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The impact of COVID-19 on the volatility transmission across equity and commodity markets
Tarchella, Salma; Mzoughi, Hela; Belaid, Fateh - In: Financial Market Dynamics after COVID 19 : The …, (pp. 123-137). 2022
Persistent link: https://www.econbiz.de/10013198545
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The transmission of oil shocks to the developed and emerging stock markets : COVID-19 from first to the second wave
Ghabri, Yosra; Aloui, Donia - In: Financial Market Dynamics after COVID 19 : The …, (pp. 57-66). 2022
Persistent link: https://www.econbiz.de/10013198541
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The determinants of bank's stock volatility
Topaloğlu, Emre Esat; Sakur, Reşat; Yaman, Serdar - In: Evoluation of money, banking and financial crisis : …, (pp. 323-338). 2020
Persistent link: https://www.econbiz.de/10012802552
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The impact of quantitative easing on stock market : evidence from Greece
Karagiannopoulou, Sofia; Patsis, Paris; Sariannidis, … - In: Business Development and Economic Governance in …, (pp. 297-313). 2022
Persistent link: https://www.econbiz.de/10013415082
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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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Information leadership and volatility spillover across the countries : a case of Indian and other Asian equity markets
Mukherjee, Kedar nath; Mishra, Ram Kumar - 2007
Persistent link: https://www.econbiz.de/10003753547
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Comovementsin the volatility of the emerging European stock markets
Lupu, Radu - In: Financial and macroeconomic dynamics in Central and …, (pp. 2-32). 2012
Persistent link: https://www.econbiz.de/10009729238
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Estimating time-varying systematic risk by using multivariate GARCH
Kridsadarat, Muttalath - In: Uncertainty analysis in econometrics with applications …, (pp. 227-239). 2013
Persistent link: https://www.econbiz.de/10009711145
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Predicting the tail behavior of financial times stock exchange/Johannesburg Stock Exchange (FTSE/JSE) closing banking indices : extreme value theory approach
Makatjane, Katleho; Moroke, Ntebogang Dinah; Munapo, Elias - In: Handbook of research on emerging theories, models, and …, (pp. 31-64). 2021
The incidence of rare but extreme events appears to be significant in worldwide financial markets. In this chapter we apply extreme value theory (EVT) distributions to predict extreme losses of five South African (SA) financial times stock exchange/Johannesburg Stock Exchange (FTSE/JSE) closing...
Persistent link: https://www.econbiz.de/10012604174
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The impact of market uncertainty on the systematic risk of clean energy stocks
Sadorsky, Perry A. - In: Applications in Energy Finance : The Energy Sector, …, (pp. 171-193). 2022
Persistent link: https://www.econbiz.de/10013283201