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emerging stock markets from Africa and Asia. In addition, the paper will try to report an explanation for this phenomenon in …
Persistent link: https://www.econbiz.de/10013105999
equity returns in a number of emerging stock markets from Africa and Asia,. This study utilizes methodologies based on Single …
Persistent link: https://www.econbiz.de/10013106010
equity returns in a number of emerging stock markets from Africa and Asia,. This study utilizes methodologies based on Single …
Persistent link: https://www.econbiz.de/10013084511
The purpose of this paper is to examine the connected dynamics of the affected Asian financial markets and global financial market in relation to the outbreak of the coronavirus (COVID-19) pandemic. We particularly examine the temporal dependence and connectedness of the affected markets with...
Persistent link: https://www.econbiz.de/10012837303
The terms contagion and interdependence strike the mainstream literature, specifically in times of crisis in financial markets. This study put an effort to examine the contagion and interdependence among Asian Emerging Equity Markets (AEEMs) (e.g., China, Taiwan, Pakistan, Malaysia, Thailand,...
Persistent link: https://www.econbiz.de/10012843090
emerging Asia there is more regional than global integration, and that the former has become even stronger in the post-2008 …
Persistent link: https://www.econbiz.de/10012954357
emerging Asia there is more regional than global integration, and that the former has become even stronger in the post-2008 …
Persistent link: https://www.econbiz.de/10012955895
unexpected shocks. The evidence suggests that both the returns and volatility linkages exist between the emerging Asia and the …
Persistent link: https://www.econbiz.de/10012895619
markets and exchange rates in currency markets of Asia, for eight countries, namely, China, India, Indonesia, Korea, Malaysia … of countries of Asia, though very weak relationship did exists, except China and Indonesia. The result indicated the non …-existence of linkages and movements between the exchange rate and stock market index, under sample emerging countries in Asia …
Persistent link: https://www.econbiz.de/10012941784
This study investigates the effects of the US subprime crisis and the Eurozone debt crisis on stock market behaviors in terms of the volatility of return or risk and asymmetry issues by using GARCH, E-GARCH and GARCH-M methodologies and the daily stock return series, which consists of 2,609...
Persistent link: https://www.econbiz.de/10012944726