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Modelling the impact of global financial crisis on the Indian stock market through GARCH models
Mathur, Shreya; Chotia, Varun; Rao, N. V. Muralidhar - In: Asia-Pacific journal of management research and … 12 (2016) 1, pp. 11-22
Persistent link: https://www.econbiz.de/10011559376
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Impact of the FII's Indian equity investment behavior on the BRIC countries' stock market volatility during the Subprime Crisis : an empirical investigation
Amanjot Singh; Kaur, Parneet - In: Journal of academic research in economics 6 (2014) 3, pp. 336-349
Persistent link: https://www.econbiz.de/10011348110
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Behaviour of stock return volatility in India : a study in the context of the US sub-prime crisis
Sah, Ash Narayan - In: Decision 38 (2011) 3, pp. 26-38
Persistent link: https://www.econbiz.de/10009716066
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Modelling time-varying volatility in the Indian stock returns : some empirical evidence
Tripathy, Trilochan; Gil-Alaña, Luis A. - In: Review of development finance 5 (2015) 2, pp. 91-97
Persistent link: https://www.econbiz.de/10011447272
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The Linkages, Persistence, Asymmetry in the Volatility and the Effect of the Us Subprime Mortgage Financial Crisis, on the Spot and the Futures Rate's Returns in the Indian Stock M...
Paul, Muthucattu - 2014
This paper examines the effects of persistence, asymmetry, and the US Sub-prime Mortgage crisis on the volatility of … the returns and also the linkages and causality between the spot and futures volatility by using various classes of the … futures, for the daily data from, June 12th 2000 to September 30th 2013 from Nifty stock market of India. The descriptive …
Persistent link: https://www.econbiz.de/10013047097
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Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
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Spatial tale of G-7 and BRICS stock markets during COVID-19 : an event study
Ledwani, Sanket; Chakraborty, Suman; Shenoy, Sandeep S. - In: Investment management and financial innovations 18 (2021) 2, pp. 20-36
Persistent link: https://www.econbiz.de/10012698109
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Market shocks and stock volatility : evidence from emerging and developed markets
Tabash, Mosab I.; Chalissery, Neenu; Nishad, T. Mohamed; … - In: International Journal of Financial Studies : open … 12 (2024) 1, pp. 1-18
volatility in selected developed and emerging markets between the 2008 financial crisis and the 2019 worldwide pandemic. In this …
Persistent link: https://www.econbiz.de/10014501165
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The impact of crisis events on the stock returns volatility of international airlines
Wang, Yu-shan - In: The service industries journal 33 (2013) 12, pp. 1206-1217
Persistent link: https://www.econbiz.de/10010126445
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Stock market contagion in Central and Eastern Europe : unexpected volatility and extreme co-exceedance
Horváth, Roman; Lyócsa, Štefan; Baumöhl, Eduard - 2016
use a novel measure of contagion that examines whether volatility shocks in the U.S. stock market coupled with negative …
Persistent link: https://www.econbiz.de/10011482691