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Liquidity matters after all : asymmetric news and stock market volatility before and after the global financial crisis

Koulakiotis, Athanasios; Babalos, Vasillios; … - In: Economics letters 127 (2015), pp. 58-60

Persistent link: https://www.econbiz.de/10011382870

COVID-19 and asymmetric volatility spillovers across global stock markets

Li, Wenqi - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10013186520

Global financial crisis and spillover effects among the U.S. and BRICS stock markets

Mensi, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: International review of economics & finance : IREF 42 (2016), pp. 257-276

Persistent link: https://www.econbiz.de/10011625114

Impact of the financial crisis on Indian commodity markets : structural breaks and volatility dynamics

Shalini, Velappan; Prasanna, Krishna - In: Energy economics 53 (2016), pp. 40-57

Persistent link: https://www.econbiz.de/10011660433

Hedging dynamics and intraday volatility in equity market : an analysis of Covid-19 pandemic and global financial crisis

Misra, Nachiketa; Lakshmi, P; Thenmozhi, M. - In: Finance India : the quarterly journal of Indian … 36 (2022) 2, pp. 819-834

Persistent link: https://www.econbiz.de/10013477319

Oil price shocks and stock returns nexus for Malaysia : fresh evidence from nonlinear ARDL test

Al-hajj, Ekhlas; Al-Mulali, Usama; Solarin Sakiru Adebola - In: Energy reports 4 (2018), pp. 624-637

In this research, we examined whether appreciation and depreciation in oil price, interest rate, exchange rate, industrial production, and inflation have the same effects on the stock market returns by using nonlinear autoregressive distributed lag (nonlinear ARDL). All nine economic sectors and...

Persistent link: https://www.econbiz.de/10011959478