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How does liberalization affect emerging stock markets? : theories and empirical evidence
Bao Trung Hoang; Mateus, Cesario - In: Journal of economic surveys 38 (2024) 3, pp. 877-898
Persistent link: https://www.econbiz.de/10014562955
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Financial liberalization and allocation of capital : dark side of the moon
Bhaduri, Saumitra N.; Bhattacharya, Aditi - In: Journal of quantitative economics 16 (2018) 4, pp. 163-185
Persistent link: https://www.econbiz.de/10012418610
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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
studyanalyzes the stock market volatility in three distinct regimes (accumulation or distri-bution - regime 1; big-move - regime 2 …
Persistent link: https://www.econbiz.de/10012513279
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Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Rai, Karan; Garg, Bhavesh - In: Applied economics letters 29 (2022) 8, pp. 738-745
Persistent link: https://www.econbiz.de/10013171046
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Volatility in international stock markets : an empirical study during COVID-19
Chaudhary, Rashmi; Bakhshi, Priti; Gupta, Hemendra - In: Journal of risk and financial management : JRFM 13 (2020) 9/208, pp. 1-17
Predicting volatility is a must in the finance domain. Estimations of volatility, along with the central tendency … research is to analyze the influence of COVID-19 on the return and volatility of the stock market indices of the top 10 … volatility remains higher than in normal periods, signaling a bearish tendency in the market. The COVID variable, as an exogenous …
Persistent link: https://www.econbiz.de/10012384430
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Stock market visualization
Kakushadze, Zura; Yu, Willie - In: Journal of risk & control 5 (2018) 1, pp. 35-140
Persistent link: https://www.econbiz.de/10012229145
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The asymmetry and volatility of the Chinese stock market caused by the "New National Ten"
Tsai, Jui-Jung; Wang, Yang-Chao; Weng, Kehuang - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 86-98
Persistent link: https://www.econbiz.de/10011603392
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Revisiting the CAPM model with quantile regression : creating investment strategies on the Zagreb Stock Exchange
Škrinjarić, Tihana; Slišković, Marina - In: International journal of economics and business … 19 (2020) 3, pp. 266-289
Persistent link: https://www.econbiz.de/10012205614
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Volatility experience of major world stock markets
Mallikarjuna, M.; Rao, R. Prabhakara - In: Theoretical and applied economics : GAER review 26 (2019) 4/621, pp. 35-52
Persistent link: https://www.econbiz.de/10012431889
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Return and volatility spillovers between Nigeria and selected stock markets : evidence from a diagonal BEKK-AMGARCH model
Karimo, Tari Moses; Ochoche, Abraham; Atoi, Ngozi Victor - In: West African journal of monetary and economic integration 22 (2022) 2, pp. 1-23
The study examines returns spillover, shock, and volatility transmission between Nigeria and selected global stock … benefit from diversification into Nigeria and Japan markets. Except for China and Hong Kong, volatility is relatively more …
Persistent link: https://www.econbiz.de/10014516032