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The predictive ability of consumer sentiment's volatility to the Malaysian stock market's volatility

Nathrah Yacob; Mahdzan, Nurul Shahnaz - In: Afro-Asian Journal of Finance and Accounting : AAJFA 4 (2014) 4, pp. 460-476

Persistent link: https://www.econbiz.de/10011457470

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

Investor sentiments and exchange rate volatility : empirical evidences from an emerging stock market

Rehman, Mobeen Ur; Hussain, Aabid - In: Review of economics & finance (2013) 3, pp. 70-78

Persistent link: https://www.econbiz.de/10010244086

Housing price dynamics : the impact of stock market sentiment and the spillover effect

Zheng, Yao; Osmer, Eric - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 854-867

Persistent link: https://www.econbiz.de/10012655714

International sentiment spillovers in equity returns

Bathia, Deven; Bredin, Donal; Nitzsche, Dirk - In: International journal of finance & economics : IJFE 21 (2016) 4, pp. 332-359

Persistent link: https://www.econbiz.de/10011698788

Migration policy uncertainty and stock market investor sentiment

Ordu-Akkaya, Beyza Mina - In: Journal of capital markets studies 2 (2018) 2, pp. 136-147

Purpose - The purpose of this paper is to examine the volatility transmission between migration policy uncertainty …/methodology/approach - The author proxies volatility via EGARCH (1,1) for all series and employs Diebold-Yilmaz (2012) methodology to test the …, as well as the direction. Findings - Findings propose that volatility transmission is from migration index to stock …

Persistent link: https://www.econbiz.de/10012114457