Similar Search Results - EconBiz

Price and volatility spillovers across North American, European and Asian stock markets : with special focus on Indian stock market

Singh, Priyanka D. (contributor); Kumar, Brajesh (contributor) - 2008

Persistent link: https://www.econbiz.de/10003791262

Sudden changes in volatility : the case of five central European stock markets

Wang, Ping; Moore, Tomoe - In: Journal of international financial markets, … 19 (2009) 1, pp. 33-46

Persistent link: https://www.econbiz.de/10003797264

Forecasting volatility under fractality, regime-switching, long memory and student-t innovations

Lux, Thomas; Morales-Arias, Leonardo - 2009

We examine the performance of volatility models that incorporate features such as long (short) memory, regime-switching and multifractality along with two competing distributional assumptions of the error component, i.e. Normal vs Student-t. Our precise contribution is twofold. First, we...

Persistent link: https://www.econbiz.de/10003864486

The impact of monetary policy surprises on asset return volatility : the case of Germany

Konrad, Ernst - In: Financial markets and portfolio management 23 (2009) 2, pp. 111-135

Persistent link: https://www.econbiz.de/10003889876

Volatility clustering in aggregate stock market returns : evidence from Indian stock market

Ahmed, Shahid - In: Praj̄nȧn : journal of social and management sciences 36 (2008) 4, pp. 307-323

Persistent link: https://www.econbiz.de/10003891612

Relationship between stock return, trading volume and volatility : evidence from Pakistani stock market

Mubarik, Fauzia; Javid, Attiya Y. - In: Asia Pacific journal of finance and banking research 3 (2009) 3, pp. 1-17

Persistent link: https://www.econbiz.de/10003896998

The volatility spillover from the market to disaggregated industry stocks : the case for the US and UK

Moore, Tomoe - 2009

Persistent link: https://www.econbiz.de/10003898744

Stock returns and volitality : evidence from the Chinese markets

Beer, Francisca Marie; Lin, Yu-Tsui; Chu, Chi-Shun - In: Journal of emerging markets 11 (2006) 3, pp. 40-49

Persistent link: https://www.econbiz.de/10003414439

The relationship between risk and expected return in Europe

León Valle, Ángel Manuel; Nave Pineda, Juan M.; … - In: Journal of banking & finance 31 (2007) 2, pp. 495-512

Persistent link: https://www.econbiz.de/10003421299

Robustness of the risk-return relationship in the U.S. stock market

Lanne, Markku (contributor); Luoto, Jani (contributor) - 2007

Persistent link: https://www.econbiz.de/10003465756

A service of the