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Short-horizon asymmetric mean-reversion and overreactions : evidence from the Nordic stock markets
Kulp-Tåg, Sofie (contributor) - 2007
Persistent link: https://www.econbiz.de/10003437447
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Duration dependence and mean reversion : an attempt of identification in Tunisian stock market
Bejaoui, Azza; Karaa, Adel; Mahat, Emna - In: The journal of applied business research 31 (2015) 1, pp. 185-196
Persistent link: https://www.econbiz.de/10010502645
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Integration in Middle East stock markets : determinants, effects and evolutions
Guesmi, Khaled; Arouri, Mohamed; Moisseron, Jean-Yves; … - In: The journal of applied business research 29 (2013) 5, pp. 1301-1315
Persistent link: https://www.econbiz.de/10010198214
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Similarity of emerging market returns under changing market conditions : markets in the ASEAN-4, Latin America, Middle East, and BRICs
Lyócsa, Štefan; Baumöhl, Eduard - In: Economic systems 39 (2015) 2, pp. 253-268
Persistent link: https://www.econbiz.de/10011527515
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Integration versus segmentation in Middle East North Africa Equity Market : time variations and currency risk
Guesmi, Khaled; Moisseron, Jean-Yves; Teulon, Frédéric - In: Journal of international financial markets, … 28 (2014), pp. 204-212
Persistent link: https://www.econbiz.de/10010411565
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The determinants of regional stock market integration in middle east : a conditional ICAPM approach
Guesmi, Khaled; Teulon, Frédéric - In: International economics : a journal published by CEPII … 137 (2014), pp. 22-31
Persistent link: https://www.econbiz.de/10011620029
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Context-dependent responses to geopolitical risk in Middle Eastern and African stock markets : an asymmetric volatility spillover study
Eissa, Mohamed Abdelaziz; Al Refai, Hisham M. - In: International review of economics & finance : IREF 94 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014583429
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The exchange rate volatility in the Central and Eastern European Countries
Dumitrescu, Bogdan; Roşca, Silvia Maria - In: Theoretical and applied economics : GAER review 22 (2015) 2, pp. 189-198
Persistent link: https://www.econbiz.de/10011561529
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Modelling asymmetric sovereign bond yield volatility with univariate GARCH models : evidence from India
Lithin BM; Chakraborty, Suman; Iyer, Vishwanathan; Nikhil MN - In: Cogent economics & finance 11 (2023) 1, pp. 1-33
Does Indian sovereign yield volatility reflect economic fundamentals, or whether it is a self-generated force flowing through markets with little connection to such fundamentals? To answer the question, this research explores the volatility dynamics and measures the persistence of shocks to the...
Persistent link: https://www.econbiz.de/10014500716
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An empirical application of a random level shifts model with time-varying probability and mean reversion to the volatility of Latin-American Forex markets returns
Gonzáles Tanaka, José Carlos; Rodriguez, Gabriel - 2016
Persistent link: https://www.econbiz.de/10011538602