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Covid-19 and stock market volatility : a clustering approach for S&P 500 industry indices
Lúcio, Francisco; Caiado, Jorge - In: Finance research letters 49 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013479311
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Discovering the drivers of stock market volatility in a data-rich world
Chun, Dohyun; Cho, Hoon; Ryu, Doojin - In: Journal of international financial markets, … 82 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014245870
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Correlation based clustering of the Amman stock exchange
Abdoh, Hussein A. - In: International journal of economics and financial issues … 7 (2017) 2, pp. 259-265
Persistent link: https://www.econbiz.de/10011786586
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Volatility clustering at a sector level in the Chinese equity market
Alfonso Perez, Gerardo Gerry - In: International journal of financial research 9 (2018) 3, pp. 103-107
Persistent link: https://www.econbiz.de/10012236965
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Stock selection and timing ability of the Taiwan equity funds : the application of stochastic beta, GARCH, and nonlinear GLS
Goo, Yeong-Jia; Chang, Feng-Huei; Chiu, Kuo-Liang - In: Modern economy 6 (2015) 2, pp. 153-164
Persistent link: https://www.econbiz.de/10011286014
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Portfoliostrategien im Zuge europäischer Finanzmarktintegration : eine clusteranalytische Untersuchung von Korrelationsstrukturen am Beispiel ausgewählter Aktienmärkte
Hauser, Siegfried; Füss, Roland - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 32 (2003) 10, pp. 566-576
Persistent link: https://www.econbiz.de/10001794256
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The impact of Euro on sectoral equity returns and portfolio risk
Asal, Maher - In: International advances in economic research : IAER ; an … 17 (2011) 2, pp. 119-133
Persistent link: https://www.econbiz.de/10009302976
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Value at risk of the main stock market indexes in the European Union ; (2000 - 2012)
Iglesias, Emma M. - In: Journal of policy modeling : JPMOD ; a social science … 37 (2015) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10011333008
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The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme
Bua, Giovanna - 2017
We explore the transmission of the ECB's public sector asset purchase programme (PSPP) via the portfolio rebalancing of investment funds and their investors. Evidence for this channel would validate several theoretical propositions and provide insights into market perceptions of intervention...
Persistent link: https://www.econbiz.de/10012953395
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The portfolio rebalancing effects of the ECB's asset purchase programme
Bua, Giovanna; Dunne, Peter G. - In: International journal of central banking : IJCB 15 (2019) 5, pp. 1-46
Persistent link: https://www.econbiz.de/10012174731