Similar Search Results

Day of week effect : an empirical study for Indian Stock Markets

Chawla, Vanitha; Shastri, Manjula - In: International journal of business and globalisation : IJBG 33 (2023) 3, pp. 326-343

Persistent link: https://www.econbiz.de/10014232807

Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period

Rai, Karan; Garg, Bhavesh - In: Applied economics letters 29 (2022) 8, pp. 738-745

Persistent link: https://www.econbiz.de/10013171046

Crude oil market and Nigerian stocks : an asymmetric information spillover approach

Okorie, David Iheke; Lin, Boqiang - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4002-4017

Persistent link: https://www.econbiz.de/10013461304

Brunt of technology in stock trading : empirical evaluation of movement in trading modes

Ravinagarajan, Janani; Sophia, Sharon - In: International journal of electronic finance : IJEF 12 (2023) 2, pp. 117-141

Persistent link: https://www.econbiz.de/10014309639

Volatility clustering and persistence during COVID-19 : evidence of asymmetric volatility in the Asia-Pacific stock markets

Pandey, Dharen Kumar; Kumari, Vineeta - In: International journal of financial services management … 11 (2022) 3, pp. 232-244

Persistent link: https://www.econbiz.de/10014311761

The spectre of terrorism and the stock market

Hanna, Alan J.; Turner, John D.; Walker, Clive B. - 2022

returns and increased volatility on the UK stock market. …

Persistent link: https://www.econbiz.de/10013428887

Return and volatility spillovers between Nigeria and selected stock markets : evidence from a diagonal BEKK-AMGARCH model

Karimo, Tari Moses; Ochoche, Abraham; Atoi, Ngozi Victor - In: West African journal of monetary and economic integration 22 (2022) 2, pp. 1-23

The study examines returns spillover, shock, and volatility transmission between Nigeria and selected global stock … benefit from diversification into Nigeria and Japan markets. Except for China and Hong Kong, volatility is relatively more …

Persistent link: https://www.econbiz.de/10014516032

Volatility modelling and dynamic linkages between Pakistani and leading foreign stock markets : a multivariate GARCH analysis

Ghouse, Ghulam; Khan, Saud Ahmad; Khan, Muhammad Arshad - In: The Pakistan development review : PDR 58 (2019) 3, pp. 265-282

Persistent link: https://www.econbiz.de/10012167307

Mongolian and world equity markets : volatilities and correlations

Tanai, Yertai; Lin, Kuan-pin - In: Eurasian economic review : a journal of the Eurasia … 3 (2013) 2, pp. 136-164

Persistent link: https://www.econbiz.de/10010339857

Quantile dependencies between discontinuities and time-varying rare disaster risks

Gillas, Konstantinos Gkillas; Floros, Christos; … - In: The European journal of finance 27 (2021) 10, pp. 932-962

Persistent link: https://www.econbiz.de/10012609242