“...The objective of this paper is to investigate the volatility spillovers between oil and stock markets in Europe. As not all industries are expected to be...”

“...This paper extends previous studies by investigating the relevance of structural breaks and long memory in modeling and forecasting the conditional volatility...”

“...This article uses the VAR–GARCH framework of Ling and McAleer (2003) to explore both return and volatility spillovers between world gold prices and stock...”

“...This article extends the understanding of oil–stock market relationships over the last turbulent decade. Unlike previous empirical investigations, which have...”

“...In this article, we introduce a new theoretical international asset pricing model which accounts for partial financial market segmentation. We show that if...”

“...The aim of this article is to investigate the responses of European sector stock markets to oil price changes. We use linear and asymmetric models and study...”

“...Purpose - The purpose of this paper is to propose an empirical procedure for examining the time-varying features of cross-market correlations in selected Gulf...”

“...Emerging Markets and the Global Economy investigates analytical techniques suited to emerging market economies, which are typically prone to policy shocks...”

“...► The potential of structural change and long memory properties in returns and volatility of the four major precious metal commodities is investigated. ► We...”

“...This article extends the recent findings of Liu (2005), Ang (2007), Apergis et al. (2009) and Payne (2010) by implementing recent bootstrap panel unit root...”