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Markets dependence in times of turmoil : evidence from US and Asia-Pacific stock markets

Zehri, Chokri - In: Montenegrin journal of economics 18 (2022) 2, pp. 175-189

Persistent link: https://www.econbiz.de/10013254592

Sensitivity, persistence and asymmetric effects in international stock market volatility during the global financial crisis

Gabriel, Vitor - In: Revista de métodos cuantitativos para la economía y … 19 (2015), pp. 42-65

Financial market volatility is an important element when setting up port- folio management strategies, option pricing … and market regulation. The Subprime crisis affected all markets around the world. Daily data of twelve stock indexes for … bigger impact on stock market volatility, namely at sensitivity, persistence and asymmetric effects. …

Persistent link: https://www.econbiz.de/10011306093

Hedging dynamics and intraday volatility in equity market : an analysis of Covid-19 pandemic and global financial crisis

Misra, Nachiketa; Lakshmi, P; Thenmozhi, M. - In: Finance India : the quarterly journal of Indian … 36 (2022) 2, pp. 819-834

Persistent link: https://www.econbiz.de/10013477319

Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets

Ding, Hui; Huang, Yisu; Wang, Jiqian - In: International review of financial analysis 87 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014460444

Evidence of economic policy uncertainty and COVID-19 pandemic on global stock returns

Chiang, Thomas C. - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-24

This paper examines the impact of changes in economic policy uncertainty (EPU) and COVID-19 shock on stock returns. Tests of 16 global stock market indices, using monthly data from January 1990 to August 2021, suggest a negative relation between the stock return and a country’s EPU. Evidence...

Persistent link: https://www.econbiz.de/10012813880

Jumps and stock market variance during the COVID-19 pandemic : evidence from international stock markets

Zeng, Qing; Lu, Xinjie; Li, Tao; Wu, Lan - In: Finance research letters 48 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10013461688

COVID-19 and asymmetric volatility spillovers across global stock markets

Li, Wenqi - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10013186520

The impact of Covid-19 and Russia-Ukraine war on the financial asset volatility : evidence from equity, cryptocurrency and alternative assets

Taera, Edosa Getachew; Setiawan, Budi; Saleem, Adil; … - In: Journal of open innovation : technology, market, and … 9 (2023) 3, pp. 1-15

Persistent link: https://www.econbiz.de/10014504731

Do crude oil prices drive the relationship between stock markets of oil-importing and oil-exporting countries?

Youssegf, Manel; Mokni, Khaled - In: Economies : open access journal 7 (2019) 3/70, pp. 1-22

The impact that oil market shocks have on stock markets of oil-related economies has several implications for both domestic and foreign investors. Thus, we investigate the role of the oil market in deriving the dynamic linkage between stock markets of oil-exporting and oil-importing countries....

Persistent link: https://www.econbiz.de/10012029324

Dynamic correlations and hedging effectiveness between gold and stock markets : evidence for BRICS countries

Chkili, Walid - In: Research in international business and finance 38 (2016), pp. 22-34

Persistent link: https://www.econbiz.de/10011640606

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