markets

SSRN Electronic Journal

English

The Monetary Origins of Asymmetric Information in International Equity Markets

SSRN Electronic Journal

English

International Portfolio Flows and Exchange Rate Volatility for Emerging Markets

SSRN Electronic Journal

English

Asymmetric Threshold Linkages of Inter-Sector Activity in International Equity Markets

International Journal of Economics and Finance

English

International Equity Markets Co-Movements and Contagion: A Novel Perspective

Journal of Applied Business Research

International Management

English

Emerging Equity Market Volatility

Journal of Financial Economics

English