{"id":"https://openalex.org/W1996690329","doi":null,"title":"Effets \u201cvolume\u201d, volatilit\u00e9 et transmissions internationales sur les march\u00e9s boursiers dans le G5","display_name":"Effets \u201cvolume\u201d, volatilit\u00e9 et transmissions internationales sur les march\u00e9s boursiers dans le G5","publication_year":1997,"publication_date":"1997-01-01","ids":{"openalex":"https://openalex.org/W1996690329","mag":"1996690329"},"language":"fr","primary_location":{"id":"pmh:oai:RePEc:bfr:banfra:42","doi":null,"is_oa":false,"landing_page_url":"https://publications.banque-france.fr/sites/default/files/medias/documents/working-paper_42_1997.pdf","pdf_url":"https://publications.banque-france.fr/sites/default/files/medias/documents/working-paper_42_1997.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},"volume":null,"type":"preprint","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5004682747","display_name":"Sanvi Avouyi\u2010Dovi","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Sanvi Avouyi-Dovi","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5072806633","display_name":"\u00c9ric Jondeau","orcid":"https://orcid.org/0000-0002-5647-2010","observed_orcids":["https://orcid.org/0000-0002-5647-2010"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"\u00c9ric Jondeau","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-5647-2010","affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5042456419","display_name":"Chen Tong","orcid":"https://orcid.org/0000-0002-3065-5978","observed_orcids":["https://orcid.org/0000-0002-3065-5978"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Chen Tong","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-3065-5978","affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":14,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.986299991607666,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.986299991607666,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.007699999958276749,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.0052999998442828655,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stock-market-volatility","display_name":"stock market volatility","score":0.6349999904632568},{"id":"https://openalex.org/keywords/trading-volume","display_name":"trading volume","score":0.925000011920929},{"id":"https://openalex.org/keywords/international-transmission","display_name":"international transmission","score":0.5350000262260437},{"id":"https://openalex.org/keywords/stock-market-indices","display_name":"stock market indices","score":0.6840000152587891},{"id":"https://openalex.org/keywords/return-volatility-relationship","display_name":"return-volatility relationship","score":0.718999981880188},{"id":"https://openalex.org/keywords/asymmetric-volatility-effects","display_name":"asymmetric volatility effects","score":0.7049999833106995},{"id":"https://openalex.org/keywords/dow-jones-industrial-average","display_name":"Dow Jones Industrial Average","score":0.8069999814033508},{"id":"https://openalex.org/keywords/dax","display_name":"DAX","score":0.9800000190734863},{"id":"https://openalex.org/keywords/nikkei","display_name":"Nikkei","score":0.8700000047683716},{"id":"https://openalex.org/keywords/international-stock-market-linkages","display_name":"international stock market linkages","score":0.5550000071525574}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.745805025100708},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5986314415931702},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5189709067344666},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.512185275554657},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4562152922153473},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.10611036419868469},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:oai:RePEc:bfr:banfra:42","doi":null,"is_oa":false,"landing_page_url":"https://publications.banque-france.fr/sites/default/files/medias/documents/working-paper_42_1997.pdf","pdf_url":"https://publications.banque-france.fr/sites/default/files/medias/documents/working-paper_42_1997.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"mag:1996690329","doi":null,"is_oa":false,"landing_page_url":"https://ideas.repec.org/p/bfr/banfra/42.html","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":17,"referenced_works":["https://openalex.org/W1500994492","https://openalex.org/W1963830889","https://openalex.org/W1966268097","https://openalex.org/W1999029409","https://openalex.org/W2014256903","https://openalex.org/W2044117118","https://openalex.org/W2050031929","https://openalex.org/W2068227034","https://openalex.org/W2086729180","https://openalex.org/W2091358667","https://openalex.org/W2107459714","https://openalex.org/W2110752212","https://openalex.org/W2127223208","https://openalex.org/W2131675768","https://openalex.org/W2139080644","https://openalex.org/W2153146814","https://openalex.org/W3122088046"],"related_works":["https://openalex.org/W2200188407","https://openalex.org/W2128561109","https://openalex.org/W1990002830","https://openalex.org/W2209021541","https://openalex.org/W2081353638","https://openalex.org/W1967853182","https://openalex.org/W1489804768","https://openalex.org/W2898777669","https://openalex.org/W2076321202","https://openalex.org/W2083588112"],"abstract_inverted_index":{"Using":[0],"daily":[1],"data":[2],"covering":[3],"the":[4,10,18,24,51,59,113,117,121],"1988-1995":[5],"period,":[6],"this":[7],"paper":[8],"checks":[9],"effects":[11,63,110],"of":[12,15,23,36,41,53],"three":[13],"kinds":[14],"determinants":[16],"on":[17,56,111],"main":[19],"stock":[20,95],"market":[21,96],"indices":[22],"G5:":[25],"interactions":[26],"between":[27],"return":[28,45,66,86,118],"and":[29,34,77,119],"volatility,":[30],"international":[31],"transmission":[32,80],"mechanisms":[33,81],"impact":[35],"trading":[37,54,106],"volumes.":[38],"The":[39,105],"non-significance":[40],"expected":[42],"volatility":[43,103,122],"in":[44,116,120],"equation":[46],"can":[47],"be":[48],"explained":[49],"by":[50],"influence":[52],"volumes":[55,107],"returns.":[57],"On":[58],"other":[60,94],"hand,":[61],"asymmetric":[62],"(from":[64],"non-expected":[65],"to":[67,93],"volatility)":[68],"are":[69,82],"very":[70,83],"high,":[71],"especially":[72],"for":[73,85,102],"Dow":[74,91],"Jones,":[75],"DAX":[76],"Nikkei.":[78],"International":[79],"clear-cut":[84],"equations":[87],"(in":[88],"particular,":[89],"from":[90],"Jones":[92],"indices),":[97],"but":[98],"much":[99],"more":[100],"contrasted":[101],"equations.":[104,123],"have":[108],"marked":[109],"all":[112],"markets,":[114],"both":[115]},"counts_by_year":[],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}
