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Analyst recommendations and volatility in a rising, falling, and crisis equity market
Corbet, Shaen; Dowling, Michael; Cummins, Mark - In: Finance research letters 15 (2015), pp. 187-194
Persistent link: https://www.econbiz.de/10011553187
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Forecasting financial volatility of the Athens stock exchange daily returns : an application of the asymmetric normal mixture GARCH model
Drakos, Anastassios A.; Kouretas, Georgios P.; … - In: International journal of finance & economics : IJFE 15 (2010) 4, pp. 331-350
Persistent link: https://www.econbiz.de/10008811307
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The impact of quantitative easing on stock market : evidence from Greece
Karagiannopoulou, Sofia; Patsis, Paris; Sariannidis, … - In: Business Development and Economic Governance in …, (pp. 297-313). 2022
Persistent link: https://www.econbiz.de/10013415082
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Investigation of the Greek stock exchange volatility and the impact of foreign markets from 2007 to 2012
Sariannidis, Nikolaos; Papadopoulou, Polyxeni; … - In: International journal of business and economic sciences … 8 (2015) 2, pp. 55-68
Purpose of this paper - The current paper aims to analyze the impact of the debt crisis on the FTSE / ASE 20 index volatility. The research also examines the impact of powerful foreign capital markets on the Greek Stock Exchange market, the seasonality returns (Day-of-the-Week effect) and the...
Persistent link: https://www.econbiz.de/10011433994
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Testing the long-memory features in return and volatility of NSE index
Ahamed, Naseem; Kalita, Mamoni; Tiwari, Aviral Kumar - In: Theoretical economics letters 5 (2015) 3, pp. 431-440
Persistent link: https://www.econbiz.de/10011396558
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Dependence between Croatian and European stock markets : a copula GARCH approach
Dajčman, Silvo - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 31 (2013) 2, pp. 209-232
Persistent link: https://www.econbiz.de/10010240939
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Volatility transmission between bond and stock markets : case of emerging financial markets
Saadaoui, Amir; Boujelbene, Younes - In: Acta Universitatis Danubius / Oeconomica 10 (2014) 6, pp. 84-97
Persistent link: https://www.econbiz.de/10011508595
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Return and volatility spillover between stock price and exchange rate : Indian evidence
Majumder, Sayantan Bandhu; Nag, Ranjanendra Narayan - In: International journal of economics and business research 10 (2015) 4, pp. 326-340
Persistent link: https://www.econbiz.de/10011449241
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Tail dependence between Central and Eastern European and major European stock markets : a copula approach
Dajcman, Silvo - In: Applied economics letters 20 (2013) 16/18, pp. 1567-1573
Persistent link: https://www.econbiz.de/10010221720
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Markov regime-switching autoregressive model of stock market returns in Nigeria
Adejumo, Oluwasegun A.; Albert, Seno; Asemota, Omorogbe J. - In: CBN journal of applied statistics 11 (2020) 2, pp. 65-83
This study is designed to model and forecast Nigeria's stock market using the AllShare Index (ASI) as a proxy. By employing the Markov regime-switching autore-gressive (MS-AR) model with data from April 2005 to September 2019, the studyanalyzes the stock market volatility in three distinct...
Persistent link: https://www.econbiz.de/10012513279