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An exponential GARCH approach to the effect of impulsiveness of euro on Indian stock market

Sahadudheen I - In: Journal of Asian finance, economics and business : JAFEB 2 (2015) 3, pp. 17-22

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An investigation of return and volatility linkages among equity markets : a study of selected European and emerging countries

Yavas, Burhan F.; Dedi, Lidija - In: Research in international business and finance 37 (2016), pp. 583-596

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Assessment of volatility using exponential generalized autoregressive conditional heteroscedastic model in BSE stock market

Kundu, Amit - In: The Indian journal of economics 97 (2017) 387, pp. 589-605

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Ramadan effect on stock market return and trade volume : evidence from Dhaka Stock Exchange (DSE)

Hassan, Md. Hashibul; Kayser, Md. Shahidullah - In: Cogent economics & finance 7 (2019) 1, pp. 1-10

Ramadan, the holy month for the Muslims, with the market return, volatility and trade volume in the of DSE. Applying GJR-GARCH … stock market return and volatility. However, Ramadan has a significant negative impact on the daily trade volume of DSE …

Persistent link: https://www.econbiz.de/10012023939

Estimating downside risk in stock returns under structural breaks

Hood, Matthew; Malik, Farooq - In: International review of economics & finance : IREF 58 (2018), pp. 102-112

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Evaluating volatility forecasts with ultra-high-frequency data : evidence from the Australian equity market

Zhang, Kai; De Mello, Lurion; Sadeghi, Mehdi - In: Theoretical economics letters 8 (2018) 1, pp. 1-27

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Modeling conditional volatility of Indian banking sector's stock market returns

Amanjot Singh - In: Scientific Annals of Economics and Business 64 (2017) 3, pp. 325-338

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Testing the linkages of Arab stock markets : a multivariate GARCH approach

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Day-of-the-week effect of major currency pairs : new evidences from investors' fear gauge

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European equity market integration and joint relationship of conditional volatility and correlations

Virk, Nader; Javed, Farrukh - In: Journal of international money and finance 71 (2017), pp. 53-77

Persistent link: https://www.econbiz.de/10011787669