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Price stability properties and volatility analysis of precious metals : an ICSS algorithm aqpproach
Fatima, Sameen; Gan, Christopher; Hu, Baiding - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-15
market stock performances, we use the ICSS algorithm along with the GARCH model to evaluate how the number of rapid changes … in volatility of precious metals has been reduced. The results suggest gold is the most stable of the precious metals …
Persistent link: https://www.econbiz.de/10013471164
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Volatility spillover from institutional equity investments to Indian volatility index
Aggarwal, Vaibhav; Doifode, Adesh; Tiwary, Mrityunjay Kumar - In: International journal of management concepts and … 13 (2020) 3, pp. 173-183
Persistent link: https://www.econbiz.de/10012514596
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Do lower foreign flows and higher domestic flows reduce indian equity market volatility?
Aggarwal, Vaibhav; Doifode, Adesh; Tiwary, Mrityunjay Kumar - In: Vision : the journal of business perspective 26 (2022) 4, pp. 461-470
Persistent link: https://www.econbiz.de/10014229671
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Volatility spillover impact of FII and MF net equity flows on the Indian sectoral stock indices : recent evidence using BEKK-GARCH
Aggarwal, Vaibhav; Doifode, Adesh; Tiwary, Mrityunjay Kumar - In: International journal of Indian culture and business … 22 (2021) 3, pp. 350-363
Persistent link: https://www.econbiz.de/10012511230
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An empirical analysis of the volatility spillover effect between primary stock markets abroad and China
Ke, Jian; Wang, Liming; Murray, Louis - In: Journal of Chinese economic and business studies 8 (2010) 3, pp. 315-333
Persistent link: https://www.econbiz.de/10008665749
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Intensity of price and volatility spillover effects in Asia-Pacific basin equity markets
Abidin, Sazali; Reddy, Krishna; Zhang, Chun - In: Australasian accounting business and finance journal : AABF 8 (2014) 5, pp. 3-18
Persistent link: https://www.econbiz.de/10010520433
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Global and regional volatility spillovers to GCC stock markets
Alotaibi, Abdullah R.; Mishra, Anil V. - In: Economic modelling 45 (2015), pp. 38-49
Persistent link: https://www.econbiz.de/10011334180
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Oil volatility shocks and the stock markets of oil-importing MENA economies : a tale from the financial crisis
Bouri, Elie - In: Energy economics 51 (2015), pp. 590-598
Persistent link: https://www.econbiz.de/10011565043
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Spillover effects between US and major European stock markets
Al-Zeaud, Hussein Ali - In: American journal of finance and accounting 3 (2013/14) 2/4, pp. 172-184
Persistent link: https://www.econbiz.de/10010403630
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Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Apostolakis, George N.; Floros, Christos; Gillas, … - In: Journal of international financial markets, … 74 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012803182