Narrow search
Showing 1 - 10 of 51,888
Cover Image
Cross-sectional returns with volatility regimes from a diverse portfolio of emerging and developed equity indices
Sakowski, Paweł; Ślepaczuk, Robert; Wywiał, Mateusz - In: E-Finanse : finansowy kwartalnik internetowy 12 (2016) 2, pp. 23-35
. Proposed extensions include a volatility regime switching mechanism (using dummy variables and the Markov approach) and the … fifth risk factor based on realized volatility of index returns. Moreover, instead of using data for stocks of a particular …
Persistent link: https://www.econbiz.de/10011539896
Cover Image
Idiosyncratic volatility forecasting in the stock market of Saudi Arabia
Bley, Jorg; Saad, Mohsen M. - In: Emerging markets finance & trade : a journal of the … 51 (2015) 6, pp. 1342-1357
Persistent link: https://www.econbiz.de/10011561300
Cover Image
Risk spillover from crude oil prices to GCC stock market returns : new evidence during the COVID-19 outbreak
Abuzayed, Bana; Al-Fayoumi, Nedal - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013186514
Cover Image
Oil price shocks and stock market returns of the GCC countries : empirical evidence from quantile regression analysis
Nusair, Salah A.; Al-Khasawneh, Jamal A. - In: Economic change and restructuring : empirical and … 51 (2018) 4, pp. 339-372
Persistent link: https://www.econbiz.de/10011980233
Cover Image
Evaluated the success of fractionally integrated-GARCH models on prediction stock market return volatility in Gulf Arab stock markets
Al-Hajieh, Heitham - In: International journal of economics and finance 9 (2017) 7, pp. 200-213
Persistent link: https://www.econbiz.de/10011713877
Cover Image
Measuring persistence of dependence between crude oil prices and GCC stock markets : a copula approach
Mokni, Khaled; Youssef, Manel - In: The quarterly review of economics and finance : journal … 72 (2019), pp. 14-33
Persistent link: https://www.econbiz.de/10012176231
Cover Image
Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? : evidence from the global financial crisis and Covid-19 pande...
Yousaf, Imran; Beljid, Makram; Chaibi, Anis; Ajlouni, … - In: Pacific-Basin finance journal 73 (2022), pp. 1-45
Persistent link: https://www.econbiz.de/10013388961
Cover Image
The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions
Bouri, Elie; Hammoud, Rami; Kassm, Christina Abou - In: Energy economics 120 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014284683
Cover Image
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal; Bouri, Elie; Abuzayed, Bana - In: Energy economics 126 (2023), pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Cover Image
Influence of non-monetary information signals of the USA on the Ukrainian stock market volatility
Pavlov, Roman; Pavlova, Tetiana; Lemberg, Anna; … - In: Investment management and financial innovations 16 (2019) 1, pp. 319-333
Persistent link: https://www.econbiz.de/10012056175