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The impact of the global financial crisis on the integration of the Chinese and Indonesian stock markets
Kenani, James Manuel; Purnomo, Joko; Maoni, Felix - In: International journal of economics and finance 5 (2013) 9, pp. 69-81
Persistent link: https://www.econbiz.de/10010190847
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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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Volatility modelling and dynamic linkages between Pakistani and leading foreign stock markets : a multivariate GARCH analysis
Ghouse, Ghulam; Khan, Saud Ahmad; Khan, Muhammad Arshad - In: The Pakistan development review : PDR 58 (2019) 3, pp. 265-282
Persistent link: https://www.econbiz.de/10012167307
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Correlation dynamics in east Asian financial markets
Lestano, Lestano; Kuper, Gerard H. - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 382-399
Persistent link: https://www.econbiz.de/10011562458
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Volatility transmission across currencies and stock markets : GIIPS in crisis
Andrikopulos, Andreas A.; Samitas, Aristeidis; … - In: Applied financial economics 24 (2014) 19/21, pp. 1261-1283
Persistent link: https://www.econbiz.de/10010460183
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Stochastic volatility in the Peruvian stock market and exchange rate returns : a Bayesian approximation
Alanya, Willy; Rodriguez, Gabriel - In: Journal of emerging market finance 17 (2018) 3, pp. 354-385
Persistent link: https://www.econbiz.de/10011964842
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A study of changes in risk appetite in the stock market and the housing market before and after the global financial crisis in 2008 using the vKOSPI
Yang, Jin Yong; Lee, Sang-heon - In: Modern economy 4 (2013) 11, pp. 712-722
Persistent link: https://www.econbiz.de/10010258008
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Volatility spillovers of stock markets between China and the countries along the Belt and Road
Lu, Wanbo; Gao, Yuxuan; Huang, Xiaoyi - In: Emerging markets, finance and trade : EMFT 55 (2019) 14, pp. 3311-3331
Persistent link: https://www.econbiz.de/10012211130
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The stock market - oil prices variability relationship in the USA : the financial crisis effect
Mademlis, Dimitrios Kartsonakis; Dritsakis, Nikolaos - In: International journal of computational economics and … 13 (2023) 2, pp. 129-152
Persistent link: https://www.econbiz.de/10014307712
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Asymmetry effects in volatility on the the major European stock markets : the EGARCH based approach
Olbrys, Joanna; Majewska, Elzbieta - In: Quantitative finance and economics 1 (2017) 4, pp. 411-427
Persistent link: https://www.econbiz.de/10012137861