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Analyzing the COVID-19 pandemic volatility spillover influence on the collaboration of foreign and Indian stock markets
Das, Runumi; Debnath, Arabinda - In: Revista finanzas y política económica 14 (2022) 2, pp. 411-452
Persistent link: https://www.econbiz.de/10013383620
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Forecasting stock index volatility with GARCH models : international evidence
Sharma, Prateek; Vipul - In: Studies in economics and finance 32 (2015) 4, pp. 445-463
Persistent link: https://www.econbiz.de/10011492253
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Skew index : descriptive analysis, predictive power, and short-term forecast
Mora-Valencia, Andrés; Rodríguez-Raga, Santiago; … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012821304
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Risk-reward trade-off and volatility performance of Islamic versus conventional stock indices : global evidence
Abu-Alkheil, Ahmad M.; Khan, Walayet A.; Parikh, Bhavik - In: Review of Pacific Basin financial markets and policies 23 (2020) 1, pp. 2050002-1-2050002-29
Persistent link: https://www.econbiz.de/10012299655
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An empirical investigation of volatility of Indian spot and future prices of crude oil
Chhatwal, Hartika; Puri, Himanshu; Purohit, Harsh - In: Metamorphosis : a journal of management research 12 (2013) 2, pp. 54-66
Persistent link: https://www.econbiz.de/10010370462
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Volatility spillovers among Islamic countries and geopolitical risk
Rajput, Suresh Kumar Oad; Memon, Amjad Ali; Siyal, … - In: Journal of Islamic accounting and business research 15 (2024) 5, pp. 729-745
Persistent link: https://www.econbiz.de/10015064086
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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
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Dynamic responses of major equity markets to the US fear index
Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Journal of risk and financial management : JRFM 12 (2019) 4/156, pp. 1-23
.e., the Chicago Board of Trade Volatility Index (VIX). The VIX is designed to perform as a leading indicator of the volatility … estimation show that, in the first and second subperiods that cover from 6/2013 through 5/2016, equity market volatility in the …
Persistent link: https://www.econbiz.de/10012173007
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Heteroskedasticity in the returns of the main world stock exchange indices : volume versus GARCH effects
Aragó, Vicent; Nieto Soria, Luisa - In: Journal of international financial markets, … 15 (2005) 3, pp. 271-284
Persistent link: https://www.econbiz.de/10002922227
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Time Varying Volatility Indexes and Their Determinants : Evidence from Developed and Emerging Stock Markets
Prasad, Nalin - 2014
based on the volatility estimators put forward by Garman and Klass (1980), Parkinson (1980) and the univariate GARCH … China, India and Brazil are still relatively isolated and contribute less to global volatility spillovers, though their …This paper investigates volatility spillovers across 16 stock markets of both advanced and emerging economies using the …
Persistent link: https://www.econbiz.de/10013047334