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Der heimliche Raubzug : wie Geldhändler die Notenbanken ausplündern
Millman, Gregory J. - 1995 - 1. Aufl.
Persistent link: https://www.econbiz.de/10000919471
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Determinants of trading activity on the single-stock future market : evidence from the Eurex Exchange
Białkowski, Je̜drzej; Jakubowski, Jacek - In: The journal of derivatives : the official publication … 19 (2012) 3, pp. 29-47
Persistent link: https://www.econbiz.de/10009671108
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Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
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Volatility in international stock markets : an empirical study during COVID-19
Chaudhary, Rashmi; Bakhshi, Priti; Gupta, Hemendra - In: Journal of risk and financial management : JRFM 13 (2020) 9/208, pp. 1-17
Predicting volatility is a must in the finance domain. Estimations of volatility, along with the central tendency … research is to analyze the influence of COVID-19 on the return and volatility of the stock market indices of the top 10 … volatility remains higher than in normal periods, signaling a bearish tendency in the market. The COVID variable, as an exogenous …
Persistent link: https://www.econbiz.de/10012384430
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Study of BRICS stock return volatility during and after subprime crisis
Kishor, Nawal; Singh, Raman Preet - In: International journal of business and globalisation : IJBG 18 (2017) 2, pp. 233-250
Persistent link: https://www.econbiz.de/10011800038
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Investor attention and global stock market volatility : evidence from COVID-19
Chaiyuth Padungsaksawasdi; Sirimon Treepongkaruna - In: Journal of emerging market finance 22 (2023) 1, pp. 85-104
Persistent link: https://www.econbiz.de/10014230242
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Exchange rate movements and international interdependence of stock markets
Bhandari, Jagdeep S.; Genberg, Hans - 1989
Persistent link: https://www.econbiz.de/10000831274
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Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis
Beirne, John; Caporale, Guglielmo Maria; … - 2009
Persistent link: https://www.econbiz.de/10003880585
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Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis
Beirne, John; Caporale, Guglielmo Maria; … - 2009
, volatility, and cross-market GARCH-in-mean effects. Hypotheses about the importance of different channels are tested. The results … dominating in Asia, and regional spillovers in Latin America and the Middle East. -- volatility spillovers ; contagion ; stock …
Persistent link: https://www.econbiz.de/10003887350
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Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis
Beirne, John; Caporale, Guglielmo Maria; … - 2009
, volatility, and cross-market GARCH-in-mean effects. Hypotheses about the importance of different channels are tested. The results … dominating in Asia, and regional spillovers in Latin America and the Middle East. -- Volatility spillovers ; contagion ; stock …
Persistent link: https://www.econbiz.de/10003891055