Search Results - subject:"STOCK MARKETS"

Islamic vs. conventional equity markets : a multifractal cross-correlation analysis with economic policy uncertainty

Aslam, Faheem; Ferreira, Paulo; Ali, Haider; Arifa; … - In: Economies : open access journal 11 (2023) 1, pp. 1-18

There is ample evidence that Islamic stock markets perform differently from conventional stock markets, particularly … this context, this paper examines the US EPU's cross-correlation with both conventional and Islamic stock markets from the …-range cross-correlation between US EPU and all the stock markets considered, demonstrating that all pairs of US EPU have strong …

Persistent link: https://www.econbiz.de/10013500735

Learning from the past: The role of personal experiences in artificial stock markets

Lenhard, Gregor - 2024

simulating artificial stock markets in which mean-variance optimizing investors have heterogeneous beliefs about future capital …

Persistent link: https://www.econbiz.de/10014494966

Spillovers between cryptocurrencies, gold and stock markets: Implication for hedging strategies and portfolio diversification under the COVID-19 pandemic

Lamine, Ahlem; Jeribi, Ahmed; Fakhfakh, Tarek - In: Journal of Economics, Finance and Administrative Science 29 (2024) 57, pp. 21-41

Purpose - This study analyzes the static and dynamic risk spillover between US/Chinese stock markets, cryptocurrencies …

Persistent link: https://www.econbiz.de/10014516347

Spillovers between cryptocurrencies, gold and stock markets : implication for hedging strategies and portfolio diversification under the COVID-19 pandemic

Lamine, Ahlem; Jeribi, Ahmed; Fakhfakh, Tarek - In: Journal of economics, finance & administrative science 29 (2024) 57, pp. 21-41

Purpose This study analyzes the static and dynamic risk spillover between US/Chinese stock markets, cryptocurrencies …

Persistent link: https://www.econbiz.de/10014506805

Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19 : evidence using DCC-GARCH and cascade-correlation network

Ibrahim, Bassam A.; Elamer, Ahmed A.; Alasker, Thamir H.; … - In: Financial innovation : FIN 10 (2024), pp. 1-28

six stock markets, with short-term contagion observed in Chinese and Japanese markets during COVID-19. These results … transmission to local stock markets. Hedge funds, mutual funds, and individual and institutional investors can beneft from using … extent of the volatility contagion from the Bitcoin market to traditional markets, focusing on gold and six major stock …

Persistent link: https://www.econbiz.de/10014540621

The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic : evidence from VAR-DCC-EGARCH and ANN models

Terraza, Virginie; İpek, Aslı Boru; Rounaghi, … - In: Financial innovation : FIN 10 (2024), pp. 1-34

, and stock markets. In particular, we observed that Bitcoin offered better diversification opportunities to reduce risks in … key stock markets during the COVID-19 period. This paper provides practical impacts on risk management and portfolio …

Persistent link: https://www.econbiz.de/10014532043

The impact of monetary policy interventions on banking sector stocks : an empirical investigation of the COVID-19 crisis

O'Donnell, Niall; Shannon, Darren; Sheehan, Barry - In: Financial innovation : FIN 10 (2024), pp. 1-41

Determining which variables afect price realized volatility has always been challenging. This paper proposes to explain how fnancial assets infuence realized volatility by developing an optimal day-to-day forecast. The methodological proposal is based on using the best econometric and machine...

Persistent link: https://www.econbiz.de/10014535329

Time-varying effects of the COVID-19 pandemic on stock markets and economic activity : evidence from the US and Europe

Caporale, Guglielmo Maria; Catik, A. Nazif; Helmi, … - In: Empirica : journal of european economics 51 (2024) 2, pp. 529-558

Persistent link: https://www.econbiz.de/10014557642

Stock markets, financial depth, and economic growth in China : evidence from ARLD model

Bouattour, Afef; Kalai, Maha; Helali, Kamel - In: China finance and economic review : CFER 13 (2024) 1, pp. 88-111

The relationship between financial development and economic growth in China is controversial. From this perspective, this article aims to identify this relationship using both capital market and banking intermediation indicators, which were rarely considered in the previous literature. An...

Persistent link: https://www.econbiz.de/10014515561

Learning from the past : the role of personal experiences in artificial stock markets

Lenhard, Gregor - 2024

simulating artificial stock markets in which mean-variance optimizing investors have heterogeneous beliefs about future capital …

Persistent link: https://www.econbiz.de/10014490050

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