Similar Search Results

Sensitivity, persistence and asymmetric effects in international stock market volatility during the global financial crisis

Gabriel, Vitor - In: Revista de métodos cuantitativos para la economía y … 19 (2015), pp. 42-65

Financial market volatility is an important element when setting up port- folio management strategies, option pricing and market regulation. The Subprime crisis affected all markets around the world. Daily data of twelve stock indexes for the period of October 1999 to June 2011 are studied using...

Persistent link: https://www.econbiz.de/10011306093

World gold prices and stock returns in China : insights for hedging and diversification strategies

Arouri, Mohamed; Lahiani, Amine; Nguyen, Duc Khuong - In: Economic modelling 44 (2015), pp. 273-282

Persistent link: https://www.econbiz.de/10011326226

The impact of natural disasters on stock markets : evidence from Japan and the US

Wang, Lin; Kutan, Ali Mustafa - In: Comparative economic studies 55 (2013) 4, pp. 672-686

Persistent link: https://www.econbiz.de/10010246286

Abrupt changes in volatility : evidence from TEPIX Index in Tehran stock exchange

Araghi, Mansour Khalili; Ghazani, Majid Mirzaee - In: Iranian economic review : journal of University of Tehran 19 (2015) 3, pp. 377-393

Persistent link: https://www.econbiz.de/10011456700

Risk perception and equity returns : evidence from the SPX and VIX

Gang, Jianhua; Li, Xiang - In: Bulletin of economic research 66 (2014) 1, pp. 20-44

Persistent link: https://www.econbiz.de/10010399417

Rogue state behavior and markets : the financial fallout of North Korean nuclear tests

Kollias, Chrēstos; Papadamou, Stephanos; Psarianos, Iacovos - In: Peace economics, peace science and public policy 20 (2014) 2, pp. 267-292

Persistent link: https://www.econbiz.de/10010413701

Testing the mixture of distributions hypothesis on target stocks

Carroll, Rachael; Kearney, Colm - In: Journal of international financial markets, … 39 (2015), pp. 1-14

Persistent link: https://www.econbiz.de/10011475222

The Saturday effect : an interesting anomaly in the Saudi stock market

Abalala, Turki; Sollis, Robert - In: Applied economics 47 (2015) 58/60, pp. 6317-6330

Persistent link: https://www.econbiz.de/10011411945

The determinants of bank's stock volatility

Topaloğlu, Emre Esat; Sakur, Reşat; Yaman, Serdar - In: Evoluation of money, banking and financial crisis : …, (pp. 323-338). 2020

Persistent link: https://www.econbiz.de/10012802552

Outlier detection based on discrete wavelet transform with application to Saudi stock market closed price series

Khudhayr A. Rashedi; Mohd Tahir Ismail; Sadam Al-Wadi; … - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 12, pp. 1-10

Persistent link: https://www.econbiz.de/10012671956