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A multivariate analysis of United States and global real estate investment trusts
Begiazi, Kyriaki; Asteriou, Dimitrios; Pilbeam, Keith - In: International economics and economic policy : IEEP 13 (2016) 3, pp. 467-482
Persistent link: https://www.econbiz.de/10011714591
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Analyzing the impact of demonetization on the Indian stock market : sectoral evidence using GARCH model
Anoop, Patil; Parab, Narayan; Reddy, Y. V. - In: Australasian accounting business and finance journal : AABF 12 (2018) 2, pp. 104-116
Persistent link: https://www.econbiz.de/10011921885
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US monetary policy and spillovers to select EMEs : an episodic analysis
Sahoo, Satyananda; Shankar, Shiv; Anthony, Jessica M. - In: Research in finance 36 (2020), pp. 67-97
Persistent link: https://www.econbiz.de/10012583839
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Financial industry and oil price volatility : an analysis on Central and Eastern Europe
Vrinceanu, Georgiana; Horobet, Alexandra; Popescu, Consuela - In: The changing financial landscape : financial …, (pp. 41-63). 2021
the financial industry, as well as Brent crude oil prices, to estimate a two-stage GARCH (1,1) to capture the effects of … temporal dependence in oil prices volatility on financial industry firms’ returns. The GARCH model is complemented by Granger …
Persistent link: https://www.econbiz.de/10012805648
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The variance implied conditional correlation
Algaba, Andres; Boudt, Kris; Vanduffel, Steven - In: The European journal of finance 26 (2020) 2/3, pp. 200-222
Persistent link: https://www.econbiz.de/10012207197
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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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Do socially responsible indices outperform the market during black swan events : evidence from Indian markets during global financial and COVID-19 crises
Deshmukh, Pranay; Sharma, Dipasha; Sharma, Pankaj - In: Australasian accounting business and finance journal : AABF 16 (2022) 5, pp. 19-37
Persistent link: https://www.econbiz.de/10013503435
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The time-varying volatility of Chinese stock market
Yang, Yang - In: Proceedings of the 5th International Conference on …, (pp. 201-205). 2022
Persistent link: https://www.econbiz.de/10013348772