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US macroeconomic news effects around the US and European financial crises : evidence from Brazilian and Mexican equity indices
Hussain, Syed Mujahid; Ben Omrane, Walid; Al-Yahyaee, … - In: Global finance journal 46 (2020)
Persistent link: https://www.econbiz.de/10012503405
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Asian stock markets, US economic policy uncertainty and US macro-shocks
Donadelli, Michael - In: New Zealand economic papers 49 (2015) 2, pp. 103-133
Persistent link: https://www.econbiz.de/10011405080
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Multiscale financial risk contagion between international stock markets : evidence from EMD-Copula-CoVaR analysis
Changqing, Luo; Liu, Lan; Wang, Da - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10013187623
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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 … assignment of diversifying assets in order to form efficient portfolios with a higher risk to reward ratio. The objective of this … research is to analyze the influence of COVID-19 on the return and volatility of the stock market indices of the top 10 …
Persistent link: https://www.econbiz.de/10012384430
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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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Stock-Bond Return Dynamic Correlation and Macroeconomic Announcements : Time-Scale Analysis and the Effects of Financial Crises
Al Rababa'a, Abdel Razzaq - 2018
model specifications, volatility effects and other robustness considerations continue to support our results. These results …
Persistent link: https://www.econbiz.de/10012919223
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The roles of news and volatility in stock market correlations during the global financial crisis
Mun, Melissa; Brooks, Robert - In: Emerging markets review 13 (2012) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10010219475
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Financial crises, price discovery, and information transmission : a high-frequency perspective
Füss, Roland; Mager, Ferdinand; Stein, Michael; Zhao, Lu - In: Financial markets and portfolio management 32 (2018) 4, pp. 333-365
Persistent link: https://www.econbiz.de/10011951995
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Does central bank communication on financial stability work? : an empirical study based on Chinese stock market
Du, Xiuli; Cheng, Jinfeng; Zhu, Degao; Xing, Mengyue - In: International review of economics & finance : IREF 85 (2023), pp. 390-407
Persistent link: https://www.econbiz.de/10014428021
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Time varying volatility and asymmetric news effect during financial crises evidence from DJIA, S&P 500, NASDAQ and FTSE 100 indices
Al-Rjoub, Samer; Al-Azzam, Hussam Q. - In: International journal of banking, accounting and finance 10 (2019) 2, pp. 117-143
Persistent link: https://www.econbiz.de/10012051122