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The financial crisis of 2008 and stock market volatility : analysis and impact on emerging economies pre and post crisis

Rastogi, Shailesh - In: Afro-Asian Journal of Finance and Accounting : AAJFA 4 (2014) 4, pp. 443-459

Persistent link: https://www.econbiz.de/10011457448

Risk, monetary policy and asset prices in a global world

Bekaert, Geert; Hoerova, Marie; Xu, Nancy - 2023

Persistent link: https://www.econbiz.de/10014325897

Equity risk premium and investors preferences towards reward-to-risk from Europe, USA, and Asia

Couto, Gualter; Pimentel, Pedro; Cunha, Ana Maria - In: Multinational finance journal 24 (2020) 1/2, pp. 39-64

Persistent link: https://www.econbiz.de/10012590993

Earnings quality measures and stock return volatility in South Africa

Fonou-Dombeu, Nyanine Chuele; Mbonigaba, Josue; … - In: Future Business Journal 8 (2022), pp. 1-15

This paper examined the association between various measures of earnings quality and stock return volatility of Johannesburg Stock Exchange (JSE)-listed companies for 10 years from 2009 to 2018. The measures of earnings quality considered were accrual quality, conservatism, earnings persistence,...

Persistent link: https://www.econbiz.de/10013171726

The impact of the U.S. macroeconomic variables on the CBOE VIX Index

Prasad, Akhilesh; Bakhshi, Priti; Seetharaman, Arumugam - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-25

macroeconomic factors affect stock market volatility, resulting in an impact on the VIX Index, representing the risk in the stock … market. To estimate the significance and importance of the U.S. macroeconomic variables on stock market volatility and risk …

Persistent link: https://www.econbiz.de/10013163867

The spillover effect on the CEE equity markets and the financial contagion In the context of financial integration

Boghicevici, Claudia; Stamule, Simona; Lolea, Iulian Cornel - In: Romanian journal of economic forecasting 24 (2021) 4, pp. 155-170

Persistent link: https://www.econbiz.de/10013407269

Early warning of Chinese Yuan's exchange rate fluctuation and value at risk measure using neural network joint optimization algorithm

Xu, Zhaoyi; Zeng, Yuqing; Xue, Yangrong; Yang, Shenggang - In: Computational economics 60 (2022) 4, pp. 1293-1315

Persistent link: https://www.econbiz.de/10013445750

Is information risk priced in Indian stock market?

Goel, Anshi; Tripathi, Vanita; Agarwal, Megha - In: Finance India : the quarterly journal of Indian … 35 (2021) 4, pp. 1273-1298

Persistent link: https://www.econbiz.de/10013272745

Stock jump, underperformance and undervaluation : evidence from emerging market

Rudiawarni, Felizia Arni; Sulistiawan, Dedhy; Frendy - In: International journal of monetary economics and finance … 15 (2022) 6, pp. 527-541

Persistent link: https://www.econbiz.de/10014320522

Volatility spillover between Germany, France, and CEE stock markets

Chirilă, Viorica; Chirilă, Ciprian - In: Journal of business economics and management 23 (2022) 6, pp. 1280-1298

the possibilities of reduction of a portfolio risk. A special attention is granted to the analysis during the pandemic … analysed enables the making of arbitrages in order to reduce the risk of a portfolio. The results obtained are important in the …

Persistent link: https://www.econbiz.de/10013500945