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Further insights on the relationship between SP500, VIX and volume : a new asymmetric causality test

Kyrtsou, Catherine; Kugiumtzis, Dimitris; Papana, Angeliki - In: The European journal of finance 25 (2019) 15, pp. 1402-1419

Persistent link: https://www.econbiz.de/10012207107

Re-examining the Chinese A-share herding behaviour with a Fama-French augmented seven-factor model

Li, Chao; Hu, Zongyi; Tang, Liwei - In: Applied economics 51 (2019) 5, pp. 488-508

Persistent link: https://www.econbiz.de/10012160606

Stock market correlations and the business sentiments : evidence from the US and Germany

Gao, Ruzhao; Zhang, Bing; Liu, Haifei - In: Ekonomický časopis : časopis pre ekonomickú … 66 (2018) 4, pp. 396-415

Persistent link: https://www.econbiz.de/10012152786

Dynamic causality between the U.S. stock market, the Chinese stock market and the global gold market : implications for individual investors' diversification strategies

Mei, Ganghua; McNown, Robert F. - In: Applied economics 51 (2019) 43, pp. 4742-4756

Persistent link: https://www.econbiz.de/10012197067

Value-at-Risk under Lévy GARCH models : evidence from global stock markets

Slim, Skander; Koubaa, Yosra; BenSaïda, Ahmed - In: Journal of international financial markets, … 46 (2017), pp. 30-53

Persistent link: https://www.econbiz.de/10011745291

The asymmetric momentum effect in the Chinese Class A share market amid market swings

Wu, Yuan - In: Asia-Pacific financial markets 23 (2016) 1, pp. 107-136

Persistent link: https://www.econbiz.de/10011619885

Does the choice of the multivariate GARCH model on volatility spillovers matter? : evidence from oil prices and stock markets in G7 countries

Kartsonakis-Mademlis, Dimitrios; Dritsakis, Nikolaos - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 5, pp. 164-182

Persistent link: https://www.econbiz.de/10012505769

The Stock Market and the Consumer Confidence Channel in Canada

Karnizova, Lilia; Khan, Hashmat - Département d'Économie / Department of Economics, … - 2010

When stock prices rise, so does aggregate consumer spending. A traditional explanation for this phenomenon is based on wealth effects. However, movements of the stock market may affect consumer spending indirectly, by influencing consumer confidence. A bullish stock market may make consumers...

Persistent link: https://www.econbiz.de/10008599401

Do financial inclusion, stock market development attract foreign capital flows in developing economy : a panel data investigation

Qamruzzaman, Md; Wei, Jianguo - In: Quantitative finance and economics 3 (2019) 1, pp. 88-108

Persistent link: https://www.econbiz.de/10012176438

Testing for asymmetric non-linear short- and long-run relationships between crypto-currencies and stock markets

Ghorbel, Achraf; Frikha, Wajdi; Snene Manzli, Yasmine - In: Eurasian economic review : a journal in applied … 12 (2022) 3, pp. 387-425

Persistent link: https://www.econbiz.de/10013431510