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Demonetisation upshot on the volatility and returns of banking sector stocks of national stock exchange

John, Jincy K.; Amudha, R.; Muthukamu, M. - In: International journal of monetary economics and finance 12 (2019) 5, pp. 426-444

Persistent link: https://www.econbiz.de/10012155074

Structural breaks in volatility : the case of Chinese stock returns

Ni, Jinlan; Wohar, Mark E.; Wang, Beichen - In: The Chinese economy 49 (2016) 2, pp. 81-93

Persistent link: https://www.econbiz.de/10011619799

Impact of COVID-19 on global stock market volatility

Kusumahadi, Teresia Angelia; Permana, Fikri C. - In: Journal of economic integration : jei 36 (2021) 1, pp. 20-45

Persistent link: https://www.econbiz.de/10012593273

Improving volatility forecasts with GED-GARCH model: evidence from U.S. stock market

Giacalone, Massimiliano; Mattera, Raffaele; Cozzucoli, … - In: The empirical economics letters : a monthly … 18 (2019) 7, pp. 785-791

Persistent link: https://www.econbiz.de/10012315480

Spillover effects between US ETFs and emerging stock markets

Rompotis, Gerasimos G. - In: Global business & economics review 20 (2018) 3, pp. 327-372

Persistent link: https://www.econbiz.de/10011953763

Equity flows, stock returns and exchange rates

Kanas, Angelos; Karkalakos, Sotirios - In: International journal of finance & economics : IJFE 22 (2017) 2, pp. 159-168

Persistent link: https://www.econbiz.de/10011960275

Risk-return profiles of Islamic equities and commodity portfolios in different market conditions

Kabir, Sarkar Humayun; Masih, Abdul Mansur M.; … - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1477-1500

Persistent link: https://www.econbiz.de/10011823800

Asymmetrical linkages between foreign exchange and stock markets : empirical evidence through linear and non-linear ARDL

Luqman, Rabia; Kouser, Rehana - In: Journal of risk and financial management : JRFM 11 (2018) 3, pp. 1-13

The symmetrical relationship between currency and equity markets has gained much attention among academicians and policy makers in the recent era. Many studies conducted on this relationship have concluded that there is short-run relationship between these variables and found less evidence about...

Persistent link: https://www.econbiz.de/10011895619

Persistence in the Russian stock market volatility indices

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2018

Persistent link: https://www.econbiz.de/10011995731

How financial liberalization impacts stock market volatility in Africa : evidence from Nigeria

Adeyeye, Patrick Olufemi; Aluko, Olufemi Adewale; … - In: Investment management and financial innovations 14 (2017) 3, pp. 291-301

Persistent link: https://www.econbiz.de/10011873751