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Analyst recommendations and volatility in a rising, falling, and crisis equity market
Corbet, Shaen; Dowling, Michael; Cummins, Mark - In: Finance research letters 15 (2015), pp. 187-194
Persistent link: https://www.econbiz.de/10011553187
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Financial crisis, liquidity and dynamic linkages between large and small stocks : evidence from the Athens Stock Exchange
Koulakiotis, Athanasios; Babalos, Vassilios; … - In: Journal of international financial markets, … 40 (2016), pp. 46-62
Persistent link: https://www.econbiz.de/10011475828
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The PIIGS stock markets before and after the 2008 financial crisis : a dynamic cointegration and causality analysis
Chouliaras, Andreas S.; Christopoulos, Apostolos G.; … - In: International journal of banking, accounting and finance 4 (2012) 3, pp. 232-249
Persistent link: https://www.econbiz.de/10009745447
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The PIIGS Stock Markets Before and After the 2008 Financial Crisis : A Dynamic Cointegration and Causality Analysis
Chouliaras, Andreas - 2013
countries (Portugal, Italy, Ireland, Greece and Spain) during the period 2005-2011. To accomplish our objective, we divide the … Greece and the rest of the countries. The findings have important implications for portfolio diversification benefits and the …
Persistent link: https://www.econbiz.de/10013090394
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Dynamic Conditional Correlation between Electricity and Stock Markets During the Financial Crisis in Greece
Papaioannou, Panagiotis - 2017
model to a set of market's fundamental variables and Greece's financial market and microeconomic indexes to study their …
Persistent link: https://www.econbiz.de/10012949355
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Essays on econometric analysis of price and volatility behavior in asset markets
Zhu, Jie - 2008
Persistent link: https://www.econbiz.de/10003738564
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Financial crises, stock returns and volatility in an emerging stock market : the case of Jordan
Al-Rjoub, Samer; Azzam, Hussam - In: Journal of economic studies 39 (2012) 2, pp. 178-211
Persistent link: https://www.econbiz.de/10009559935
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Stock market momentum, business conditions, and GARCH option pricing models
Chiang, Min-Hsien; Huang, Hsin-yi - In: Journal of empirical finance 18 (2011) 3, pp. 488-505
Persistent link: https://www.econbiz.de/10009302078
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Gold, oil, and stocks : dynamic correlations
Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2015
We employ a wavelet approach and conduct a time-frequency analysis of dynamic correlations between pairs of key traded assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily data. We show that heterogeneity in correlations...
Persistent link: https://www.econbiz.de/10010515402
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Modelling stock volatilities during financial crises : a time varying coefficient approach
Karanasos, Menelaos; Paraskevopoulos, Alexandros G.; … - In: Journal of empirical finance 29 (2014), pp. 113-128
Persistent link: https://www.econbiz.de/10011300501