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Geopolitical risks, returns, and volatility in emerging stock markets : evidence from a panel GARCH model
Bouras, Christos; Christou, Christina; Gupta, Rangan; … - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 8, pp. 1841-1856
Persistent link: https://www.econbiz.de/10012210912
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Sudden changes in volatility : the case of five central European stock markets
Wang, Ping (contributor); Moore, Tomoe (contributor) - 2007
Persistent link: https://www.econbiz.de/10003641889
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Empirical relationship between macroeconomic volatility and stock returns : evidence from Latin American markets
Abugri, Benjamin Adam - In: International review of financial analysis 17 (2008) 2, pp. 396-410
Persistent link: https://www.econbiz.de/10003765132
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Volatility co-movements between emerging sovereign bonds : is there segmentation between geographical areas?
Cifarelli, Giulio; Paladino, Giovanna - In: Global finance journal 16 (2006) 3, pp. 245-263
Persistent link: https://www.econbiz.de/10003322319
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Short-term dynamics in the Cyprus Stock Exchange
Koutmos, Gregory; Pericli, Andreas Neophytou; … - In: The European journal of finance 12 (2006) 3, pp. 205-216
Persistent link: https://www.econbiz.de/10003318914
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Change in volatility regimes and diversification in emerging stock markets
Li, Ming-yuan Leon - In: The South African journal of economics 77 (2009) 1, pp. 59-80
Persistent link: https://www.econbiz.de/10003837746
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Sudden changes in volatility : the case of five central European stock markets
Wang, Ping; Moore, Tomoe - In: Journal of international financial markets, … 19 (2009) 1, pp. 33-46
Persistent link: https://www.econbiz.de/10003797264
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Recent emerging and developed European stock markets volatility of returns
Chukwuogor-Ndu, Chiaku; Feridun, Mete - In: European journal of finance and banking research 1 (2007), pp. 25-41
Persistent link: https://www.econbiz.de/10003852029
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FOMC communication and emerging equity markets
Hayo, Bernd; Kutan, Ali Mustafa; Neuenkirch, Matthias - 2009
Using a GARCH model, we study the effects of Federal Funds target rate changes and FOMC communication on emerging equity market returns and volatility over the period 1998–2006. First, both types of news have a significant impact on market returns. Second, target rate changes are more...
Persistent link: https://www.econbiz.de/10003852244
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Stock markets returns and volatilities : a global comparison
Chukwuogor-Ndu, Chiaku - In: Global journal of finance and banking issues 1 (2007) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10003853645