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Impact of the ban on uncovered SCDS trade on the interdependencies between the CDS market and other sectors of financial markets : the case of safe and developed versus risky and d...
Kliber, Agata - In: Comparative economic research : Central and Eastern Europe 19 (2016) 1, pp. 75-97
Persistent link: https://www.econbiz.de/10011598086
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Impact of the ban on uncovered sCDS trade on the interdependencies between the CDS market and other sectors of financial markets : the case of safe and developed versus risky and d...
Kliber, Agata - In: Comparative economic research : Central and Eastern Europe 19 (2016) 1, pp. 77-99
The aim of the article is to verify the impact of the ban on uncovered sCDS trade in Europe on the interdependencies between the sCDS market and other sectors of financial markets. We analyse two European markets: the safe and developed Swedish market, and the risky and developing Hungarian one....
Persistent link: https://www.econbiz.de/10011869394
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Bidirectional volatility spillover effect between the exchange rate and stocks in the presence of structural breaks in selected Eastern European economies
Živkov, Dejan; Njegić, Jovan; Milenković, Ivan - In: Finance a úvěr 65 (2015) 6, pp. 477-498
Persistent link: https://www.econbiz.de/10011415785
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Relationship between volatilities of stock market and instruments of monetary policy in Vietnam
Tran Phuong Thao; Phan Chung Thuy - In: Journal of economic development 22 (2015) 1, pp. 82-99
Persistent link: https://www.econbiz.de/10011564408
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External stocks and volatility overflow among the exchange rate of the Yen, Nikkei, TOPIX and sectoral stock indices
Sultonov, Mirzosaid - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-13
In this paper, we examined the changes in volatility overflow among the exchange rate of the Japanese yen (JPY), the … and transportation equipment indices). The findings highlighted causality in variance (volatility spillover) among the … variables. We revealed that volatility could also spread indirectly among the variables (from one variable to another through a …
Persistent link: https://www.econbiz.de/10012797403
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Capturing the short-run and long-run causal behavior of Philippine stock market volatility under vector error correction environment
Camba, Abraham C. <Jr> - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 8, pp. 41-49
Persistent link: https://www.econbiz.de/10012670602
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The impacts of oil price and exchange rate on Vietnamese stock market
Nguyen Tra Ngoc; Dat Thanh Nguyen; Nguyễn, Ngọc Vũ - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 8, pp. 143-150
Persistent link: https://www.econbiz.de/10012670633
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Symmetric and asymmetric effects of crude oil price and exchange rate on stock market performance in Nigeria : evidence from multiple structural break and NARDL analysis
Okere, Kingsley Ikechukwu; Muoneke, Obumneke Bob; … - In: Journal of international trade & economic development : … 30 (2021) 6, pp. 930-956
Persistent link: https://www.econbiz.de/10012608932
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On the relationship between economic policy uncertainty, geopolitical risk and stock market returns in South Korea : a quantile causality analysis
Adebayo, Tomiwa Sunday; Akadiri, Seyi; Rjoub, Husam - In: Annals of financial economics 17 (2022) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10013189195
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Effects of conditional oil volatility on exchange rate and stock markets returns
Bouazizi, Tarek; Mrad, Fatma; Hamida, Arafet; Nafti, Sawsen - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 2, pp. 53-71
Persistent link: https://www.econbiz.de/10013190003