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Volatility experience of major world stock markets

Mallikarjuna, M.; Rao, R. Prabhakara - In: Theoretical and applied economics : GAER review 26 (2019) 4/621, pp. 35-52

Persistent link: https://www.econbiz.de/10012431889

Return and volatility spillovers between Nigeria and selected stock markets : evidence from a diagonal BEKK-AMGARCH model

Karimo, Tari Moses; Ochoche, Abraham; Atoi, Ngozi Victor - In: West African journal of monetary and economic integration 22 (2022) 2, pp. 1-23

The study examines returns spillover, shock, and volatility transmission between Nigeria and selected global stock … benefit from diversification into Nigeria and Japan markets. Except for China and Hong Kong, volatility is relatively more …

Persistent link: https://www.econbiz.de/10014516032

Day of week effect : an empirical study for Indian Stock Markets

Chawla, Vanitha; Shastri, Manjula - In: International journal of business and globalisation : IJBG 33 (2023) 3, pp. 326-343

Persistent link: https://www.econbiz.de/10014232807

Causality between equity mutual fund flows, stock market return and volatility : Indian evidence

Kaur, Inderjit; Vagrecha, Kamal - In: International journal of business and globalisation : IJBG 35 (2023) 1/2, pp. 88-106

Persistent link: https://www.econbiz.de/10014388713

The impact of investor sentiment on Bitcoin returns and conditional volatilities during the era of COVID-19

Güler, Derya - In: The journal of behavioral finance : a publication of … 24 (2023) 3, pp. 276-289

Persistent link: https://www.econbiz.de/10014330972

A comparative analysis of currency volatility among BRICS countries

Zerihun, Mulatu Fekadu; Breitenbach, Marthinus C.; … - In: Journal of African business 21 (2020) 1, pp. 78-104

Persistent link: https://www.econbiz.de/10012180435

New evidence on sources of leverage effects in individual stocks

Smith, Geoffrey Peter - In: The financial review : the official publication of the … 50 (2015) 3, pp. 331-340

Persistent link: https://www.econbiz.de/10011338155

Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data

Yaya, OlaOluwa S.; Gil-Alaña, Luis A.; Shittu, … - In: International journal of finance & economics : IJFE 20 (2015) 3, pp. 276-290

Persistent link: https://www.econbiz.de/10011348408

Modeling volatility spillover effects between developed stock markets and Asian emerging stock markets

Li, Yanan; Giles, David E. A. - In: International journal of finance & economics : IJFE 20 (2015) 2, pp. 155-177

Persistent link: https://www.econbiz.de/10011348426

Exchange rate influences on stock market returns and volatility dynamics : empirical evidence from the Australian stock market

Karunanayake, Indika - In: Review of applied economics 10 (2014) 1/2, pp. 83-97

Persistent link: https://www.econbiz.de/10010506487