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The impact of global financial distress and uncertainties toward sukuk return dynamics in global market, GCC and non-GCC
Andani, Meri; Prasetyo, Muhammad Budi - In: Emerging issues in economics of development, business …, (pp. 361-377). 2020
Persistent link: https://www.econbiz.de/10012419551
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High-frequency trading in bond futures markets
Schlepper, Kathi - In: Essays on current phenomena and developments in …, (pp. 25-67). 2016
In this work, I study the impact of high-frequency trading (HFT) on price discovery and volatility in the Bund futures … price discovery compared to Non-HFTs, but also add a higher share to noise than to permanent volatility. Moreover, I find … evidence that HFTs tend to supply less liquidity after an unexpected rise in market volatility and prior to upcoming …
Persistent link: https://www.econbiz.de/10011545655
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Foreign participation in the local currency bond markets of emerging market economies : good or bad for market resilience and financial stability?
Hongkong / Monetary Authority - In: Financial market development, monetary policy and …, (pp. 133-140). 2020
Persistent link: https://www.econbiz.de/10012432996
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Common factors in euro-dominated emerging market bond spreads
McGuire, Patrick M.; Schrijvers, Martijn A. - In: Emerging European financial markets : independence and …, (pp. 261-280). 2006
Persistent link: https://www.econbiz.de/10003423382
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Impact of crises on capital market volatility : a bibliometric analysis
Davidescu, Adriana Ana Maria; Hapau, Răzvan Gabriel; … - In: The New digital era : other emerging risks and opportunities, (pp. 21-53). 2022
Persistent link: https://www.econbiz.de/10013445208
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Volatility linkages and co-movements between international stocks and the sukuk market
Dreassi, Alberto; Miani, Stefano; Paltrinieri, Andrea; … - In: Bank funding, financial instruments and decision-making …, (pp. 31-61). 2016
Persistent link: https://www.econbiz.de/10011619504
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The theory of risk, return, and performance measurement
Guerard, John Baynard - In: Portfolio construction, measurement, and efficiency : …, (pp. 1-38). 2017
Persistent link: https://www.econbiz.de/10011602856
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Exploring efficiency, co-integration, causality and volatility clustering in unrestricted and Islamic portfolios
Shaikh, Salman Ahmed; Muhammad Hakimi Mohd. Shafiai; … - In: Islamic capital markets : volatility, performance and …, (pp. 101-122). 2016
Persistent link: https://www.econbiz.de/10011533476
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Correlation and network structure of international financial markets in times of crisis
Sandoval Junior, Leonidas - In: Emerging markets and the global economy, (pp. 795-810). 2014
Persistent link: https://www.econbiz.de/10010434608
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Equity market comovements among selected emerging countries from long- and short-run perspectives
Jouini, Jamel; Majdoub, Jihed; Bouhouch, Ines Ben - In: Emerging markets and the global economy, (pp. 643-664). 2014
Persistent link: https://www.econbiz.de/10010434616