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Stock market reactions during different phases of the COVID-19 pandemic : cases of Italy and Spain
Keliuotyte-Staniuleniene, Greta; Kviklis, Julius - In: Economies : open access journal 10 (2022) 1, pp. 1-32
countries - Italy and Spain. To reach the aim of the research OLS regression models, heteroscedasticity-corrected models, GARCH … models (in the case of Spain) confirmed that the COVID-19 pandemic increased the volatility of stock market return. This …
Persistent link: https://www.econbiz.de/10012800500
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New evidence on expiration-day effects using realized volatility : an intraday analysis for the Spanish stock exchange
Illueca, Manuel (contributor);  … - 2006 - 1. ed.
Persistent link: https://www.econbiz.de/10003330250
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New evidence on expiration-day effects using realized volatility : an intraday analysis for the Spanish stock exchange
Illueca, M.; Lafuente, J. A. - In: The journal of futures markets 26 (2006) 9, pp. 923-938
Persistent link: https://www.econbiz.de/10003356507
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Testing of nonstationary cycles in financial time series data
DePeña, Francisco Javier; Gil-Alaña, Luis A. - In: Review of quantitative finance and accounting 27 (2006) 1, pp. 47-65
Persistent link: https://www.econbiz.de/10003344302
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Influence of structural changes in transmission of information between stock markets : a European empirical study
Aragó-Manzana, Vicent; Ángeles Fernández-Izquierdo, Maria - In: Journal of multinational financial management 17 (2007) 2, pp. 112-124
Persistent link: https://www.econbiz.de/10003441959
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Incorporating correlation regimes in an integrated stressed risk modeling process
Aragonés, José R.; Blanco, Carlos - In: Journal of economics and finance 32 (2008) 2, pp. 148-157
Persistent link: https://www.econbiz.de/10003710731
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The effect of futures trading on the distribution of spot index returns : implications for CVAR int he Spanish market
Illueca, Manuel; Lafuente, Juan Angel - In: The journal of futures markets 27 (2007) 9, pp. 839-866
Persistent link: https://www.econbiz.de/10003518521
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The effects of index changes in the Spain stock market
Singh, Tarika; Mehta, Seema; Hoolani, Umesh - In: International journal of managerial and financial accounting 2 (2010/11) 3, pp. 305-325
Persistent link: https://www.econbiz.de/10009009360
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Evaluating value at risk using selection criteria of the model and the information set
Gargallo, Pilar; Miguel, Jesús; Olave Rubio, Pilar; … - In: Applied financial economics 20 (2010) 16/18, pp. 1415-1428
Persistent link: https://www.econbiz.de/10009010927
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Network-based measures as leading indicators of market instability : the case of the Spanish stock market
Peralta, Gustavo - In: The journal of network theory in finance 1 (2015) 3, pp. 91-122
Persistent link: https://www.econbiz.de/10011399509