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Volatility
subprime crisis
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63
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1
Herding behaviour and market dynamic volatility : evidence from the US stock markets
Jlassi, Mouna
;
Naoui, Kamel
- In:
American journal of finance and accounting
4
(
2015/2016
)
1
,
pp. 70-91
Persistent link: https://www.econbiz.de/10011508878
Saved in:
2
Global contagion of market sentiment during the US subprime crisis
Lee, Yen-Hsien
;
Tucker, Alan L.
;
Wang, David K.
;
Pao, …
- In:
Global finance journal
25
(
2014
)
1
,
pp. 17-26
Persistent link: https://www.econbiz.de/10010400994
Saved in:
3
Market volatility transmission and central banking : what happened during the subprime crisis?
Bensafta, Kamel Malik
;
Semedo, Gervasio
- In:
International economic journal
28
(
2014
)
4
,
pp. 559-588
Persistent link: https://www.econbiz.de/10010504200
Saved in:
4
Assessing the impact of crude oil price and investor sentiment on Islamic indices : subprime crisis
Ghorbel, Achraf
;
Abdelhedi, Mouna
;
Boujelbene, Younes
- In:
Journal of African business
15
(
2014
)
1/3
,
pp. 13-24
Persistent link: https://www.econbiz.de/10010483101
Saved in:
5
Time-varying global financial market inefficiency : an instance of pre-, during, and post-subprime crisis
Roy, Rahul
;
Santhakumar, Shijin
- In:
Decision
41
(
2014
)
4
,
pp. 449-488
Persistent link: https://www.econbiz.de/10010483835
Saved in:
6
Intra-daily volatility spillovers in international stock markets
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of international money and finance
53
(
2015
),
pp. 95-114
Persistent link: https://www.econbiz.de/10011475912
Saved in:
7
Modeling the dependence structure between default risk premium, equity return volatility and the jump risk : evidence from a financial crisis
Naifar, Nader
- In:
Economic modelling
29
(
2012
)
2
,
pp. 119-131
Persistent link: https://www.econbiz.de/10009536052
Saved in:
8
Intraday bidirectional volatility spillover across international stock markets : does the global financial crisis matter?
Jawadi, Fredj
;
Louhichi, Waël
;
Cheffou, Abdoulkarim Idi
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3633-3650
Persistent link: https://www.econbiz.de/10011293475
Saved in:
9
The asymmetric contagion effect from the U.S. stock market around the subprime crisis between 2007 and 2010
Kao, Yu-Sheng
;
Zhao, Kai
;
Ku, Yu-Cheng
;
Nieh, Chien-chung
- In:
Economic research
32
(
2019
)
1,3
,
pp. 2422-2454
Persistent link: https://www.econbiz.de/10012584695
Saved in:
10
Nonstationarity of the intraday individual and collective seasonalities of price fluctuations
Queirós, Sílvio M. Duarte
;
Graczyk, Michelle B.
- In:
The journal of network theory in finance
3
(
2017
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10011668579
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