Narrow search
Showing 1 - 10 of 18,512
Cover Image
Technology spillover, corporate investment, and stock returns
Hsu, Yen-Ju; Yanzhi, Wang - In: Journal of empirical finance 73 (2023), pp. 238-250
Persistent link: https://www.econbiz.de/10014477016
Cover Image
Idiosyncratic risk and spillover effect in REIT returns
Hui, Eddie Chi Man; Wang, Ziyou - In: International journal of strategic property management 22 (2018) 6, pp. 457-470
Persistent link: https://www.econbiz.de/10011998439
Cover Image
International economic policy uncertainty and stock prices : wavelet approach
Ko, Jun-Hyung; Lee, Chang-Min - In: Economics letters 134 (2015), pp. 118-122
Persistent link: https://www.econbiz.de/10011432368
Cover Image
Modeling and forecasting of multivariate stock market volatility
Gribisch, Bastian - 2012
Persistent link: https://www.econbiz.de/10009714192
Cover Image
Modeling financial market volatility in transition markets : a multivariate case
Oikonomikou, Leoni Eleni - 2016 - Revised version including comments: February 2015
This paper presents evidence of linkages across equity markets in the following transition economies: Russia, Ukraine, Poland and Czech Republic from beginning of January 2005 till the end of December 2014. We apply a multivariate asymmetric EGARCH model. Empirical results indicate significant...
Persistent link: https://www.econbiz.de/10011454085
Cover Image
Time-varying international stock market interaction and the identification of volatility signals
Strohsal, Till; Weber, Enzo - In: Journal of banking & finance 56 (2015), pp. 28-36
Persistent link: https://www.econbiz.de/10011488567
Cover Image
Intraday return spillovers and its variations across trading sessions
Chang, Chia-ching; Chen, Sheng-syan; Chou, Robin K.; … - In: Review of quantitative finance and accounting 36 (2011) 3, pp. 355-390
Persistent link: https://www.econbiz.de/10009272478
Cover Image
Illiquidity contagion and pricing of commonality risk : evidence from a dynamic conditional correlation model
Beyene, Nardos; Huang, Peng; Hueng, C. James - In: Finance research letters 39 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012805167
Cover Image
Salmon stock market prices revealing salmon price information
Dahl, Roy Endré; Oglend, Atle; Yahya, Muhammad - In: Marine resource economics 36 (2021) 2, pp. 173-190
Persistent link: https://www.econbiz.de/10012548787
Cover Image
Empirical investigation of select NSE sector specific indices to ascertain seasonality & asymmetries in their return & volatility
Shahani, Rakesh; Sharma, Ananya - In: Business analyst : a refereed journal of Shri Ram … 41 (2020) 1, pp. 55-80
Persistent link: https://www.econbiz.de/10013177289