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What makes a safe haven? : equity and currency returns for six OECD countries during the financial crisis

Min, Hong-ghi; McDonald, Judith Ann; Shin, Sang-Ook - In: Annals of economics and finance 17 (2016) 2, pp. 365-402

Persistent link: https://www.econbiz.de/10011656925

Does investor sentiment impact the returns and volatility of Islamic equities?

Perez Liston, Daniel; Huerta, Daniel; Haq, Sanzid - In: Journal of economics and finance 40 (2016) 3, pp. 421-437

Persistent link: https://www.econbiz.de/10011658948

Financial crises and the dynamic linkages between stock and bond returns

Eraslan, Sercan; Ali, Faek Menla - 2017

framework is a bivariate volatility model, where volatility spillovers of either positive or negative sign are allowed for. Our … countries. Regarding the volatility spillovers, such spillovers from bond returns to those of stocks are stronger than the other … results show that by considering time-varying return and volatility spillovers when calculating the risk-minimising portfolio …

Persistent link: https://www.econbiz.de/10011663407

The calendar anomalies on performance and volatility of stock market : the effects of Ramadan on Karachi Stock Exchange

Khan, Kalimullah; Nasir, Muhammad Ali; Rossi, Matteo - In: Global business & economics review 19 (2017) 1, pp. 54-69

Persistent link: https://www.econbiz.de/10011665604

The empirical investigation of causal relationship between intraday return and volume in Indian stock market

Sahota, Gurleen; Singh, Balwinder - In: Vision : the journal of business perspective 20 (2016) 3, pp. 199-210

Persistent link: https://www.econbiz.de/10011667354

Time-varying momentum return in Indian stock market

Tripathy, Trilochan; Ranajee; Mishra, Ajay Kumar - In: International journal of behavioural accounting and … 5 (2015) 3/4, pp. 203-241

Persistent link: https://www.econbiz.de/10011550102

Effects of macroeconomic uncertainty on the stock and bond markets

Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - In: Finance research letters 13 (2015), pp. 10-16

Persistent link: https://www.econbiz.de/10011552317

Analyst recommendations and volatility in a rising, falling, and crisis equity market

Corbet, Shaen; Dowling, Michael; Cummins, Mark - In: Finance research letters 15 (2015), pp. 187-194

Persistent link: https://www.econbiz.de/10011553187

The impact of the day-of-the-week on the VIX fear gauge

Qadan, Mahmod - In: International journal of economic perspectives : IJEP 7 (2013) 2, pp. 24-31

Persistent link: https://www.econbiz.de/10011586397

Conditional correlations and volatility links among gold, oil and Istanbul Stock Exchange sector returns

Gencer, Hatice Gaye; Kilic, Erdem - In: International journal of economics and financial issues … 4 (2014) 1, pp. 170-182

Persistent link: https://www.econbiz.de/10010520108