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Volatility spillover effects during pre-and-post COVID-19 outbreak on Indian market from the USA, China, Japan, Germany, and Australia

Thangamuthu, Mohanasundaram; Maheshwari, Suneel; Naik, … - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-15

, and Germany) to the Indian stock market, and that spillover continues in the post-COVID period. There is a positive …

Persistent link: https://www.econbiz.de/10013397677

Box-Jenkins modeling of Greek stock prices data

Dritsaki, Chaido - In: International journal of economics and financial issues … 5 (2015) 3, pp. 740-747

Persistent link: https://www.econbiz.de/10011454204

Market abuse under different close price determination mechanisms : a European case

Alexakis, Christos A.; Pappas, Vasileios; Skarmeas, … - In: International review of financial analysis 74 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012803939

Founding family ownership and firm performance : some evidence from the Italian stock market

Pierni, Pierluigi; Montagna, Dennis Marco; Maggi, Mario … - In: Journal of risk and financial management : JRFM 15 (2022) 5, pp. 1-19

the company governance, at least in Italy, may be beneficial for the superior performance of the Founding family portfolio …

Persistent link: https://www.econbiz.de/10013273513

Volatility forecasting using hybrid GARCH Neural Network models : the case of the Italian stock market

Kartsonakis Mademlis, Dimitrios; Dritsakis, Nikolaos - In: International journal of economics and financial issues … 11 (2021) 1, pp. 49-60

Persistent link: https://www.econbiz.de/10012436893

Monetary policy and stock returns under the MPC and inflation targeting

Chortareas, Georgios E.; Noikokyris, Emmanouil - In: International review of financial analysis 31 (2014), pp. 109-116

Persistent link: https://www.econbiz.de/10010461531

Predicting stock returns in the presence of COVID-19 pandemic : the role of health news

Salisu, Afees A.; Xuan Vinh Vo - In: International review of financial analysis 71 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012437031

The effect of COVID-19 on cryptocurrencies and the stock market volatility : a two-stage DCC-EGARCH model analysis

Ampountolas, Apostolos - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-17

This research examines the correlations between the return volatility of cryptocurrencies, global stock market indices, and the spillover effects of the COVID-19 pandemic. For this purpose, we employed a two-stage multivariate volatility exponential GARCH (EGARCH) model with an integrated...

Persistent link: https://www.econbiz.de/10014295230

Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model

Wang, Nianling; Yin, Jiyuan; Li, Yong - In: International review of financial analysis 92 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10014492383

Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets

Ding, Hui; Huang, Yisu; Wang, Jiqian - In: International review of financial analysis 87 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014460444

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