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Financial contagion, vulnerability and information : empirical identification
Weber, Enzo - 2009
Persistent link: https://www.econbiz.de/10003908053
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Forecasting the U.S. stock volatility : an aligned jump index from G7 stock markets
Ma, Feng; Wahab, M. I. M.; Zhang, Yaojie - In: Pacific-Basin finance journal 54 (2019), pp. 132-146
Persistent link: https://www.econbiz.de/10012133635
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Does US infectious disease equity market volatility index predict G7 stock returns? : evidence beyond symmetry
Gohar, Raheel; Salman, Asma; Uche, Emmanuel; Derindag, … - In: Annals of financial economics 18 (2023) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10014442587
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Short and long-term effects of September 11 on stock returns : evidence from US defense firms
Essadam, Naceur; Douch, Mohamed - In: Journal of applied finance & banking 3 (2013) 3, pp. 239-253
. -- terrorism ; volatility ; GARCH ; event study … time variation of stock return volatility (GARCH). In the long-term, our results suggest that the US defense firms only …
Persistent link: https://www.econbiz.de/10009743349
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The war on terror and its impact on the long-term volatility of financial markets
Fernández, Viviana - In: International review of financial analysis 17 (2008) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10003765173
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Influence of non-monetary information signals of the USA on the Ukrainian stock market volatility
Pavlov, Roman; Pavlova, Tetiana; Lemberg, Anna; … - In: Investment management and financial innovations 16 (2019) 1, pp. 319-333
Persistent link: https://www.econbiz.de/10012056175
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The impact of the volatility of the US government bonds rate on the Islamic index return
Djedocić, Irfan; Ergun, Ugur - In: Eurasian journal of business and economics : EJBE 11 (2018) 21, pp. 87-100
Persistent link: https://www.econbiz.de/10011883254
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Asymmetrical reaction to US stock-return news : evidence from major stocks markets based on a double-threshold model
Chen, Cathy W. S.; Chiang, Thomas C.; So, Mike Ka-pui - In: Journal of economics & business 55 (2003) 5/6, pp. 487-502
Persistent link: https://www.econbiz.de/10001804355
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Spillovers of volatility index : evidence from U.S., European, and Asian stock markets
Shu, Hui-chu; Chang, Jung-Hsien - In: Applied economics 51 (2019) 19, pp. 2070-2083
Persistent link: https://www.econbiz.de/10012196641
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The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen; Uddin, Mohammed Gazi Salah; Sen, Ding; … - In: International review of financial analysis 91 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014446963