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Forecasting implied volatility risk indexes : international evidence using Hammerstein-ARX approach
Tissaoui, Kais - In: International review of financial analysis 64 (2019), pp. 232-249
Persistent link: https://www.econbiz.de/10012208480
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Are cryptocurrencies a backstop for the stock market in a COVID-19-led financial crisis? : evidence from the NARDL approach
Jeribi, Ahmed; Jena, Sangram Keshari; Lahiani, Amine - In: International Journal of Financial Studies : open … 9 (2021) 3, pp. 1-36
The study investigates the safe haven properties and sustainability of the top five cryptocurrencies (Bitcoin, Ethereum, Dash, Monero, and Ripple) and gold for BRICS stock markets during the COVID-19 crisis period from 31 January 2020 to 17 September 2020 in comparison to the precrisis period...
Persistent link: https://www.econbiz.de/10012587922
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Tourism stocks in times of crisis : an econometric investigation of unexpected nonmacroeconomic factors
Zopiatis, Anastasios; Savva, Christos S.; Lambertides, … - In: Journal of travel research : a quarterly publication of … 58 (2019) 3, pp. 459-479
Persistent link: https://www.econbiz.de/10011983320
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Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis
Chen, Xiuwen - In: Applied economics 55 (2023) 48, pp. 5637-5652
Persistent link: https://www.econbiz.de/10014335498
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The response of the stock market to the announcement of global pandemic
Liu, Min; Choo, Wei Chong; Lee, Chien-chiang - In: Emerging markets, finance and trade : EMFT 56 (2020) 15, pp. 3562-3577
Persistent link: https://www.econbiz.de/10012423645
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Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2021
This paper uses R/S analysis and fractional integration techniques to examine the persistence of two sets of 12 ESG and conventional stock price indices from the MSCI database over the period 2007-2020 for a large number of both developed and emerging markets. Both sets of results imply that...
Persistent link: https://www.econbiz.de/10012520863
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COVID-19 and the stock markets : a glance at the initial effects of the pandemic
Sorić, Petar - In: Ekonomický časopis : časopis pre ekonomickú … 69 (2021) 5, pp. 472-493
Persistent link: https://www.econbiz.de/10012622220
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International stock market comovement and news
Höchstötter, Markus; Meyer, Stephan; Riordan, Ryan; … - In: The journal of financial research 37 (2014) 4, pp. 519-542
Persistent link: https://www.econbiz.de/10011547576
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The dynamic correlation between energy commodities and Islamic stock market : analysis and forecasting
Chebbi, Tarek; Derbali, Abdelkader - In: International journal of trade and global markets 8 (2015) 2, pp. 112-126
Persistent link: https://www.econbiz.de/10011412849
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Linkages and co-movement between international stock market returns : case of Dow Jones Islamic Dubai Financial Market index
Alaoui, Abdelkader O. el; Dewandaru, Ginanjar; Rosly, … - In: Journal of international financial markets, … 36 (2015), pp. 53-70
Persistent link: https://www.econbiz.de/10011474903