Narrow search
Showing 1 - 10 of 3,153
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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 & trade : a journal of the … 55 (2019) 14, pp. 3311-3331
Persistent link: https://www.econbiz.de/10012211130
Cover Image
Tracing the genesis of contagion in the oil-finance nexus
Mahadeo, Scott M. R.; Heinlein, Reinhold; Legrenzi, … - 2019
A new procedure to trace the sources of contagion in the oil-finance nexus is proposed. We do this by consolidating veteran rules derived from the empirical oil literature to filter oil supply, global demand, and oil demand shocks into discrete typical and extreme conditions. We show how these...
Persistent link: https://www.econbiz.de/10012120201
Cover Image
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
Cover Image
Modelling volatility during the current financial crisis : an empirical analysis of the US and the UK stock markets
Tampakoudis, Ioannis A.; Subeniotis, Demetres N.; … - In: International journal of trade and global markets 5 (2012) 3/4, pp. 171-194
Persistent link: https://www.econbiz.de/10009722142