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The impact of crude oil prices on financial market indicators : copula approach
Kayalar, Derya Ezgi; Küçüközmen, C. Coşkun; … - In: Energy economics 61 (2017), pp. 162-173
Persistent link: https://www.econbiz.de/10011737705
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Do fundamentals drive relative valuation? : evidence from global stock market indices
Agudze, Komla; Ibhagui, Oyakhilome - In: Journal of financial management, markets and institutions 8 (2020) 2, pp. 2050002-1-2050002-42
Persistent link: https://www.econbiz.de/10012492314
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International stock market indices comovements : a new look
Madaleno, Mara; Pinho, Carlos - In: International journal of finance & economics : IJFE 17 (2012) 1, pp. 89-102
Persistent link: https://www.econbiz.de/10009507847
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Economic indicators and stock market volatility in an emerging economy
Chun, Dohyun; Cho, Hoon; Ryu, Doojin - In: Economic systems 44 (2020) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10012593418
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Impact of the financial crisis on banking acquisitions : a look at shareholder wealth
Rao-Nicholson, Rekha; Salaber, Julie - In: International journal of the economics of business 22 (2015) 1, pp. 87-117
Persistent link: https://www.econbiz.de/10011297449
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The distribution of uncertainty : evidence from the VIX options market
Völkert, Clemens - In: The journal of futures markets 35 (2015) 7, pp. 597-624
Persistent link: https://www.econbiz.de/10011405459
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The Distribution of Uncertainty : Evidence from the VIX Options Market
Völkert, Clemens - 2017
This paper investigates the informational content implied in the risk-neutral distribution of the VIX, a leading barometer of economic uncertainty. We extract the risk-neutral distribution from VIX option prices over the sample period from 2006 to 2011 using a non-parametric approach. We analyze...
Persistent link: https://www.econbiz.de/10012975080
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Do Islamic stocks outperform conventional stocks during crisis periods? : a global comparison
Alamgir, Muhammad; Cheng, Ming-Chang - In: Global business and finance review 28 (2023) 6, pp. 23-47
conventional stock indices in the world's big stock markets. The study is also the first one to use the longest data period among …
Persistent link: https://www.econbiz.de/10014443248
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Boom-bust cycles and their explanatory factors in the Tunisan stck market
Hammami, Haifa; Boujelbene, Younes - In: International journal of managerial and financial accounting 5 (2013) 2, pp. 202-218
Persistent link: https://www.econbiz.de/10009746345
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A new financial stress indicator : properties and conditional asset price behavior
Guilleminot, Benoît - 2014
The main goal of this paper is to introduce a new financial stress indicator, signaling regime transitions from stability to turbulence. This indicator is based on the combination of a wide range of market prices of risk, properly normalized to make them comparable across markets and time...
Persistent link: https://www.econbiz.de/10013063142