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Returns, correlations, and volatilities in equity markets : evidence from six OECD countries during the US financial crisis
Kim, Hyun Seok; Min, Hong-ghi; McDonald, Judith Ann - In: Economic modelling 59 (2016), pp. 9-22
Persistent link: https://www.econbiz.de/10011647590
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Structural change in the correlation, return and volatility spillovers : evidence from the oil, stock and exchange rate markets in the United States
Su, Jung-bin - In: Economic research 35 (2022) 1,6, pp. 6918-6944
Persistent link: https://www.econbiz.de/10014428554
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Flight to liquidity on the Tokyo stock exchange during the 2008 share market crashes
Maeda, Brooke Alexandra - In: International journal of economics and financial issues … 5 (2015) 3, pp. 790-801
Persistent link: https://www.econbiz.de/10011454374
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Stock market crash and stock return volatility : empirical evidence from Dhaka stock exchange
Islam, K. M. Zahidul; Ahmed, Sayed Farrukh - In: The Bangladesh development studies : the journal of the … 38 (2015) 3, pp. 25-54
Persistent link: https://www.econbiz.de/10011496809
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Spatial tale of G-7 and BRICS stock markets during COVID-19 : an event study
Ledwani, Sanket; Chakraborty, Suman; Shenoy, Sandeep S. - In: Investment management and financial innovations 18 (2021) 2, pp. 20-36
Persistent link: https://www.econbiz.de/10012698109
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Forecasting methods for safeguarding ASEAN-5 stock exchanges during extreme volatility
Chukiat Chaiboonsri; Prasert Chaitip - In: International journal of trade and global markets 10 (2017) 1, pp. 123-130
Persistent link: https://www.econbiz.de/10011722940
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A tale of two indexes : predicting equity market downturns in China
Lleo, Sébastien; Ziemba, William T. - 2018
Persistent link: https://www.econbiz.de/10012213962
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Day of the week effect anomaly in Dhaka Stock Exchange post crisis period : evidence from Bangladesh capital market
Hossain, Md Arafat; Biglari, Vahid - In: Afro-Asian Journal of Finance and Accounting : AAJFA 10 (2020) 4, pp. 537-553
Persistent link: https://www.econbiz.de/10012316093
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Capital market opening and stock price crash risk : evidence from the Shanghai-Hong Kong stock connect and the Shenzhen-Hong Kong stock connect
Zhang, Ping; Sha, Yezhou; Wang, Yu; Wang, Tewei - In: Pacific-Basin finance journal 76 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013552680
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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