Private equity market dynamics: Beyond the surface

2025/06/01 by Antonio Díaz, Carlos Esparcia, Lars Tegtmeier

paper · doi:10.1016/j.iref.2025.104087

Citations

• Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency domain analysis
• The reallocation effects of COVID-19: Evidence from venture capital investments around the world
• Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions
• Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
• Impulse response analysis in nonlinear multivariate models
• Conditional Heteroskedasticity in Asset Returns: A New Approach
• Better to give than to receive: Predictive directional measurement of volatility spillovers