Narrow search
Showing 1 - 10 of 29,977
Cover Image
To what extent are stock returns driven by mean and volatility spillover effects? : evidence from eight European stock markets
Alikhanov, Abdulla - In: Národohospodářský obzor : časopis věnovaný … 13 (2013) 1, pp. 3-29
Persistent link: https://www.econbiz.de/10010193320
Cover Image
Structural change in the correlation, return and volatility spillovers : evidence from the oil, stock and exchange rate markets in the United States
Su, Jung-bin - In: Economic research 35 (2022) 1,6, pp. 6918-6944
Persistent link: https://www.econbiz.de/10014428554
Cover Image
The impact of gold, bond, currency, metals and oil markets on the USA stock market
Partalidou, Xanthi; Kiohos, Apostolos; Giannarakis, Grigoris - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 1, pp. 76-81
Persistent link: https://www.econbiz.de/10011448224
Cover Image
Impact of exchange rate fluctuations on US stock market returns
Bhargava, Vivek; Konku, Daniel - In: Managerial finance 49 (2023) 10, pp. 1535-1557
Persistent link: https://www.econbiz.de/10014428700
Cover Image
The impact of US Dollar index on emerging stock markets : a simultaneous granger causality and rolling correlation analysis
Ilalan, Deniz; Pirgaip, Burak - In: Research in finance 35 (2019), pp. 145-154
Persistent link: https://www.econbiz.de/10012228137
Cover Image
The equity market returns and volatility spillover from the US and Japanese markets to Asian frontier markets
Thi Ngan Nguyen; Phan Thi Kieu Hoa; Parikh, Nirav - In: Afro-Asian Journal of Finance and Accounting : AAJFA 12 (2022) 4, pp. 491-508
Persistent link: https://www.econbiz.de/10013350713
Cover Image
Exchange rate and stock markets during trade conflicts in the USA, China, and India
Krishnan, Deepika; Dagar, Vishal - In: Global journal of emerging market economies 14 (2022) 2, pp. 185-203
Persistent link: https://www.econbiz.de/10013256644
Cover Image
Improving volatility forecasts with GED-GARCH model: evidence from U.S. stock market
Giacalone, Massimiliano; Mattera, Raffaele; Cozzucoli, … - In: The empirical economics letters : a monthly … 18 (2019) 7, pp. 785-791
Persistent link: https://www.econbiz.de/10012315480
Cover Image
Volatility spillover effects during pre-and-post COVID-19 outbreak on Indian market from the USA, China, Japan, Germany, and Australia
Thangamuthu, Mohanasundaram; Maheshwari, Suneel; Naik, … - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-15
We examined volatility spillover effects from five prominent global stock markets to India's stock market during the … and compare the results pre-and-post COVID-19. Results show that previous period news and volatility feeds the next period …'s volatility significantly and the volatility is found to be persistent. The analysis also shows that during the pre-COVID period …
Persistent link: https://www.econbiz.de/10013397677
Cover Image
Volatility transmission between US and Latin American stock markets : testing the decoupling hypothesis
Cardona, Laura; Gutiérrez, Marcela; Agudelo, Diego A. - In: Research in international business and finance 39 (2017), pp. 115-127
Persistent link: https://www.econbiz.de/10011876451