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The incidence of spillover effects during the unconventional monetary policies era
Lacava, Demetrio; Scaffidi Domianello, Luca - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-18
unconventional monetary policy shields the Eurozone stock markets against spillovers of volatility from the US stock market. We … volatility of four Eurozone stock indices (CAC40, DAX30, FTSEMIB and IBEX35), we find how the increase in volatility brought …
Persistent link: https://www.econbiz.de/10012587787
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Exchange rate volatility and disaggregated manufacturing exports : evidence from an emerging country
Duc Hong Vo; Anh The Vo; Zhang, Zhaoyong - In: Journal of risk and financial management : JRFM 12 (2019) 1/12, pp. 1-25
The link between export performance and exchange rate policy has been attracting attention from policymakers, academics, and practitioners for some time, particularly for emerging countries. It has been recently claimed that implementing a policy that devalues the currency in Vietnam is an...
Persistent link: https://www.econbiz.de/10011961540
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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
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Testing Greeks and price changes in the S&P 500 options and futures contract : a regression analysis
Hilliard, Jitka - In: International review of financial analysis 26 (2013), pp. 51-58
Persistent link: https://www.econbiz.de/10009717219
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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
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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
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Equity market contagion in return volatility during Euro Zone and global financial crises : evidence from FIMACH model
Quoreshi, A. M. M. Shahiduzzaman; Uddin, Reaz; … - In: Journal of risk and financial management : JRFM 12 (2019) 2/94, pp. 1-18
The current paper studies equity markets for the contagion of squared index returns as a proxy for stock market volatility, which has not been studied earlier. The study examines squared stock index returns of equity in 35 markets, including the US, UK, Euro Zone and BRICS (Brazil, Russia,...
Persistent link: https://www.econbiz.de/10012022043
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Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe; Cipollini, Andrea; … - In: International review of financial analysis 57 (2018), pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
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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
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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