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Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches

Reeves, Jonathan J.; Xie, Xuan - In: Applied financial economics 24 (2014) 4/6, pp. 347-356

Persistent link: https://www.econbiz.de/10010399705

Will the aviation industry have a bright future after the COVID-19 outbreak? : evidence from Chinese airport shipping sector

Liu, Jingxuan; Qiao, Ping; Ding, Jian; Hankinson, Luke; … - In: Journal of risk and financial management : JRFM 13 (2020) 11/276, pp. 1-14

Due to the lockdown regulations worldwide during the COVID-19 pandemic, the global aviation industry has been severely hit. This study focuses on the volatility estimation of stock indexes in the Chinese Airport Shipping Set (ASS) at industry-enterprise levels and identifies possible business...

Persistent link: https://www.econbiz.de/10012388774

Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management

Tsuji, Chikashi - In: International review of financial analysis 70 (2020), pp. 1-31

Persistent link: https://www.econbiz.de/10012318292

Financial crises, macroeconomic variables, and long-run risk : an econometric analysis of stock returns correlations (2000 to 2019)

Tronzano, Marco - In: Journal of risk and financial management : JRFM 14 (2021) 3/127, pp. 1-25

This paper focuses on four major aggregate stock price indexes (SP 500, Stock Europe 600, Nikkei 225, Shanghai Composite) and two "safe-haven" assets (Gold, Swiss Franc), and explores their return co-movements during the last two decades. Significant contagion effects on stock markets are...

Persistent link: https://www.econbiz.de/10012486245