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Flight to liquidity on the Tokyo stock exchange during the 2008 share market crashes

Maeda, Brooke Alexandra - In: International journal of economics and financial issues … 5 (2015) 3, pp. 790-801

Persistent link: https://www.econbiz.de/10011454374

The linkages, persistence, asymmetry in the volatility, the price discovery and efficiency, and the effect of the US subprime mortgage financial crisis on the spot and the futures...

Paul, Muthucattu Thomas; Kimata, James D. - In: Applied economics 48 (2016) 7/9, pp. 669-683

Persistent link: https://www.econbiz.de/10011413991

Are REITs more resilient than non-REITs? : evidence from natural experiments

Jain, Pawan; Upadhyay, Arun - In: Japan and the world economy : international journal of … 58 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012940111

Market shocks and stock volatility : evidence from emerging and developed markets

Tabash, Mosab I.; Chalissery, Neenu; Nishad, T. Mohamed; … - In: International Journal of Financial Studies : open … 12 (2024) 1, pp. 1-18

volatility in selected developed and emerging markets between the 2008 financial crisis and the 2019 worldwide pandemic. In this …-2009 and the global pandemic period of 2019-2021-were chosen. By using univariate GARCH models, namely GARCH, EGARCH, and …

Persistent link: https://www.econbiz.de/10014501165

Impact of the religious festivity on the Tunis stock exchange

Chaouachi, Olfa - In: Investment management and financial innovations 18 (2021) 2, pp. 12-19

Persistent link: https://www.econbiz.de/10012698105

Uncovering the effect of news signals on daily stock market performance : an econometric analysis

Raza, Shahid; Sun, Baiqing; Kay-Khine, Pwint; Kemal, … - In: International Journal of Financial Studies : open … 11 (2023) 3, pp. 1-25

. Utilizing simple OLS regression and ARCH/GARCH regression methods, we determine the best model for analysis. The results reveal … react to negative news, making them risk-averse. Our findings suggest that the ARCH/GARCH models are better at predicting …

Persistent link: https://www.econbiz.de/10014419406

The outbreak of COVID-19 pandemic and its impact on volatility of Indian stock market : evidence from top ten stocks of Bombay Stock Exchange

Vikram; Mohanty, Debasis; Agrawal, Archa - In: African journal of accounting, auditing and finance : AJAAF 8 (2022) 1, pp. 9-105

Persistent link: https://www.econbiz.de/10013326319

Modelling the impact of global financial crisis on the Indian stock market through GARCH models

Mathur, Shreya; Chotia, Varun; Rao, N. V. Muralidhar - In: Asia-Pacific journal of management research and … 12 (2016) 1, pp. 11-22

Persistent link: https://www.econbiz.de/10011559376

Gold, oil, and stocks : dynamic correlations

Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2015

We employ a wavelet approach and conduct a time-frequency analysis of dynamic correlations between pairs of key traded assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily data. We show that heterogeneity in correlations...

Persistent link: https://www.econbiz.de/10010515402

Impact of the FII's Indian equity investment behavior on the BRIC countries' stock market volatility during the Subprime Crisis : an empirical investigation

Amanjot Singh; Kaur, Parneet - In: Journal of academic research in economics 6 (2014) 3, pp. 336-349

Persistent link: https://www.econbiz.de/10011348110