Similar Search Results

The budgets of wars : analysis of the US defense stocks in the Post-Cold War era

Gurdgiev, Constantin; Henrichsen, Aaron; Mulhair, Andrew - In: International review of economics & finance : IREF 82 (2022), pp. 335-346

Persistent link: https://www.econbiz.de/10013543140

The impact of ESG news on the volatility of the Portuguese stock market : does it change during recessions?

Zanatto, Cássio; Catalão-Lopes, Margarida; Pina, … - In: Business strategy and the environment 32 (2023) 8, pp. 5821-5832

Persistent link: https://www.econbiz.de/10014466821

Forecasting volatility of Saudi stock market (TASI) and sectoral indices

Kumaran, Sunitha - In: Afro-Asian Journal of Finance and Accounting : AAJFA 13 (2023) 6, pp. 819-842

Persistent link: https://www.econbiz.de/10014434354

Portfolio optimization under distribution uncertainty with a feature fusion of conditional skewness GARCH model

Khan, Yousaf Ali; Ahmad, Muneeb; Ahmad, Muhammad Munir - In: International journal of financial engineering 10 (2023) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10014304236

Modeling and forecasting volatility of stock market using family of GARCH models : evidence from CPEC linked countries

Fraz, Tayyab Raza; Fatima, Samreen - In: Global economy journal : GEJ 22 (2022) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10013556985

Bidirectional volatility transmission between stocks and bond in East Asia : the quantile estimates based on wavelets

Živkov, Dejan; Kovačević, Jelena; Stankov, Biljana; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 1, pp. 49-65

Persistent link: https://www.econbiz.de/10014288820

The impact of oil prices on sectoral equity returns : evidence from UK and US stock market data

Falzon, Joseph; Castillo, Daniel - In: Journal of financial management, markets and institutions 1 (2013) 2, pp. 247-268

Persistent link: https://www.econbiz.de/10011949614

Day-of-the-week effect in the Nigerian stock market returns and volatility : does the distributional assumptions influence disappearance?

Osarumwense, Osabuohien-Irabor - In: European financial and accounting journal : EFAJ 10 (2015) 4, pp. 33-44

-of-the-week effects in returns and volatility using the Nigerian stock exchange (NSE-30). The Gaussian, Student-t, and the Generalized … error distribution were incorporated in the GARCH (2,1) and EGARCH (2,1) models. Result reveals that day-of-the-week effects … are sensitive to error distribution. Our finding also shows that evidence of good or bad news in volatility does not only …

Persistent link: https://www.econbiz.de/10011471089

Modelling sustainable market co-movement between Nigeria (NSE) and South Africa stock markets (JSE)

Kalu, Ebere Ume; Arize, Augustine Chuck; Guru-Gharana, … - In: World review of entrepreneurship, management and … 20 (2024) 2, pp. 235-255

Persistent link: https://www.econbiz.de/10015055517

Impact of COVID on the stock market : a study of BRIC countries

Kharbanda, Varuna; Jain, Rachna - In: International Journal of Financial Markets and … 8 (2021) 2, pp. 169-184

Persistent link: https://www.econbiz.de/10012598661