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Risk analysis of world major stock index before and after the 2008 financial crisis : based on GARCH-VaR approach

Wu, Maoguo; Wang, Yanyuan - In: International journal of financial research 9 (2018) 2, pp. 39-54

Persistent link: https://www.econbiz.de/10012236540

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

International stock market indices comovements : a new look

Madaleno, Mara; Pinho, Carlos - In: International journal of finance & economics : IJFE 17 (2012) 1, pp. 89-102

Persistent link: https://www.econbiz.de/10009507847

How do crises spread? : Evidence from accessible and inaccessible stock indices

Boyer, Brian H.; Kumagai, Tomomi; Yuan, Kathy - In: The journal of finance : the journal of the American … 61 (2006) 2, pp. 957-1003

Persistent link: https://www.econbiz.de/10003307222

The diminishing benefits of nai͏̈ve international portfolio diversification following the 1997 Asian financial crisis

Krause, David S.; Kutner, George W. - In: International business and economics research journal 5 (2006) 4, pp. 19-27

Persistent link: https://www.econbiz.de/10003338099

Evidence on the performance of country index funds in global financial crisis

Meric, Ilham; Lentz, Christine; Smeltz, Wayne; Meriç, … - In: The international journal of business and finance … 4 (2010) 4, pp. 89-101

Persistent link: https://www.econbiz.de/10008808291

Financial marketś appetite for risk : and the challenge of assessing its evolution by risk appetite indicators

Uhlenbrock, Birgit - 2009

Assessments of investors’ risk appetite/aversion stance via indicators often yields results which seem unsatisfactory (see e.g. Illing and Aaron (2005)). Understanding how such indicators work therefore seems essential for further improvements. The present paper seeks to contribute to this...