Similar Search Results

Bley, Jorg - In: Emerging markets review 12 (2011) 3, pp. 217-237

Persistent link: https://www.econbiz.de/10009306834

Sensitivity, persistence and asymmetric effects in international stock market volatility during the global financial crisis

Gabriel, Vitor - In: Revista de métodos cuantitativos para la economía y … 19 (2015), pp. 42-65

Financial market volatility is an important element when setting up port- folio management strategies, option pricing and market regulation. The Subprime crisis affected all markets around the world. Daily data of twelve stock indexes for the period of October 1999 to June 2011 are studied using...

Persistent link: https://www.econbiz.de/10011306093

Dependence between stock markets of MENA countries after sub-prime crisis using bivariate extreme value theory

Ghorbel, Ahmed; Attafi, Zayneb - In: International journal of applied management science 6 (2014) 4, pp. 343-364

Persistent link: https://www.econbiz.de/10011346405

World gold prices and stock returns in China : insights for hedging and diversification strategies

Arouri, Mohamed; Lahiani, Amine; Nguyen, Duc Khuong - In: Economic modelling 44 (2015), pp. 273-282

Persistent link: https://www.econbiz.de/10011326226

Modelling volatility during the current financial crisis : an empirical analysis of the US and the UK stock markets

Tampakoudis, Ioannis A.; Subeniotis, Demetres N.; … - In: International journal of trade and global markets 5 (2012) 3/4, pp. 171-194

Persistent link: https://www.econbiz.de/10009722142

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

Abrupt changes in volatility : evidence from TEPIX Index in Tehran stock exchange

Araghi, Mansour Khalili; Ghazani, Majid Mirzaee - In: Iranian economic review : journal of University of Tehran 19 (2015) 3, pp. 377-393

Persistent link: https://www.econbiz.de/10011456700

Volatility modeling and Value-at-Risk (VaR) forecasting of emerging stock markets in the presence of long memory, asymmetry, and skewed heavy tails

Gencer, Hatice Gaye; Demiralay, Sercan - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 639-657

Persistent link: https://www.econbiz.de/10011562539

Measuring value at risk on emerging stock markets : empirical evidence from Serbian stock exchange

Miletić, Mirjana; Miletić, Siniša - In: Facta Universitatis / Series economics and organization … 10 (2013) 1, pp. 25-37

Persistent link: https://www.econbiz.de/10010458744

Rogue state behavior and markets : the financial fallout of North Korean nuclear tests

Kollias, Chrēstos; Papadamou, Stephanos; Psarianos, Iacovos - In: Peace economics, peace science and public policy 20 (2014) 2, pp. 267-292

Persistent link: https://www.econbiz.de/10010413701