Similar Search Results

Stock markets volatility during crises periods : a bibliometric analysis

Goyal, Priyanka; Soni, Pooja - In: Qualitative research in financial markets 17 (2025) 1, pp. 41-65

Persistent link: https://www.econbiz.de/10015417088

The multiple dimensions of liquidity

Garabedian, Garo; Inghelbrecht, Koen - 2020

Persistent link: https://www.econbiz.de/10012793065

Why do banks react differently to short-selling bans? : evidence from the Asia-Pacific area and the United States

Previati, Daniele Angelo; Galloppo, Giuseppe; Aliano, Mauro - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 144-158

Persistent link: https://www.econbiz.de/10012655289

Tackling the volatility paradox: spillover persistence and systemic risk

Kubitza, Christian - 2021 - This version: April 13, 2021

This paper proposes Spillover Persistence as a measure for financial fragility. The volatility paradox predicts that fragility builds up when volatility is low, which challenges existing measures. Spillover Persistence tackles this challenge by exploring a novel dimension of systemic risk: loss...

Persistent link: https://www.econbiz.de/10012499703

The evolving nature of asset price bubbles, financial instability and monetary policy

Malliaris, Anastasios G. - In: Multinational finance journal 22 (2018) 1/2, pp. 35-62

Persistent link: https://www.econbiz.de/10012547618

Relative risk aversion and the transmission of financial crises

Boschi, Melisso; Goenka, Aditya - In: Journal of economic dynamics & control 36 (2012) 1, pp. 85-99

Persistent link: https://www.econbiz.de/10009422352

Stock market reaction at the WHO's announcement of a pandemic due to COVID-19 of the French pharmaceuticals

Lyroudi, Katerina; Nikolopoulos, Sotirios - 2021

Persistent link: https://www.econbiz.de/10012666764

An entropy approach to measure the dynamic stock market efficiency

Patra, Subhamitra; Hiremath, Gourishankar S. - In: Journal of quantitative economics 20 (2022) 2, pp. 337-377

Persistent link: https://www.econbiz.de/10013441654

Dynamics of oil price shocks and stock market behavior in Pakistan : evidence from the 2007 financial crisis period

Jebran, Khalil; Chen, Shihua; Saeed, Gohar; Zeb, Alam - In: Financial innovation : FIN 3 (2017) 2, pp. 1-12

Background: The aim of this study is to investigate the effect of the oil price and its volatility on the stock market of Pakistan before and after the 2007 financial crisis period. Methods: The analyses are carried out on daily data for the period from July 31, 2000 to July 31, 2014. This study...

Persistent link: https://www.econbiz.de/10011661577

Impact of indices on stock price volatility of BRICS countries during crises : comparative study

Ruzgar, Nursel Selver - In: International Journal of Financial Studies : open … 13 (2025) 1, pp. 1-41

This study aims to identify the common indices having an impact on the SPV of BRICS countries during crises. To address this, the monthly data retrieved from the database of the Global Economic Monitor (GEM), World Bank, IMF International Financial Statistics data, and OECD in the period of...

Persistent link: https://www.econbiz.de/10015338400