Similar Search Results

Narrow search

An empirical study of Islamic equity as a better alternative during crisis using multivariate GARCH DCC

Rizvi, Syed Aun R.; Arshad, Shaista - In: Islamic economic studies 22 (2014) 1, pp. 159-184

Persistent link: https://www.econbiz.de/10010441295

Empirical analysis of long memory, leverage, and distribution effects for stock market risk estimates

Su, Jung-bin - In: The North American journal of economics and finance : a … 30 (2014), pp. 1-39

Persistent link: https://www.econbiz.de/10010463599

Spillover and comovement : the contagion mechanism of systemic risks between the US and Chinese stock markets

Liu, Yaqing; Ouyang, Hongbing - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 109-121

Persistent link: https://www.econbiz.de/10010465130

Intraday bidirectional volatility spillover across international stock markets : does the global financial crisis matter?

Jawadi, Fredj; Louhichi, Waël; Cheffou, Abdoulkarim Idi - In: Applied economics 47 (2015) 34/36, pp. 3633-3650

Persistent link: https://www.econbiz.de/10011293475

Separating BRIC using Islamic stocks and crude oil : dynamic conditional correlation and volatility spillover analysis

Hassan, Kamrul; Hoque, Ariful; Gasbarro, Dominic - In: Energy economics 80 (2019), pp. 950-969

Persistent link: https://www.econbiz.de/10012173757

Impacts of China's crash on Asia-Pacific financial integration : volatility interdependence, information transmission and market co-movement

Ahmed, Abdullahi Dahir; Huo, Rui - In: Economic modelling 79 (2019), pp. 28-46

Persistent link: https://www.econbiz.de/10012199007

Learning from history : volatility and financial crises

Daníelsson, Jón; Valenzuela, Marcela; Zer, Ilknur - 2018 - This version: January 2018

Persistent link: https://www.econbiz.de/10012204110

Energy contagion in the COVID-19 crisis

Heinlein, Reinhold; Legrenzi, Gabriella; Mahadeo, Scott … - 2020

We investigate the relationship between oil prices and stock markets of selected oil importers and oil exporters at the time of the COVID-19 pandemic. We provide evidence in favour of energy contagion, in term of significantly higher correlations between oil and stock markets returns during...

Persistent link: https://www.econbiz.de/10012226706

Volatility modelling and dynamic linkages between Pakistani and leading foreign stock markets : a multivariate GARCH analysis

Ghouse, Ghulam; Khan, Saud Ahmad; Khan, Muhammad Arshad - In: The Pakistan development review : PDR 58 (2019) 3, pp. 265-282

Persistent link: https://www.econbiz.de/10012167307

Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis : an MEM approach

Xu, Yongdeng; Taylor, Nicholas; Lu, Wenna - In: International review of financial analysis 56 (2018), pp. 208-220

Persistent link: https://www.econbiz.de/10012006265

A service of the

zbw