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Revisiting the relationship between risk and return
Malik, Farooq - In: Review of quantitative finance and accounting 44 (2015) 1, pp. 25-40
Persistent link: https://www.econbiz.de/10011327668
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Commodity volatility breaks
Vivian, Andrew; Wohar, Mark E. - In: Journal of international financial markets, … 22 (2012) 2, pp. 395-422
Persistent link: https://www.econbiz.de/10009581694
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Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
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Volatility spillover among sector equity returns under structural breaks
Malik, Farooq - In: Review of quantitative finance and accounting 58 (2022) 3, pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
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Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos; Yfanti, Stavroula; Karoglou, Michail - In: International review of financial analysis 45 (2016), pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
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Estimating downside risk in stock returns under structural breaks
Hood, Matthew; Malik, Farooq - In: International review of economics & finance : IREF 58 (2018), pp. 102-112
Persistent link: https://www.econbiz.de/10012034196
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Breaks and outliers when modelling the volatility of the U.S. stock market
Chatzikonstanti, Vasiliki - In: Applied economics 49 (2017) 46, pp. 4704-4717
Persistent link: https://www.econbiz.de/10011844777
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Measuring volatility persistence and risk in Southern and East African stock markets
Coffie, William - In: International journal of economics and business research 9 (2015) 1, pp. 23-36
Persistent link: https://www.econbiz.de/10011332918
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The only certainty is uncertainty : An analysis of the impact of COVID-19 uncertainty on regional stock markets
Szczygielski, Jan Jakub; Bwanya, Princess Rutendo; … - In: Finance research letters 43 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10014632284
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Political news and stock market reactions : evidence from Turkey over the period 2008-2017
Karime, Sleiman; Sayilir, Özlem - In: International journal of management and economics 55 (2019) 2, pp. 83-98
nonlinear volatility models (symmetric and asymmetric Generalized AutoRegressive Conditional Heteroskedasticity [GARCH … volatility of Borsa Istanbul 100 Index (BIST-100). Sample data cover the period from January 2008 to December 2017. The main …]-type models) were used to model and estimate BIST-100 volatility in response to political news. The findings of the paper …
Persistent link: https://www.econbiz.de/10012131511