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Price discovery and volatility : a theoretical approach

Kambeu, Edson; Mpofu, Olipha; Muchochoma, Drayton - In: International journal of finance & banking studies : JJFBS 6 (2017) 2, pp. 37-43

Persistent link: https://www.econbiz.de/10011764991

Monetary policy, regulation and volatile markets

Calverley, John; Restoy, Fernando; Thuesen, Jesper Ulriksen - New Trends in Asset Management: Exploring the … - 2008

and supervisory arrangements adequate when market volatility increases and financial institutions come under stress? In …

Persistent link: https://www.econbiz.de/10011705069

Pro-cyclicality of risk measurements - empirical quantification and theoretical confirmation

Bräutigam, Marcel - 2020

Persistent link: https://www.econbiz.de/10012488824

Realized volatility, jump and beta : evidence from Canadian stock market

Gajurel, Dinesh; Chowdhury, Biplob - 2020

Persistent link: https://www.econbiz.de/10012317084

Survey of volatility and spillovers on financial markets

Kočenda, Evžen - In: Prague economic papers : a bimonthly journal of … 27 (2018) 3, pp. 293-305

Persistent link: https://www.econbiz.de/10011895333

Does the clarity of monetary policy reports reduce volatility in financial markets?

Bulíř, Aleš; Čihák, Martin; Jansen, David-Jan - In: Finance a úvěr 68 (2018) 1, pp. 2-17

Persistent link: https://www.econbiz.de/10011897340

Time-Frequency connectedness between developing countries in the COVID-19 pandemic : the case of East Africa

Katusiime, Lorna - In: Quantitative finance and economics 6 (2022) 4, pp. 722-748

Persistent link: https://www.econbiz.de/10013500737

The impact of the COVID-19 pandemic on the volatility of cryptocurrencies

Karagiannopoulou, Sofia; Ragazou, Konstantina; Passas, … - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-17

great volatility regarding the response of Bitcoin to a shock of STOXX50. The Granger causality test was constructed to …

Persistent link: https://www.econbiz.de/10014284682

The spillover effect on the CEE equity markets and the financial contagion In the context of financial integration

Boghicevici, Claudia; Stamule, Simona; Lolea, Iulian Cornel - In: Romanian journal of economic forecasting 24 (2021) 4, pp. 155-170

Persistent link: https://www.econbiz.de/10013407269

COVID-19 pandemic & financial market volatility : evidence from GARCH models

Khan, Maaz; Kayani, Umar Nawaz; Khan, Mrestyal; Mughal, … - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-20

the market volatility and asymmetric behavior of Bitcoin, EUR, S&P 500 index, Gold, Crude Oil, and Sugar during the COVID … returns data ranging from 27 November 2018 to 15 June 2021. The empirical findings show a high level of volatility persistence …

Persistent link: https://www.econbiz.de/10014289566