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Forecasting volatility of European and Asian equity indices with Hansen's skew-t and fat tailed distributions, as well as with non-linear asymmetric effects

Gabrielsen, Alexandros; Sarmpezoudis, Sotirios - In: International journal of economic research 9 (2012) 2, pp. 243-263

Persistent link: https://www.econbiz.de/10009685246

Anatomy of the Small-Cap Anomaly : Mapping Valuation Differences Potentially Responsible for the Small Cap Anomaly in Developed European and Asian Stock Markets

Houtzager, Marcel P. - 2010

markets in Europe and Asia across the market cap spectrum. While CAPM would lead one to expect a gradual decline in valuations …

Persistent link: https://www.econbiz.de/10013139219

Herding behavior during the Covid-19 pandemic : a comparison between Asian and European stock markets based on intraday multifractality

Aslam, Faheem; Ferreira, Paulo; Ali, Haider; Kauser, Sumera - In: Eurasian economic review : a journal in applied … 12 (2022) 2, pp. 333-359

Persistent link: https://www.econbiz.de/10013263377

Spillovers of volatility index : evidence from U.S., European, and Asian stock markets

Shu, Hui-chu; Chang, Jung-Hsien - In: Applied economics 51 (2019) 19, pp. 2070-2083

Persistent link: https://www.econbiz.de/10012196641

Stock market return and risk profile in the European banking sector

Pažický, Martin - In: International journal of financial innovation in … 2 (2018) 2, pp. 99-127

Persistent link: https://www.econbiz.de/10011999420

Reaction of EU stock markets to ECB policy interventions

Vortelinos, Dimitrios I.; Gillas, Konstantinos Gkillas - In: International journal of banking, accounting and finance 10 (2019) 1, pp. 39-66

Persistent link: https://www.econbiz.de/10012051117

Another look at momentum crashes : momentum in the European Monetary Union

Grobys, Klaus - In: Applied economics 48 (2016) 19/21, pp. 1759-1766

Persistent link: https://www.econbiz.de/10011589714

Assessing the diversification risk of a single equity market : evidence from the largest European stock indexes

Nuhiu, Artor; Aliu, Florin; Peci, Bedri - In: International journal of management and economics 58 (2022) 1, pp. 3-16

Diversification of financial securities is considered a substantial element of portfolio risk. In this context, the construction of an optimal portfolio is an ongoing concern for portfolio managers. This study measures the risk-reward tradeoffs linked to the stock indexes of Germany, Spain,...

Persistent link: https://www.econbiz.de/10013277308

Evolution of equity market risk during the crisis : Europe, Americas and Asia

Stucchi, Patrizia; Dominese, Giorgio - In: Transition studies review 19 (2012) 2, pp. 163-178

Persistent link: https://www.econbiz.de/10009673114

Financial crises : identification, forecasting, and effects on transition economies

Hawthorne, Cooper A. (contributor) - 2013

Persistent link: https://www.econbiz.de/10010188772

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