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The predictability, volatility persistence, and leverage effects in stock market returns : a study of BRICS stock market indices

Joo, Bashir Ahmad; Ghulam, Younis Ahmed - In: American journal of finance and accounting 7 (2023) 3/4, pp. 188-213

Persistent link: https://www.econbiz.de/10014490945

Modeling and forecasting volatility of stock market using family of GARCH models : evidence from CPEC linked countries

Fraz, Tayyab Raza; Fatima, Samreen - In: Global economy journal : GEJ 22 (2022) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10013556985

Volatility clustering and persistence during COVID-19 : evidence of asymmetric volatility in the Asia-Pacific stock markets

Pandey, Dharen Kumar; Kumari, Vineeta - In: International journal of financial services management … 11 (2022) 3, pp. 232-244

Persistent link: https://www.econbiz.de/10014311761

Market miracles : resilience of Karachi stock exchange index against terrorism in Pakistan

Tabash, Mosab I.; Sheikh, Umaid A.; Asad, Muzaffar - In: Cogent economics & finance 8 (2020) 1, pp. 1-23

Terrorism plays a pivotal role in influencing the stock indexes of many countries. This research article claims to be …

Persistent link: https://www.econbiz.de/10013179578

'The Impact of Major Terrorist Attacks on Stock Prices : The Case of Karachi Stock Exchange'

Rehman, Seema; Khilji, Jameel Ahmed; Kashif, Muhammad; … - 2022

substantial terrorist incidents that took place in the last five years in Pakistan on returns of major stock indices. We divide …. EGARCH model is employed to model volatility in the second segment of this paper for estimating the impact of eleven major …

Persistent link: https://www.econbiz.de/10013294214

Tail risk dynamics in stock returns : links to the macroeconomy and global markets connectedness

Massacci, Daniele - In: Management science : journal of the Institute for … 63 (2017) 9, pp. 3072-3089

Persistent link: https://www.econbiz.de/10011749024

Asymmetric effects of US stock returns on European equities

Wahab, Mamoud S. - In: International review of economics & finance : IREF 21 (2012) 1, pp. 156-172

Persistent link: https://www.econbiz.de/10009485791

Indicator for describing bull and bear markets : asymmetry and persistence perspective

Natthinee Thampanya; Chanapol Pornpikul - In: Southeast Asian journal of economics 8 (2020) 1, pp. 39-81

Persistent link: https://www.econbiz.de/10012813428

The impact of securities margin trading on Chinese stock market

Chen, Shaozhen; Su, Liang; Lin, Li; Zhou, Chaoqun; Lin, … - In: International journal of economics and finance 10 (2018) 4, pp. 101-111

Persistent link: https://www.econbiz.de/10011859979

Oil price shocks against stock return of oil- and gas-related firms in the economic depression : a new evidence from a copula approach

Thu Thuy Nguyen; Nguyen Van Chien; Tran Trong Nguyen - In: Cogent economics & finance 8 (2020) 1, pp. 1-20

This research examines the influence of world crude oil price shocks on the financial performance of Vietnamese oil- and gas-related firms. Based on copula approach and the sample data of domestic giant oil- and gas firms from 2009 to 2019, in particular in the situation of oil price steadily...

Persistent link: https://www.econbiz.de/10013179488