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This study seeks to examine the behaviour of subsequent trading activity in international stock markets. We investigate whether stock returns can explain subsequent trading using wavelet time-scaled returns and volume. A wavelet decomposition of trading volume over time-scales of up to 32 days...
Persistent link: https://www.econbiz.de/10012919218
is also seen in consumption or investment growth. Such information will allow the use of financial markets as a leading …
Persistent link: https://www.econbiz.de/10012860534
This paper analyses the dynamic transmission mechanism of volatility spillovers between key global financial indicators and G20 stock markets. To examine the volatility spillover relations a bivariate GARCH-BEKK model, which captures volatility spillovers, is combined with complex network...
Persistent link: https://www.econbiz.de/10013306657
that incorporate information from the long-run stock price/commodity price relationship outperform both the historical mean …
Persistent link: https://www.econbiz.de/10013050821