Kambiz Raffiee

University of Nevada, Reno - College of Business Administration - Department of Economics

1664 N. Virginia Street

Reno, NV 89557

United States

SCHOLARLY PAPERS

3

DOWNLOADS

443

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Emerging Market Equity Prices and Chaos: Evidence from Thailand Exchange

International Journal of Business, Vol. 9, No. 2, 2004
Number of pages: 20 Posted: 06 Mar 2004
University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, Cleveland State University - Finance and University of Nevada, Reno - College of Business Administration - Department of Economics
Downloads 232 (131,672)

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Stock Exchange of Thailand (SET) Index, chaos, equity markets, emerging market economies

2.

Regional Financial Crises and Equity Market Reactions: The Case of East Asia

International Journal of Business, Vol. 8, No. 1, 2003
Number of pages: 22 Posted: 13 Oct 2003
Bahram Adrangi, Kambiz Raffiee and Todd M. Shank
University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, University of Nevada, Reno - College of Business Administration - Department of Economics and University of South Florida - College of Business
Downloads 211 (144,264)
Citation 1

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Volatility spillover, Bivariate GARCH models, Asian emerging markets

3.

Crude Oil Price Volatility Spillovers into Major Equity Markets

Journal of Energy Markets, Vol. 8, No. 1, 2015
Number of pages: 20 Posted: 24 Jun 2016
University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, Macquarie University - Department of Economics and University of Nevada, Reno - College of Business Administration - Department of Economics
Downloads 0 (669,706)
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equity markets, crude oil, nonlinearity, asymmetry, EGARCH, Granger causality