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Financial contagion, vulnerability and information : empirical identification

Weber, Enzo - 2009

Persistent link: https://www.econbiz.de/10003908053

U.S. monetary policy indicators and international stock returns : 1970 - 2001

Mann, Thomas; Atra, Robert J.; Dowen, Richard J. - In: International review of financial analysis 13 (2004) 4, pp. 543-558

Persistent link: https://www.econbiz.de/10002224949

Black swan events and COVID-19 outbreak : sector level evidence from the US, UK, and European stock markets

Ahmad, Wasim; Kutan, Ali Mustafa; Gupta, Smarth - In: International review of economics & finance : IREF 75 (2021), pp. 546-557

Persistent link: https://www.econbiz.de/10012692797

Does US infectious disease equity market volatility index predict G7 stock returns? : evidence beyond symmetry

Gohar, Raheel; Salman, Asma; Uche, Emmanuel; Derindag, … - In: Annals of financial economics 18 (2023) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10014442587

Time-varying Granger causality between the stock market and unemployment in the United States

Fromentin, Vincent - In: Applied economics letters 30 (2023) 3, pp. 371-378

Persistent link: https://www.econbiz.de/10013553475

Testing the long-memory features in return and volatility of NSE index

Ahamed, Naseem; Kalita, Mamoni; Tiwari, Aviral Kumar - In: Theoretical economics letters 5 (2015) 3, pp. 431-440

Persistent link: https://www.econbiz.de/10011396558

Markov regime-switching autoregressive model of stock market returns in Nigeria

Adejumo, Oluwasegun A.; Albert, Seno; Asemota, Omorogbe J. - In: CBN journal of applied statistics 11 (2020) 2, pp. 65-83

This study is designed to model and forecast Nigeria's stock market using the AllShare Index (ASI) as a proxy. By employing the Markov regime-switching autore-gressive (MS-AR) model with data from April 2005 to September 2019, the studyanalyzes the stock market volatility in three distinct...

Persistent link: https://www.econbiz.de/10012513279

Uncovering the effect of news signals on daily stock market performance : an econometric analysis

Raza, Shahid; Sun, Baiqing; Kay-Khine, Pwint; Kemal, … - In: International Journal of Financial Studies : open … 11 (2023) 3, pp. 1-25

The stock markets in developing countries are highly responsive to breaking news and events. Our research explores the impact of economic conditions, financial policies, and politics on the KSE-100 index through daily market news signals. Utilizing simple OLS regression and ARCH/GARCH regression...

Persistent link: https://www.econbiz.de/10014419406

The relationship between the 52-week high of an individual stock and stock market index level : evidence from Taiwan

Chang, Chiao-yi - In: Journal of international financial markets, … 21 (2011) 1, pp. 14-27

Persistent link: https://www.econbiz.de/10009259725

A comparison of tail behaviour of stock market returns

Echaust, Krzysztof - In: Folia oeconomica Stetinensia : FOS 14 (2014) 1, pp. 22-34

Persistent link: https://www.econbiz.de/10010518936

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