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Evaluating stock exchange volatility in Brazil after its upgrade to investment grade

Cavalcante, Bruno Maia; Hillbrecht, Ronald - In: Revista brasileira de economia de empresas : … 15 (2015) 2, pp. 23-33

Persistent link: https://www.econbiz.de/10011562524

Volatility transmission between commodities and Ibovespa in the period 2000-2016 : Is there a possibility of diversification?

Vartanian, Pedro Raffy - In: International economics and economic policy : IEEP 17 (2020) 2, pp. 483-501

Persistent link: https://www.econbiz.de/10012256842

Oil price and stock market co-movement : what can we learn from time-scale approaches?

Ftiti, Zied; Guesmi, Khaled; Abid, Ilyes - In: International review of financial analysis 46 (2016), pp. 266-280

Persistent link: https://www.econbiz.de/10011582053

Stock market efficiency analysis using long spans of Data : a multifractal detrended fluctuation approach

Tiwari, Aviral Kumar; Aye, Goodness C.; Gupta, Rangan - In: Finance research letters 28 (2019), pp. 398-411

Persistent link: https://www.econbiz.de/10012388354

An econometric approach to macroeconomic risk. A cross country study

Carrera, Jorge Eduardo; Cusolito, Ana Paula; Féliz, Mariano - Volkswirtschaftliche Fakultät, … - 2001

A contribution to the study of volatility and country risk is made in order to achieve a successful crosscountry comparison. We present a methodology for the evaluation of country risk that include endogenous detection of multiple structural breaks (also identifying its different kinds),...

Persistent link: https://www.econbiz.de/10005621868

The volatility of Romanian exchange rate : a GARCH approach

Pelinescu, Elena; Diaconaşu, Delia-Elena - In: Review of economics & finance 5 (2015) 4, pp. 92-99

Persistent link: https://www.econbiz.de/10011411168

The Ramadan effects on the economy : focused on the volatility of economic variables of Indonesia and Malaysia

Ra, Hee-Ryang - In: Korea and the world economy 17 (2016) 1, pp. 61-98

Persistent link: https://www.econbiz.de/10011487669

Macroeconomic variables, leverage, stock returns and stock return volatility

Marozva, Godfrey; Magwedere, Margaret Rutendo - In: Acta Universitatis Danubius / Oeconomica 13 (2017) 4, pp. 237-260

Persistent link: https://www.econbiz.de/10012137022

Investigation of dynamics of macroeconomy and commodity mutual funds : empirical evidence from India

Agarwal, Sonali; Khan, Jwaad Akhtar - In: Theoretical economics letters 9 (2019) 4, pp. 872-894

Persistent link: https://www.econbiz.de/10012023001

Macroeconomic sensitivity, risk-return trade-off and volatility dynamics evidence from developed and developing markets

Khan, Faisal; Khan, Hashim; Khan, Saif Ur-Rehman; … - In: International journal of corporate finance and … 6 (2019) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10012062809