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The dynamics of exchange market pressure and inflation in Iran : regime switching approach
Sayadi, Mohammad; Omidi, Meysam - In: Iranian journal of economic studies : IJES 8 (2019) 2, pp. 225-252
Persistent link: https://www.econbiz.de/10012220592
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Value-at-Risk analysis in the MENA equity markets: fat tails and conditional asymmetries in return distributions
Assaf, Ata - In: Journal of multinational financial management 29 (2015), pp. 30-45
Persistent link: https://www.econbiz.de/10011539511
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Momentum in global equity markets in times of troubles : does the economic state matter?
Grobys, Klaus - In: Economics letters 123 (2014) 1, pp. 100-103
Persistent link: https://www.econbiz.de/10010399032
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Measuring value at risk on emerging stock markets : empirical evidence from Serbian stock exchange
Miletić, Mirjana; Miletić, Siniša - In: Facta Universitatis / Series economics and organization … 10 (2013) 1, pp. 25-37
Persistent link: https://www.econbiz.de/10010458744
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Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns
Riedel, Christoph; Wagner, Niklas F. - In: Journal of international financial markets, … 39 (2015), pp. 53-64
Persistent link: https://www.econbiz.de/10011475596
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Global co-movements of stock markets before and after the 1987 crash
Meriç, İlhan - In: The global structure of financial markets : an overview, (pp. 91-102). 1997
Persistent link: https://www.econbiz.de/10001297767
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Assessment of return and volatility spillover across sectors' indices : evidence from Pakistan stock exchange
Khalid, Hafiza Muntaha; Farooq, Sadia; Liaqat, Faiza; … - In: International journal of monetary economics and finance … 14 (2021) 5, pp. 477-496
Persistent link: https://www.econbiz.de/10012671202
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Dynamics of global stock market correlations : the VIX and attention allocation
Ceylan, Özcan - In: Journal of applied economics 24 (2021) 1, pp. 392-400
This paper investigates the dynamics of international stock return correlations between the U.S., the U.K., Germany and …
Persistent link: https://www.econbiz.de/10013174300
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The role of the volatility index in asset pricing : the case of the Indian stock market
Pati, Pratap Chandra; Rajib, Prabina; Barai, Parama - In: The quarterly review of economics and finance : journal … 74 (2019), pp. 336-346
Persistent link: https://www.econbiz.de/10012297322