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An empirical investigation of the Fama-French five-factor model
Paliienko, Oleksandr; Naumenkova, Svitlana; Mishchenko, … - In: Investment management and financial innovations 17 (2020) 1, pp. 143-155
Persistent link: https://www.econbiz.de/10012300519
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Risks in banks and its impact on volatility of market returns : an empirical approach
Singh, Prakash; Kumar, Sukriti - In: International journal of Indian culture and business … 17 (2018) 2, pp. 125-138
Persistent link: https://www.econbiz.de/10011960165
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Study on return and volatility spillover effects among stock, CDS, and foreign exchange markets in Korea
I, Taly - In: Journal of East Asian economic integration 19 (2015) 3, pp. 275-322
Persistent link: https://www.econbiz.de/10011376190
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Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model
Aye, Goodness C.; Gupta, Rangan; Modise, Mampho P. - In: Journal of emerging market finance 14 (2015) 2, pp. 176-196
Persistent link: https://www.econbiz.de/10011378505
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Dynamics of stock prices and exchange rates relationship : evidence from five Sub-Saharan African financial markets
Ndako, Umar Bida - In: Journal of African business 14 (2013) 1/3, pp. 47-57
Persistent link: https://www.econbiz.de/10010246235
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Modeling of the dynamics relationship between world arude oil prices and the stock market in Indonesia
Adam, Pasrun; Rianse, Usman; Cahyono, Edi; Rahim, Manat - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 2, pp. 550-557
Persistent link: https://www.econbiz.de/10011455825
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External macroeconomic shocks and stock price behavior in Nigeria : structural vector autoregressive approach
Saliu, Mojeed Olanrewaju - 2021
Persistent link: https://www.econbiz.de/10012659332
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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
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Does earnings distribution policy influence corporate stock price instability? : empirical evidence from Tanzanian listed industrial firms
Lotto, Josephat - In: Cogent economics & finance 9 (2021) 1, pp. 1-11
This paper primarily aims at examining the impact of dividend policy on stock price volatility of industrial firms listed in the Dar es Salaam Stock Exchange employing data collected from audited published financial statements for the period 2009-2019. The paper utilized a panel data regression...
Persistent link: https://www.econbiz.de/10013184131
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Study on return and volatility spillover effects among stock, CDS, and foreign exchange markets in Korea
I, Taly - In: Journal of East Asian economic integration 19 (2015) 3, pp. 275-322
The key objective of this study is to investigate the return and volatility spillover effects among stock market, credit default swap (CDS) market and foreign exchange market for three countries: Korea, the US and Japan. Using the trivariate VAR BEKK GARCH (1,1) model, the study finds that there...
Persistent link: https://www.econbiz.de/10011572873