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~isPartOf:"Global business review"
~subject:"ARCH model"
~type_genre:"Article in journal"
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ARCH model
Capital income
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Chowdhury, Shah Saeed Hassan
2
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Global business review
Finance research letters
58
Journal of empirical finance
50
International review of financial analysis
48
The North American journal of economics and finance : a journal of financial economics studies
46
International review of economics & finance : IREF
43
Energy economics
42
Research in international business and finance
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35
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22
Applied financial economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of financial econometrics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
Review of quantitative finance and accounting
17
International journal of economics and finance
16
International journal of finance & economics : IJFE
16
Pacific-Basin finance journal
16
Cogent economics & finance
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of economics and financial issues : IJEFI
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Economics letters
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1
Spillover of sentiments between the GCC stock markets
Chowdhury, Shah Saeed Hassan
- In:
Global business review
24
(
2023
)
6
,
pp. 1434-1453
Persistent link: https://www.econbiz.de/10014433227
Saved in:
2
Relationship between FIIs' herding and returns in the Indian equity market : further empirical evidence
Choudhary, Kapil
;
Parminder Singh
;
Soni, Amit
- In:
Global business review
23
(
2022
)
1
,
pp. 137-155
Persistent link: https://www.econbiz.de/10012822101
Saved in:
3
A statistical analysis of the Colombo stock returns
Zhang, Zili
;
Nadarajah, Saralees
- In:
Global business review
22
(
2021
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10012483216
Saved in:
4
Stock returns and asymmetric volatility spillover dynamics between Asian emerging markets
Habiba, Umme
;
Shen, Peilong
;
Hamid, Kashif
;
Shahzad, Farrukh
- In:
Global business review
22
(
2021
)
5
,
pp. 1131-1145
Persistent link: https://www.econbiz.de/10012660316
Saved in:
5
Time-varying correlation between indian equity market and selected Asian and US stock markets
Seth, Neha
;
Panda, Laxmidhar
- In:
Global business review
21
(
2020
)
6
,
pp. 1354-1375
Persistent link: https://www.econbiz.de/10012388968
Saved in:
6
Return and volatility spillover among commodity futures, stock market and exchange rate : evidence from India
Maitra, Debasish
;
Dawar, Varun
- In:
Global business review
20
(
2019
)
1
,
pp. 214-237
Persistent link: https://www.econbiz.de/10011984156
Saved in:
7
Investigating impact of volatility persistence and information inflow on volatility of stock indices using bivarite GJR-GARCH
Sinha, Pankaj
;
Agnihotri, Shalini
- In:
Global business review
17
(
2016
)
5
,
pp. 1145-1161
Persistent link: https://www.econbiz.de/10011644073
Saved in:
8
Asymmetric dynamic conditional correlation approach to financial contagion : a study of Asian markets
Rajwani, Shegorika
;
Kumar, Dilip
- In:
Global business review
17
(
2016
)
6
,
pp. 1339-1356
Persistent link: https://www.econbiz.de/10011665161
Saved in:
9
Behaviour of stock return autocorrelation in the GCC stock markets
Chowdhury, Shah Saeed Hassan
;
Rahman, M. Arifur
; …
- In:
Global business review
16
(
2015
)
5
,
pp. 737-746
Persistent link: https://www.econbiz.de/10011409651
Saved in:
10
Volatility clustering and leverage effect in the Indian Forex market
Zabiulla
- In:
Global business review
16
(
2015
)
5
,
pp. 785-799
Persistent link: https://www.econbiz.de/10011409700
Saved in:
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