Items where Author is "Yarovaya, Larisa"

Article

Yarovaya, Larisa, Brzeszczyński, Janusz, Goodell, John W., Lucey, Brian and Lau, Chi Keung Marco (2022) Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic. Journal of International Financial Markets Institutions & Money, 79. p. 101589. ISSN 1042-4431

Batten, Jonathan A., Brzeszczynski, Janusz, Ciner, Cetin, Lau, Marco C. K., Lucey, Brian and Yarovaya, Larisa (2019) Price and Volatility Spillovers Across the International Steam Coal Market. Energy Economics, 77. pp. 119-138. ISSN 0140-9883

Aloui, Chaker, Hkiri, Besma, Lau, Chi Keung and Yarovaya, Larisa (2018) Information transmission across stock indices and stock index futures: International evidence using wavelet framework. Research in International Business and Finance, 44. pp. 411-421. ISSN 0275-5319

Lucey, Brian M., Vigne, Samuel A., Ballester, Laura, Barbopoulos, Leonidas, Brzeszczynski, Janusz, Carchano, Oscar, Dimic, Nebojsa, Fernandez, Viviana, Gogolin, Fabian, González-Urteaga, Ana, Goodell, John W., Helbing, Pia, Ichev, Riste, Kearney, Fearghal, Laing, Elaine, Larkin, Charles J., Lindblad, Annika, Lončarski, Igor, Ly, Kim Cuong, Marinč, Matej, McGee, Richard J., McGroarty, Frank, Neville, Conor, O’Hagan-Luff, Martha, Piljak, Vanja, Sevic, Aleksandar, Sheng, Xin, Stafylas, Dimitrios, Urquhart, Andrew, Versteeg, Roald, Vu, Anh N., Wolfe, Simon, Yarovaya, Larisa and Zaghini, Andrea (2018) Future directions in international financial integration research - A crowdsourced perspective. International Review of Financial Analysis, 55. pp. 35-49. ISSN 1057-5219

Yarovaya, Larisa, Brzeszczynski, Janusz and Lau, Chi Keung (2017) Asymmetry in spillover effects: Evidence for international stock index futures markets. International Review of Financial Analysis, 53. pp. 94-111. ISSN 1057-5219

Lau, Chi Keung, Vigne, Samuel, Wang, Shixuan and Yarovaya, Larisa (2017) Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity. International Review of Financial Analysis, 52. pp. 316-332. ISSN 1057-5219

Aloui, Chaker, Hkiri, Besma, Lau, Chi Keung and Yarovaya, Larisa (2016) Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis. Finance Research Letters, 19. pp. 54-59. ISSN 1544-6123

Apergis, Nicholas, Lau, Chi Keung and Yarovaya, Larisa (2016) Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries. International Review of Financial Analysis, 47. pp. 50-59. ISSN 1057-5219

Yarovaya, Larisa and Lau, Chi Keung (2016) Stock market comovements around the Global Financial Crisis: Evidence from the UK, BRICS and MIST markets. Research in International Business and Finance, 37. pp. 605-619. ISSN 0275-5319

Yarovaya, Larisa, Brzeszczynski, Janusz and Lau, Chi Keung (2016) Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators. Finance Research Letters, 17. pp. 158-166. ISSN 1544-6123

Yarovaya, Larisa, Brzeszczynski, Janusz and Lau, Chi Keung (2016) Intra- and Inter-regional Return and Volatility Spillovers across Emerging and Developed Markets: Evidence from Stock Indices and Stock Index Futures. International Review of Financial Analysis, 43. pp. 96-114. ISSN 1057-5219

Thesis

Yarovaya, Larisa (2016) Return and Volatility Transmission in Emerging and Developed Stock Markets. Doctoral thesis, Northumbria University.