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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

On the macro-drivers of realized volatility : the destabilizing impact of UK policy uncertainty across Europe

Karanasos, Menelaos; Yfanti, S. - In: The European journal of finance 26 (2020) 12, pp. 1146-1183

Persistent link: https://www.econbiz.de/10012264953

Volatility spillovers between stock and energy markets during crises : a comparative assessment between the 2008 global financial crisis and the Covid-19 pandemic crisis

Jebabli, Ikram; Kouaissah, Noureddine; Arouri, Mohamed - In: Finance research letters 46 (2022) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10013341502

Volatility contagion (spillover) between Chinese and Pakistani stock markets during COVID-19 : pre and post analysis of trade-level data

Bukhari, Syed Faisal Hasan; Ahmad, Habib; Hanif, Hasan; … - In: International journal of monetary economics and finance … 15 (2022) 4, pp. 309-330

Persistent link: https://www.econbiz.de/10014314085

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

Liquidity matters after all : asymmetric news and stock market volatility before and after the global financial crisis

Koulakiotis, Athanasios; Babalos, Vasillios; … - In: Economics letters 127 (2015), pp. 58-60

Persistent link: https://www.econbiz.de/10011382870

Global Financial Crisis and Nigerian Stock Market Volatility

Adamu, Abdul - 2017

the prices of stock. Based on this, the study assesses the extent of the stock market volatility in the period preceding …, descriptive statistics of the returns was calculated and the volatility of the market was estimated using the standard deviation …

Persistent link: https://www.econbiz.de/10012976644