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Volatility transmission between bond and stock markets : case of emerging financial markets

Saadaoui, Amir; Boujelbene, Younes - In: Acta Universitatis Danubius / Oeconomica 10 (2014) 6, pp. 84-97

Persistent link: https://www.econbiz.de/10011508595

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

Return and volatility spillover between stock price and exchange rate : Indian evidence

Majumder, Sayantan Bandhu; Nag, Ranjanendra Narayan - In: International journal of economics and business research 10 (2015) 4, pp. 326-340

Persistent link: https://www.econbiz.de/10011449241

Volatility spillovers and the risk-return relation between stock and foreign exchange markets in Brazil

Ely, Regis Augusto - In: Latin American business review : journal of the … 16 (2015) 4, pp. 305-325

Persistent link: https://www.econbiz.de/10011458821

Nigeria stock market volatility in comparison with some countries : application of asymmetric GARCH models

Uyaebo, Stephen O.; Atoi, Victor N.; Usman, Farida - In: CBN journal of applied statistics 6 (2015) 2, pp. 133-160

This study estimated Asymmetric generalized autoregressive conditional heteroscadasticity models with endogenous break dummy on two innovation assumptions using daily all share index of Nigeria, Kenya, United States, Germany, South Africa and China spanning from February 14, 2000 to February 14,...

Persistent link: https://www.econbiz.de/10011460578

Stock market volatility and presidential election uncertainty : evidence from political futures markets

Bowes, David R. - In: The journal of applied business research 34 (2018) 1, pp. 143-150

Persistent link: https://www.econbiz.de/10011889825

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

Risk management for a commercial lending portfolio using time series forecasting and small datasets

Ganguli, Tanmoy - In: Research bulletin / The Institute of Cost Accountants … 42 (2016) 1, pp. 188-202

Persistent link: https://www.econbiz.de/10011622284

The asymmetry and volatility of the Chinese stock market caused by the "New National Ten"

Tsai, Jui-Jung; Wang, Yang-Chao; Weng, Kehuang - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 86-98

Persistent link: https://www.econbiz.de/10011603392

Correlation dynamics in east Asian financial markets

Lestano, Lestano; Kuper, Gerard H. - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 382-399

Persistent link: https://www.econbiz.de/10011562458

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