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International transmission of volatility between stock and stock index futures markets
Puttonen, Vesa - In: Journal of international financial markets, … 5 (1995) 2/3, pp. 97-115
Persistent link: https://www.econbiz.de/10001508146
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Return relationships among European equity sectors : a comparative analysis across selected sectors in small and large economies
Taing, Siv Heng; Worthington, Andrew Charles - In: Journal of applied economics 8 (2005) 2, pp. 371-388
Persistent link: https://www.econbiz.de/10003310852
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Pricing currency risk in the stock market : evidence from Finland and Sweden ; 1970 - 2009
Antell, Jan; Vaihekoski, Mika - In: Journal of international financial markets, … 22 (2012) 1, pp. 120-136
Persistent link: https://www.econbiz.de/10009540834
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An empirical study of the mixture of time and movements in prices
Ben Sita, Bernard (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001731522
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Asymmetric Covariance, Volatility, and Time-Varying Risk Premium : Evidence from the Finnish Stock Market
Islam, Sultan - 2023
It turns out that stock return volatility responds asymmetrically following negative stock returns. A negative return shock causes next-period volatility to increase more than that of a positive return shock. The article examines the asymmetric property of return volatility using the volatility...
Persistent link: https://www.econbiz.de/10014355234
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Testing the long-memory features in return and volatility of NSE index
Ahamed, Naseem; Kalita, Mamoni; Tiwari, Aviral Kumar - In: Theoretical economics letters 5 (2015) 3, pp. 431-440
Persistent link: https://www.econbiz.de/10011396558
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An empirical analysis of the US stock market and output growth volatility spillover effects on three Anglo-Saxon countries
Valadkhani, Abbas; Chen, George - In: International review of applied economics 28 (2014) 3, pp. 322-334
Persistent link: https://www.econbiz.de/10010355442
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Dependence between Croatian and European stock markets : a copula GARCH approach
Dajčman, Silvo - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 31 (2013) 2, pp. 209-232
Persistent link: https://www.econbiz.de/10010240939
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The impact of natural disasters on stock markets : evidence from Japan and the US
Wang, Lin; Kutan, Ali Mustafa - In: Comparative economic studies 55 (2013) 4, pp. 672-686
Persistent link: https://www.econbiz.de/10010246286
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Relationship between foreign exchange rate and stock price of commercial joint stock banks : evidence from Vietnam
Tran Mong Uyen Ngan - In: International journal of economics and finance 8 (2016) 7, pp. 193-200
Persistent link: https://www.econbiz.de/10011524011