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Cross-border sentiment : an empirical analysis on EU stock markets

Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290

Persistent link: https://www.econbiz.de/10010399454

Financial liberalization and stock market volatility : the case of Indonesia

James, Gregory A.; Karoglou, Michail - In: Applied financial economics 20 (2010) 4/6, pp. 477-486

This article examines the relationship between financial liberalization and stock market volatility in Indonesia. By … looking at the time series properties of the Jakarta Composite Index (JCI) we identify breaks in stock market volatility which … coincide with the timing of major policy events. Our main findings are (i) a significant decrease in volatility after the …

Persistent link: https://www.econbiz.de/10003963445

Inflation targeting and financial market volatility

O'Sullivan, Róisín; Tomljanovich, Marc - In: Applied financial economics 22 (2012) 7/9, pp. 749-762

Persistent link: https://www.econbiz.de/10009624319

Return and volatility spillovers between Dubai financial market and Abu Dhabi Stock Exchange in the UAE

Maghyereh, A.; Awartani, B. - In: Applied financial economics 22 (2012) 10/12, pp. 837-848

Persistent link: https://www.econbiz.de/10009625077

Financial instability and the short-term dynamics of volatility expectations

Maghrebi, Nabil; Holmes, Mark J.; Oya, Kosuke - In: Applied financial economics 24 (2014) 4/6, pp. 377-395

Persistent link: https://www.econbiz.de/10010399697

The reverse volatility asymmetry in Chinese financial market

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Persistent link: https://www.econbiz.de/10010460962

The role of institutional investors in market volatility during the subprime mortgage crisis

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Persistent link: https://www.econbiz.de/10010460977

Stochastic volatility forecasting and risk management

Sadorsky, Perry A. - In: Applied financial economics 15 (2005) 2, pp. 121-135

Persistent link: https://www.econbiz.de/10002537405

Examining volatility spillover in Asian REIT markets

Lin, Pin-te - In: Applied financial economics 23 (2013) 22/24, pp. 1701-1705

Persistent link: https://www.econbiz.de/10010336274

Trading activity and Nifty index futures volatility : an empirical analysis

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Persistent link: https://www.econbiz.de/10010418929

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