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Does idiosyncratic risk matter? : evidence from European stock markets

Angelidis, Timotheos; Tessaromatis, Nikolaos P. - In: Applied financial economics 18 (2008) 1/3, pp. 125-137

Persistent link: https://www.econbiz.de/10003739011

US stock market uncertainty and cross-market European stock returns

Sarwar, Ghulam - In: Journal of multinational financial management 28 (2014), pp. 1-14

Persistent link: https://www.econbiz.de/10011297727

The dark side of the black gold shock onto Europe : one stock's joy is another stock's sorrow

Kaabia, Olfa; Abid, Ilyes; Mkaouar, Farid - In: Economic modelling 58 (2016), pp. 642-654

Persistent link: https://www.econbiz.de/10011647942

Forecasting European stock volatility : the role of the UK

Gao, Jun; Gao, Xiang; Gu, Chen - In: International review of financial analysis 89 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014464832

What happens to the relationship between EU allowances prices and stock market indices in Europe?

Jiménez-Rodríguez, Rebeca - In: Energy economics 81 (2019), pp. 13-24

Persistent link: https://www.econbiz.de/10012172620

Expiration day effects on European trading volumes

Batrinca, Bogdan; Hesse, Christian W.; Treleaven, Philip C. - In: Empirical economics : a journal of the Institute for … 58 (2020) 4, pp. 1603-1638

Persistent link: https://www.econbiz.de/10012219670

Das Phänomen der Volatilität : die Beurteilung der Informationseffizienz des europäischen Optionsmarktes

Bertsch, Marina - 2008

Persistent link: https://www.econbiz.de/10013432207

Does the US stock market information matter for European equity market volatility : a multivariate perspective?

Tang, Yusui; Ma, Feng; Wahab, M. I. M.; Wei, Yu - In: Applied economics 54 (2022) 58, pp. 6726-6743

Persistent link: https://www.econbiz.de/10013494246

Dynamic connectedness between investors' sentiment and asset prices : a comparison between major markets in Europe and USA

Sakariyahu, Rilwan; Johan, Sofia Atiqah; Lawal, Rodiat; … - In: Journal of international financial markets, … 89 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014490069

Interplay of crises : unpacking intraday spillovers in oil and European equities in the shadow of the COVID-19 and the Ukraine-Russia war

Alshater, Muneer Maher; Hanif, Waqas; El Khoury, Rim; … - In: Borsa Istanbul Review 24 (2024) 4, pp. 747-771

This study investigates the time-varying frequency of spillovers between European stock markets and oil during the COVID-19 pandemic and the Russia-Ukraine war. Using the spillover index by Diebold & Yilmaz, 2012 and Baruník & Křehlík, 2018, we analyze high-frequency data at a 5-min interval...

Persistent link: https://www.econbiz.de/10014635385

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