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Stock market reactions during different phases of the COVID-19 pandemic : cases of Italy and Spain

Keliuotyte-Staniuleniene, Greta; Kviklis, Julius - In: Economies : open access journal 10 (2022) 1, pp. 1-32

countries - Italy and Spain. To reach the aim of the research OLS regression models, heteroscedasticity-corrected models, GARCH … models (in the case of Spain) confirmed that the COVID-19 pandemic increased the volatility of stock market return. This …

Persistent link: https://www.econbiz.de/10012800500

New evidence on expiration-day effects using realized volatility : an intraday analysis for the Spanish stock exchange

Illueca, Manuel (contributor); … - 2006 - 1. ed.

Persistent link: https://www.econbiz.de/10003330250

IBEX 35 : 1991-2010 ; rentabilidad y creación de valor

Fernández, Pablo; Aguirreamalloa, Javier; Corres, Luis - 2011

Persistent link: https://www.econbiz.de/10008860121

IBEX-35 option pricing under alternative models

Prado Enrico, Juan Manuel - 2005

Persistent link: https://www.econbiz.de/10003229482

Testing the forecasting performance of IBEX 35 option-implied risk-neutral densities

Alonso Sánchez, Francisco; Blanco, Roberto; Rubio, Gonzalo - 2005

Persistent link: https://www.econbiz.de/10002992833

Why a Volatility Index Can Be Useful in the Spanish Financial Market?

Gonzalez-Perez, Maria T. - 2009

Two volatility indexes, VIBEX and VIBEX-NEW, are calculated for the Spanish ﬁnancial market by using a non-model free, and a model free methodology, respectively. VIBEX-NEW index is worthy of being chosen ﬁrst, due to liquidity problems in Spanish option market on IBEX35. Daily changes in...

Persistent link: https://www.econbiz.de/10013156469

Bolsa en España: ITBM : 1940-2020 : (27 marzo)

Fernández, Pablo; Apellániz, Eduardo de - 2020

Spanish Abstract: El descenso de la Bolsa en España (ITBM) en el mes de marzo (hasta el viernes 27) ha sido un 22,9%. Es un importante descenso, pero los ha habido (de momento) mayores. Observando la evolución bursátil de los últimos 80 años, se corrobora que la bolsa española ya ha tenido...

Persistent link: https://www.econbiz.de/10012704002

Monetary policy and stock prices : theory and evidence

Neri, Stefano - 2004

Persistent link: https://www.econbiz.de/10013439379

Żebrowska-Suchodolska, Dorota; Piekunko-Mantiuk, Iwona - In: Comparative economic research : Central and Eastern Europe 25 (2022) 3, pp. 90-109

research focuses on the stock markets of two countries: Spain and Poland. These countries are often compared in terms of …

Persistent link: https://www.econbiz.de/10013407463

Is the stock market a leading indicator of economic activity in nigeria?

Ikoku, Alvan E. - In: CBN journal of applied statistics 1 (2010) 1, pp. 17-38

In an effort to address the lacuna in leading indicator studies of African economies and Nigeria in particular, this paper examines the causal relationships among stock market prices, real GDP and the index of industrial production in Nigeria, using quarterly data from 1984Q1 to 2008Q4. Granger...

Persistent link: https://www.econbiz.de/10011477855

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