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Directional predictability of implied volatility : from crude oil to developed and emerging stock markets
Bouri, Elie; Lien, Da-hsiang Donald; Roubaud, David; … - In: Finance research letters 27 (2018), pp. 65-79
Persistent link: https://www.econbiz.de/10012006745
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Time-varying causality impact of economic policy uncertainty on stock market returns : global evidence from developed and emerging countries
Hong, Yun; Zhang, Rushan; Zhang, Feipeng - In: International review of financial analysis 91 (2024), pp. 1-27
Persistent link: https://www.econbiz.de/10014446987
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Stylized patterns in implied volatility indices and stock market returns : a cross country analysis across developed and emerging markets
Pathak, Jalaj; Deb, Soumya Guha - In: Cogent economics & finance 8 (2020) 1, pp. 1-24
Purpose: This paper examines the associative and causal relationship between changes in the implied volatility index (VIX) and stock market returns, with data from 15 countries representing both developed and emerging economies.1 We also examine the dynamic variation, if any in the nature of the...
Persistent link: https://www.econbiz.de/10012219567
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Size, value, and momentum in emerging market stock returns
Cakici, Nusret; Fabozzi, Frank J.; Tan, Sinan - In: Emerging markets review 16 (2013), pp. 46-65
Persistent link: https://www.econbiz.de/10010243168
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Global connectivity between commodity prices and national stock markets : a time-varying MIDAS analysis
Enilov, Martin; Fazio, Giorgio; Ghoshray, Atanu - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2607-2619
Persistent link: https://www.econbiz.de/10014327564
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Stock returns’ sensitivities to crisis shocks : evidence from developed and emerging markets
Calomiris, Charles W.; Love, Inessa; Martínez Pería, … - In: Journal of international money and finance 31 (2012) 4, pp. 743-765
Persistent link: https://www.econbiz.de/10009633474
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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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Energy-related uncertainty and international stock market volatility
Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2023
Persistent link: https://www.econbiz.de/10014443108
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Predictability of stock market returns : new evidence from developed and developing countries
Li, Xiyang; Cheng, Xiaoyue; Li, Bin; Singh, Tarlok; Shi, Kan - In: Global finance journal 54 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013470087
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(Ab)normal returns in an emerging stock market : international investor perspective
Roszkowska, Paulina; Langer, Lukasz K. - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 12, pp. 2809-2833
Persistent link: https://www.econbiz.de/10012211039