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Volatility transmission within financial markets during the COVID-19 pandemic : are faith-based investors well off in Tunisia?

Mustapha Ishaq Akinlaso; Aroua Robbana; Nura Mohamed - In: Journal of Islamic accounting and business research 13 (2022) 1, pp. 98-113

Persistent link: https://www.econbiz.de/10012796778

External stocks and volatility overflow among the exchange rate of the Yen, Nikkei, TOPIX and sectoral stock indices

Sultonov, Mirzosaid - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-13

In this paper, we examined the changes in volatility overflow among the exchange rate of the Japanese yen (JPY), the Nikkei Stock Average (Nikkei), the Tokyo Stock Price Index (TOPIX) and the TOPIX sectoral indices for the period of 10 February 2016 to 24 March 2017. We employed the exponential...

Persistent link: https://www.econbiz.de/10012797403

Asymmetric volatility spillover among Chinese sectors during COVID-19

Shahzad, Syed Jawad Hussain; Naeem, Muhammad Abubakr; … - In: International review of financial analysis 75 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012803980

Volatility spillover around price limits in an emerging market

Aktas, Osman Ulas; Kryzanowski, Lawrence; Zhang, Jie - In: Finance research letters 39 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012805352

Impact of stock market trading on currency market volatility spillovers

Baklaci, Hasan Fehmi; Aydoğan, Berna; Yelkenci, Tezer - In: Research in international business and finance 52 (2020), pp. 1-27

Persistent link: https://www.econbiz.de/10012548558

The impact of decreased margin requirements on futures markets : evidence from CSI 300 index futures

Huang, Wenli; Luo, Jingyu; Qian, Yanhong; Zheng, Yuqi - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 7, pp. 2052-2064

Persistent link: https://www.econbiz.de/10012549868

Stock market volatility spillovers in G7 and BRIC

Zhang, Ping; Sha, Yezhou; Xu, Yifan - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 7, pp. 2107-2119

Persistent link: https://www.econbiz.de/10012549873

Reassessment of volatility transmission among South Asian equity markets

Aziz, Tariq; Marwat, Jahanzeb; Mustafa, Sheraz; Kumar, … - In: Journal of Asian finance, economics and business : JAFEB 8 (2021) 1, pp. 587-597

Persistent link: https://www.econbiz.de/10012692390

Assessment of return and volatility spillover across sectors' indices : evidence from Pakistan stock exchange

Khalid, Hafiza Muntaha; Farooq, Sadia; Liaqat, Faiza; … - In: International journal of monetary economics and finance … 14 (2021) 5, pp. 477-496

Persistent link: https://www.econbiz.de/10012671202

Price discovery and volatility spillovers in commodity market : a review of empirical literature

Seth, Neha; Sidhu, Arpit - In: International Journal of Financial Markets and … 7 (2020) 3, pp. 291-314

Persistent link: https://www.econbiz.de/10012510294