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Sudden changes in volatility in European stock markets

Guesmi, Khaled; Teulon, Frédéric; Ftiti, Zied - In: The journal of applied business research 30 (2014) 6, pp. 1567-1576

Persistent link: https://www.econbiz.de/10010470492

Return and volatility transmission between oil prices and oil-exporting and oil-importing countries

Guesmi, Khaled; Fattoum, Salma - In: Economic modelling 38 (2014), pp. 305-310

Persistent link: https://www.econbiz.de/10010419073

Oil prices and MENA stock markets : new evidence from nonlinear and asymmetric causalities during and after the crisis period

Ajmi, Ahdi Noomen; El Montasser, Ghassen; Hammoudeh, Shawkat - In: Applied economics 46 (2014) 16/18, pp. 2167-2177

Persistent link: https://www.econbiz.de/10010413309

Government intervention in Russian bourse : a case of financial contagion

Khan, Salman; Batteau, Pierre - In: Journal of financial economic policy 4 (2012) 4, pp. 320-339

Persistent link: https://www.econbiz.de/10009674782

From oil to stock markets

Guesmi, Khaled; Boubaker, Heni; Lai, Van Son - In: Journal of economic integration 31 (2016) 1, pp. 103-133

Persistent link: https://www.econbiz.de/10011451684

Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns

Riedel, Christoph; Wagner, Niklas F. - In: Journal of international financial markets, … 39 (2015), pp. 53-64

Persistent link: https://www.econbiz.de/10011475596

Return and volatility spillovers across equity markets in mainland China, Hong Kong and the United States

Mohammadi, Hassan; Tan, Yuting - In: Econometrics : open access journal 3 (2015) 2, pp. 215-232

Examinations of the dynamics of daily returns and volatility in stock markets of the US, Hong Kong and mainland China (Shanghai and Shenzhen) over 2 January 2001 to 8 February 2013 suggest: (1) evidence of unidirectional return spillovers from the US to the other three markets; but no spillover...

Persistent link: https://www.econbiz.de/10011296721

Do cal auctions curtail price volatility? : evidence form the National Stock Exchange of India

Camilleri, Silvio John - In: Managerial finance 41 (2015) 1, pp. 67-79

Persistent link: https://www.econbiz.de/10010496753

Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries

Mensi, Walid; Hammoudeh, Shawkat; Xuan Vinh Vo; Kang, … - In: Journal of international financial markets, … 75 (2021), pp. 1-27

Persistent link: https://www.econbiz.de/10012820834

The impact of industrial incidents on stock market volatility

Corbet, Shaen; Larkin, Charles; McMullan, Caroline - In: Research in international business and finance 52 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012548203