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Directional predictability and volatility spillover effect from stock market indexes to Bitcoin : evidence from developed and emerging markets
Omri, Imen - In: The journal of risk finance : JRF 24 (2023) 2, pp. 226-243
Persistent link: https://www.econbiz.de/10014232428
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Symmetrical cointegrating relationship between money supply, interest rates, consumer price index, terroristic disruptions, and Karachi stock exchange : does global financial crisi...
Sheikh, Umaid A.; Asad, Muzaffar; Israr, Aqeel; Tabash, … - In: Cogent economics & finance 8 (2020) 1, pp. 1-24
The study is intended to investigate the symmetrical relationship between macroeconomic variability and KSE-100 indexes by employing the ARDL model with bound testing procedure and error correction model. Authors have also examined whether the linkages between macroeconomic variability and...
Persistent link: https://www.econbiz.de/10013179670
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Modelling returns on stock indices for Western and Central European stock exchanges : a Markov switching approach
Białkowski, Je̜drzej - 2003
Persistent link: https://www.econbiz.de/10001768500
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Coexceedances in financial markets : a quantile regression analysis of contagion
Schulze, Niels; Baur, Dirk G. - 2003
Persistent link: https://www.econbiz.de/10013268928
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Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors
Ben Haddad, Hedi; Mezghani, Imed; Al Dohaiman, Mohammed - In: Economic systems 44 (2020) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10012593468
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Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation
Choe, Kwang-il; Choi, Pilsun; Nam, Kiseok; Vahid, Farshid - In: Pacific-Basin finance journal 20 (2012) 2, pp. 271-291
Persistent link: https://www.econbiz.de/10009488255
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Impact of the FII's Indian equity investment behavior on the BRIC countries' stock market volatility during the Subprime Crisis : an empirical investigation
Amanjot Singh; Kaur, Parneet - In: Journal of academic research in economics 6 (2014) 3, pp. 336-349
Persistent link: https://www.econbiz.de/10011348110
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Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos; Yfanti, Stavroula; Karoglou, Michail - In: International review of financial analysis 45 (2016), pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
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Time-varying effects of macroeconomic news on euro-dollar returns
Ben Omrane, Walid; Savaser, Tanseli; Welch, Robert L.; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-20
Persistent link: https://www.econbiz.de/10012201385
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Earnings quality and the heterogeneous relation between earnings and stock returns
Isidro, Helena; Dias, José G. - In: Review of quantitative finance and accounting 49 (2017) 4, pp. 1143-1165
Persistent link: https://www.econbiz.de/10011797598