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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
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The effect of COVID-19 on cryptocurrencies and the stock market volatility : a two-stage DCC-EGARCH model analysis
Ampountolas, Apostolos - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-17
This research examines the correlations between the return volatility of cryptocurrencies, global stock market indices …, and the spillover effects of the COVID-19 pandemic. For this purpose, we employed a two-stage multivariate volatility … and respond well to previous shocks. As a result, financial assets have low unconditional volatility and the lowest risk …
Persistent link: https://www.econbiz.de/10014295230
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COVID-19 and cryptocurrency market : impact on return, volatility and liquidity
Zargar, Faisal Nazir; Kumar, Dilip - In: The journal of prediction markets 16 (2022) 2, pp. 19-38
Persistent link: https://www.econbiz.de/10014289740
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Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis : evidence from the Markov switching approach
Just, Małgorzata; Echaust, Krzysztof - In: Finance research letters 37 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012485169
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Long memory in Bitcoin and ether returns and volatility and Covid-19 pandemic
Sosa, Miriam; Ortiz, Edgar; Cabello-Rosales, Alejandra - In: Studies in economics and finance 40 (2023) 3, pp. 411-424
Persistent link: https://www.econbiz.de/10014252615
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The impact of firm-specific public news on intraday market dynamics : evidence from the Turkish stock market
Baklaci, Hasan F.; Tunc, Gokce; Aydogan, Berna; Vardar, … - In: Emerging markets finance & trade : a journal of the … 47 (2011) 6, pp. 99-119
Persistent link: https://www.econbiz.de/10009563064
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Volatility nexus between Stock Market and macroeconomic variables in Bangladesh : an extended GARCH approach
Hasan, Md. Abu; Zaman, Anita - In: Scientific Annals of Economics and Business 64 (2017) 2, pp. 233-243
Persistent link: https://www.econbiz.de/10011865998
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The impact of macroeconomic news on Bitcoin returns
Corbet, Shaen; Larkin, Charles; Lucey, Brian M.; … - In: The European journal of finance 26 (2020) 14, pp. 1396-1416
Persistent link: https://www.econbiz.de/10012264974
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The impact of the COVID-19 pandemic on the volatility of cryptocurrencies
Karagiannopoulou, Sofia; Ragazou, Konstantina; Passas, … - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-17
great volatility regarding the response of Bitcoin to a shock of STOXX50. The Granger causality test was constructed to …
Persistent link: https://www.econbiz.de/10014284682
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COVID-19 and stock returns : evidence from the Markov switching dependence approach
Bouteska, Ahmed; Sharif, Taimur; Abedin, Mohammad Zoynul - In: Research in international business and finance 64 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014279046