Search Results - subject:"Volatilities"

Asymmetric interactions among cutting-edge technologies and pioneering conventional and Islamic cryptocurrencies : fresh evidence from intra-day-based good and bad volatilities

Asl, Mahdi Ghaemi; Roubaud, David - In: Financial innovation : FIN 10 (2024), pp. 1-49

This study examines the nexus between the good and bad volatilities of three technological revolutions … volatilities and Stellar's negative volatilities; (2) Stellar's negative and positive volatilities exhibit the highest net … (bad) volatilities can lead to bad (good) volatilities in all three smart technologies operating between normal and bull …

Persistent link: https://www.econbiz.de/10014548110

Quality issues of implied volatilities of index and stock options in the OptionMetrics IvyDB database

Wallmeier, Martin - In: The journal of futures markets 44 (2024) 5, pp. 854-875

Persistent link: https://www.econbiz.de/10014536695

Realized volatility spillovers between energy and metal markets : a time-varying connectedness approach

Cuñado Eizaguirre, Juncal; Gabauer, David; Gupta, Rangan - In: Financial innovation : FIN 10 (2024), pp. 1-17

This paper analyzes the degree of dynamic connectedness between energy and metal commodity prices in the pre and post-COVID-19 era, using the time-varying parameter vector autoregressive connectedness approach of Antonakakis et al. (J Risk Financ Manag 13(4):84, 2020). The results suggest that...

Persistent link: https://www.econbiz.de/10014530244

Assessing the asymmetric effect of local realized exchange rate volatility and implied volatilities in energy market on exchange rate returns in BRICS

Qabhobho, Thobekile - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 2, pp. 231-239

Persistent link: https://www.econbiz.de/10014321451

Do local and international shocks matter in the interconnectedness amid exchange rates and energy commodities? : insights into BRICS economies

Qabhobho, Thobekile; Adam, Anokye M.; Asafo-Adjei, Emmanuel - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 6, pp. 666-678

Persistent link: https://www.econbiz.de/10014436083

The currency composition of Asia's international investments

Halili, Paulo Rodelio; Mercado, Rogelio V. <Jr.> - 2023

Persistent link: https://www.econbiz.de/10014266781

Evidence of abnormal trading on COVID-19 Pfizer vaccine development information

Mason, Andrew N.; Elkassabgi, Ahmed - In: Journal of Risk and Financial Management 15 (2022) 7, pp. 1-10

public announcements concerning COVID-19 vaccine developments on stock returns and volatilities for Pfizer, Moderna, and the … with time-series regression analysis. Findings demonstrated that increased trade volatilities occurred immediately prior to …

Persistent link: https://www.econbiz.de/10014332500

Evidence of abnormal trading on COVID-19 Pfizer vaccine development information

Mason, Andrew N.; Elkassabgi, Ahmed - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-10

Persistent link: https://www.econbiz.de/10013370364

The currency composition of Asia’s international investments

Halili, Paulo Rodelio; Mercado, Rogelio V. <Jr.> - 2022 - Version Date: 08 November 2022

Persistent link: https://www.econbiz.de/10013447742

Forecasting global stock market volatilities : A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set

Li, Zhao-Chen; Chi, Xie; Wang, Gang-Jin; Zhu, You; … - In: International review of economics & finance : IREF 93 (2024) 2, pp. 673-711

Persistent link: https://www.econbiz.de/10014535603

1
2
3
4
5
6
7
8
9
10
Next
Last