Narrow search
Showing 1 - 10 of 45,820
Cover Image
The paradox of China's international stock market co-movement: Evidence from volatility spillover effects between China and G5 stock markets
Nishimura, Yusaku; Men, Ming - In: Journal of Chinese Economic and Foreign Trade Studies 3 (2010) 3, pp. 235-253
-way volatility spillover effects from China to the US, UK, German and French stock markets is observed and the test results indicate …Purpose – The purpose of this paper is to examine the daily and overnight volatility spillover effects in common stock … prices between China and G5 countries and explain their implications on the basis of empirical results. Design …
Persistent link: https://www.econbiz.de/10008788340
Cover Image
Volatility analysis based on GARCH-type models : evidence from the Chinese stock market
Wang, Yuling; Xiang, Yunshuang; Lei, Xinyu; Zhou, Yucheng - In: Economic research 35 (2022) 1,3, pp. 2530-2554
Persistent link: https://www.econbiz.de/10014382202
Cover Image
Linkages between crude oil and emerging Asian stock markets : new evidence from the Chinese stock market crash
Yousaf, Imran; Hassan, Arshad - In: Finance research letters 31 (2019), pp. 207-217
Persistent link: https://www.econbiz.de/10012421548
Cover Image
Oil prices, stock returns, and exchange rates : empirical evidence from China and the United States
Bai, Shuming; Koong, Kai S. - In: The North American journal of economics and finance : a … 44 (2018), pp. 12-33
Persistent link: https://www.econbiz.de/10012036287
Cover Image
Oil price shocks, economic policy uncertainty and industry stock returns in China : asymmetric effects with quantile regression
You, Wan-hai; Guo, Yawei; Zhu, Huiming; Tang, Yong - In: Energy economics 68 (2017), pp. 1-18
Persistent link: https://www.econbiz.de/10011904980
Cover Image
Impact of future trading on stock market: a study of BRIC countries
Gahlot, Ruchika; Datta, Saroj Kumar - In: Studies in Economics and Finance 29 (2012) June, pp. 118-132
Purpose – The purpose of this paper is to examine the impact of the future of trading on volatility as well as the … efficiency of the stock market of BRIC (Brazil, Russia, India and China) countries. This study also investigates the presence of … IBrx-50 for Brazil, RTSI for Russia, Nifty for India and CSI300 for China to represent the stock market of BRIC countries …
Persistent link: https://www.econbiz.de/10010551618
Cover Image
Impact of future trading on stock market: a study of BRIC countries
Gahlot, Ruchika; Datta, Saroj Kumar - In: Studies in Economics and Finance 29 (2012) 2, pp. 118-132
Purpose – The purpose of this paper is to examine the impact of the future of trading on volatility as well as the … efficiency of the stock market of BRIC (Brazil, Russia, India and China) countries. This study also investigates the presence of … IBrx‐50 for Brazil, RTSI for Russia, Nifty for India and CSI300 for China to represent the stock market of BRIC countries …
Persistent link: https://www.econbiz.de/10015013652
Cover Image
An assessment of volatility and leverage effect before and during the period of Covid-19 : a study of selected international stock markets
Bhunia, Amalendu; Ganguly, Soumya - In: International journal of financial services management … 10 (2020) 2, pp. 113-127
Persistent link: https://www.econbiz.de/10012510344
Cover Image
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The European journal of finance 24 (2018) 4/6, pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Cover Image
Stock market contagion in Central and Eastern Europe : unexpected volatility and extreme co-exceedance
Horváth, Roman; Lyócsa, Štefan; Baumöhl, Eduard - In: The European journal of finance 24 (2018) 4/6, pp. 391-412
Persistent link: https://www.econbiz.de/10012244328