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Intraday index volatility : evidence from currency adjusted stock indices

Jalbert, Terrance - In: The journal of applied business research 31 (2015) 1, pp. 17-28

Persistent link: https://www.econbiz.de/10010502685

Is the stock market a leading indicator of economic activity in nigeria?

Ikoku, Alvan E. - In: CBN journal of applied statistics 1 (2010) 1, pp. 17-38

In an effort to address the lacuna in leading indicator studies of African economies and Nigeria in particular, this paper examines the causal relationships among stock market prices, real GDP and the index of industrial production in Nigeria, using quarterly data from 1984Q1 to 2008Q4. Granger...

Persistent link: https://www.econbiz.de/10011477855

Currency-adjusted stock index causality and cointegration : evidence from intraday data

Jalbert, Terrance - In: The international journal of business and finance … 9 (2015) 5, pp. 83-91

Persistent link: https://www.econbiz.de/10011383380

A study on the the lead-lag relationship between the CSI 300 futures market and spot market

Yim, Byung-Jin; Liu, Yi-Ling - In: Journal of international trade & commerce 15 (2019) 4, pp. 65-80

Persistent link: https://www.econbiz.de/10012546624

Dynamic relationship between Indian stock index and commodity derivatives : with special reference to metals

Mohanty, Debasis; Khan, Jakki Samir; Das, Subhasish; … - In: International journal of economics and accounting : IJEA 10 (2021) 4, pp. 394-409

Persistent link: https://www.econbiz.de/10012669225

Testing weak-form market efficiency in the Stock Exchange of Thailand

Nattawut Jenwittayaroje - In: Global business & economics review 24 (2021) 3, pp. 211-224

Persistent link: https://www.econbiz.de/10012513838

Are cryptocurrencies a backstop for the stock market in a COVID-19-led financial crisis? : evidence from the NARDL approach

Jeribi, Ahmed; Jena, Sangram Keshari; Lahiani, Amine - In: International Journal of Financial Studies : open … 9 (2021) 3, pp. 1-36

The study investigates the safe haven properties and sustainability of the top five cryptocurrencies (Bitcoin, Ethereum, Dash, Monero, and Ripple) and gold for BRICS stock markets during the COVID-19 crisis period from 31 January 2020 to 17 September 2020 in comparison to the precrisis period...

Persistent link: https://www.econbiz.de/10012587922

Dynamic relation between global Islamic and conventional sectoral stock and bonds indexes

Tuysuz, Sukriye - In: International journal of financial engineering 7 (2020) 2, pp. 1-43

Persistent link: https://www.econbiz.de/10012602943

Conditional correlations between stock index, investment grade yield, high yield and commodities (gold and oil) during stable and crisis periods

Tuysuz, Sukriye - In: International journal of economics and finance 5 (2013) 9, pp. 28-44

Persistent link: https://www.econbiz.de/10010190858

Stock index pattern discovery viaToeplitz Inverse Covariance-Based Clustering

Ouyang, Hongbing; Wei, Xiaolu; Wu, Quifeng - In: Romanian journal of economic forecasting 23 (2020) 2, pp. 58-72

Persistent link: https://www.econbiz.de/10012422442