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Time-varying betas in Central and Eastern European markets: a bivariate BEKK GARCH approach

Anton, Sorin Gabriel; Ochem, Marie - In: International journal of economic policy in emerging … 6 (2013) 2, pp. 107-121

Persistent link: https://www.econbiz.de/10009790510

Are cryptocurrencies a backstop for the stock market in a COVID-19-led financial crisis? : evidence from the NARDL approach

Jeribi, Ahmed; Jena, Sangram Keshari; Lahiani, Amine - In: International Journal of Financial Studies : open … 9 (2021) 3, pp. 1-36

The study investigates the safe haven properties and sustainability of the top five cryptocurrencies (Bitcoin, Ethereum, Dash, Monero, and Ripple) and gold for BRICS stock markets during the COVID-19 crisis period from 31 January 2020 to 17 September 2020 in comparison to the precrisis period...

Persistent link: https://www.econbiz.de/10012587922

Assessing the diversification risk of a single equity market : evidence from the largest European stock indexes

Nuhiu, Artor; Aliu, Florin; Peci, Bedri - In: International journal of management and economics 58 (2022) 1, pp. 3-16

Diversification of financial securities is considered a substantial element of portfolio risk. In this context, the construction of an optimal portfolio is an ongoing concern for portfolio managers. This study measures the risk-reward tradeoffs linked to the stock indexes of Germany, Spain,...

Persistent link: https://www.econbiz.de/10013277308

Testing the Overreaction Hypothesis on the Bist30 Index and Dow Jones : the case of the 2008 financial crisis

Özen, Ercan; Tetik, Metin - In: Contemporary issues in business economics and finance, (pp. 217-234). 2020

Persistent link: https://www.econbiz.de/10012630001

Global financial crisis and VaR performance in emerging markets : a case of EU candidate states, Turkey and Croatia

Živković, Saša; Aktan, Bora - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 27 (2009) 1, pp. 149-169

Persistent link: https://www.econbiz.de/10003940227

Profitability of technical analysis in the Singapore stock market : before and after the Asian financial crisis

Kung, James J.; Wong, Wing Keung - In: Journal of economic integration 24 (2009) 1, pp. 135-150

Persistent link: https://www.econbiz.de/10003819729

International stock market indices comovements : a new look

Madaleno, Mara; Pinho, Carlos - In: International journal of finance & economics : IJFE 17 (2012) 1, pp. 89-102

Persistent link: https://www.econbiz.de/10009507847

Cointegration of major stock market indices during the 2008 global financial distress

Assidenou, Komlavi Elubueni - In: International journal of economics and finance 3 (2011) 2, pp. 212-222

Persistent link: https://www.econbiz.de/10009310687

Network-based measures as leading indicators of market instability : the case of the Spanish stock market

Peralta, Gustavo - In: The journal of network theory in finance 1 (2015) 3, pp. 91-122

Persistent link: https://www.econbiz.de/10011399509

Dependence between stock markets of MENA countries after sub-prime crisis using bivariate extreme value theory

Ghorbel, Ahmed; Attafi, Zayneb - In: International journal of applied management science 6 (2014) 4, pp. 343-364

Persistent link: https://www.econbiz.de/10011346405

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