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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

Oil price shocks and stock markets in ASEAN-5

Koh, Wee Chian - In: Southeast Asian journal of economics 3 (2015) 1, pp. 143-164

Persistent link: https://www.econbiz.de/10011452277

The impact of securities transaction taxes on the Chinese stock market

Su, Yongyang; Zheng, Lan - In: Emerging markets finance & trade : a journal of the … 47 (2011), pp. 32-46

Persistent link: https://www.econbiz.de/10009299039

Volatility transmission between the Japanese stock market and the Western stock market indices : time & frequency domain connectedness analysis with high-frequency data

Akdoğu, Serpil Kahraman; Keser, Merve - In: Applied economics 54 (2022) 6, pp. 670-684

Persistent link: https://www.econbiz.de/10012874238

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

Stock market reactions during different phases of the COVID-19 pandemic : cases of Italy and Spain

Keliuotyte-Staniuleniene, Greta; Kviklis, Julius - In: Economies : open access journal 10 (2022) 1, pp. 1-32

models (in the case of Spain) confirmed that the COVID-19 pandemic increased the volatility of stock market return. This …

Persistent link: https://www.econbiz.de/10012800500

Stock market volatility spillovers in G7 and BRIC

Zhang, Ping; Sha, Yezhou; Xu, Yifan - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 7, pp. 2107-2119

Persistent link: https://www.econbiz.de/10012549873

The influence of oil price fluctuations on stock market of developing economies : a focus on Nigeria

Nwude, Chuke; Eluyela, Damilola Felix; Agbo, Elias Igwebuike - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 3, pp. 100-109

Persistent link: https://www.econbiz.de/10012621521

Causal relation and dynamic volatility spillover between commodity market and stock market : empirical evidence from India

Kaura, Ruchika; Kishor, Nawal; Rajput, Namita - In: Afro-Asian Journal of Finance and Accounting : AAJFA 12 (2022) 2, pp. 232-253

Persistent link: https://www.econbiz.de/10013252728

Impact of exchange rate on uncertainty in stock market : evidence from Markov regime-switching GARCH family models

Zolfaghari, Mehdi; Hoseinzade, Saeid - In: Cogent economics & finance 8 (2020) 1, pp. 1-49

model the IIR volatility. We find evidence of regime-switching behaviour in Iran's stock market. After removing the …

Persistent link: https://www.econbiz.de/10013179535