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How do economic policy uncertainties affect stock market volatility? : evidence from G7 countries
Ma, Yaming; Wang, Ziwei; He, Feng - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2303-2325
Persistent link: https://www.econbiz.de/10013184883
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Stock prices, uncertainty and risks : evidence from developing and advanced economies
Sánchez-Gabarre, Mary Elena - In: European journal of government and economics : EJGE 9 (2020) 3, pp. 265-279
, stock market volatility, and geopolitical risks. In particular, our aim is to determine whether these forms of uncertainty … volatility, which impact negatively in share prices, both in the short and long term. Regarding Brazil, the global uncertainty in …
Persistent link: https://www.econbiz.de/10012489744
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A note on the time-series relationship between market industry concentration and market volatility
Xing, Xuejing - In: Journal of international financial markets, … 14 (2004) 2, pp. 105-115
Persistent link: https://www.econbiz.de/10001889079
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International Financial Integration : Stock Return Linkage and Volatility Transmission between Vietnam and Other Advanced Countries
Vo, Xuan Vinh - 2017
terms of return linkage and volatility transmission covering the period including pre, during and post the 2008 Global … employed to investigate the volatility transmission. We find evidence of statistically significant correlation, return … spillover and volatility linkage between Vietnamese stock market with other leading stock markets of the US, Hong Kong and Japan …
Persistent link: https://www.econbiz.de/10012968438
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Equity markets risks and returns : implications for global portfolio capital flows during pandemic and crisis periods
Dziuba, Pavlo; Pryiatelchuk, Olena; Rusak, Denys - In: Baltic Journal of Economic Studies 7 (2021) 3, pp. 97-108
Persistent link: https://www.econbiz.de/10012616041
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Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods
Mobarek, Asma; Muradoğlu, Gülnur; Mollah, Sabur; Hou, … - In: Journal of financial stability 24 (2016), pp. 1-11
Persistent link: https://www.econbiz.de/10011703836
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International financial integration : stock return linkages and volatility transmission between Vietnam and advanced countries
Xuan Vinh Vo; Ellis, Craig - In: Emerging markets review 36 (2018), pp. 19-27
Persistent link: https://www.econbiz.de/10012114829
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Energy-related uncertainty and international stock market volatility
Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - In: The quarterly review of economics and finance 95 (2024), pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
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Historical volatility of advanced equity markets : the role of local and global crises
Goswami, Samrat; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 34 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012436967
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Global uncertainty and potential shelters : gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets
Feder-Sempach, Ewa; Szczepocki, Piotr; Bogołębska, Joanna - In: Financial innovation : FIN 10 (2024), pp. 1-23
the multivariate factor stochastic volatility (MSV) model, which is extremely efcient for fnancial market analysis and …
Persistent link: https://www.econbiz.de/10014541628