Similar Search Results

Dynamics of volatility spillover between stock market and foreign exchange market : evidence from Asian Countries

Jebran, Khalil; Iqbal, Amjad - In: Financial innovation : FIN 2 (2016) 3, pp. 1-20

Background: The purpose of this study is to examine volatility spillover effects between stock market and foreign exchange market in selected Asian countries; Pakistan, India, Sri Lanka, China, Hong Kong and Japan. This study considered daily data from 4th January, 1999 to 1st January, 2014....

Persistent link: https://www.econbiz.de/10011542472

Examining volatility spillover between Asian countries' stock markets

Jebran, Khalil; Iqbal, Amjad - In: China finance and economic review : CFER 4 (2016), pp. 1-13

Background: This study examined the volatility spillover effects between the stock markets of Asian countries, i.e., Pakistan, India, Sri Lanka, China, Japan, and Hong Kong. Methods: The daily data was considered from the period 4 January 1999 to 1 January 2014, consisting five trading days from...

Persistent link: https://www.econbiz.de/10011499342

Interest rate volatility regimes in selected Asian countries : a univariate Markov switching analysis

Ozdemir, Dicle - In: Frontiers of economics in China : selected publications … 15 (2020) 1, pp. 56-69

Persistent link: https://www.econbiz.de/10012227502

Economic effects of green bond market development in Asian economies

Phung Thanh Quang - In: The journal of risk finance : JRF 23 (2022) 5, pp. 480-497

Persistent link: https://www.econbiz.de/10013454941

Household Vulnerability to Income Shocks in Emerging and Developing Asia: the Case of Cambodia, Nepal and Vietnam

De Stefani, Alessia - 2022

We leverage survey data from emerging and developing Asia to highlight different aspects of household vulnerability to … income shocks arising from the Covid-19 pandemic: occupation in Cambodia, self-insurance mechanisms in Nepal, and financial …

Persistent link: https://www.econbiz.de/10015060522

Aid, Governance, and Private Foreign Investment: Some Puzzling Findings and a Possible Explanation

Harms, Philipp; Lutz, Matthias - 2003

Does official aid pave the road for private foreign investment or does it suffocate private initiative by diverting … marginal effect of aid on private foreign investment is close to zero. Surprisingly, however, the effect is strictly positive …

Persistent link: https://www.econbiz.de/10011430042