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Relationship between gold and stock markets during the global financial crisis : evidence from nonlinear causality tests

Choudhry, Taufiq; Ul Hassan, Syed Shabi; Shabi, Sarosh - In: International review of financial analysis 41 (2015), pp. 247-256

Persistent link: https://www.econbiz.de/10011508942

Return and volatility spillover between stock prices and exchange rates in Croatia : a spillover methodology approach

Škrinjarić, Tihana; Dedi, Lidija; Šego, Boško - In: Romanian journal of economic forecasting 23 (2020) 4, pp. 93-108

Persistent link: https://www.econbiz.de/10012587117

The causality between liquidity and volatility in the Polish stock market

Będowska-Sójka, Barbara; Kliber, Agata - In: Finance research letters 30 (2019), pp. 110-115

Persistent link: https://www.econbiz.de/10012420314

An empirical examination of investor sentiment and stock market volatility : evidence from India

Haritha P H; Rishad, Abdul - In: Financial innovation : FIN 6 (2020) 34, pp. 1-15

asymmetrical aspects of an inefficient market contribute to excess volatility and returns. The findings are crucial for retail …

Persistent link: https://www.econbiz.de/10012296000

A contemporary enquiry into the intraday causality between short selling trades and volatility

Baklaci, Hasan F.; Süer, Ömür; Yelkenci, Tezer - In: The empirical economics letters : a monthly … 15 (2016) 1, pp. 83-90

Persistent link: https://www.econbiz.de/10011580304

Networks of volatility spillovers among stock markets

Baumöhl, Eduard; Kočenda, Evžen; Lyócsa, Štefan; … - 2017

In our network analysis of 40 developed, emerging and frontier stock markets during 2006-2014, we describe and model volatility spillovers during global financial crisis and tranquil periods. The resulting market interconnectedness is depicted by fitting a spatial model incorporating several...

Persistent link: https://www.econbiz.de/10011654569

The empirical investigation of causal relationship between intraday return and volume in Indian stock market

Sahota, Gurleen; Singh, Balwinder - In: Vision : the journal of business perspective 20 (2016) 3, pp. 199-210

Persistent link: https://www.econbiz.de/10011667354

Asymmetric causality in-mean and in-variance among equity markets indexes

González Sánchez, Mariano - In: The North American journal of economics and finance : a … 36 (2016), pp. 49-68

Persistent link: https://www.econbiz.de/10011672599

Impact of oil price risk on sectoral equity markets : implications on portfolio management

Tiwari, Aviral Kumar; Jena, Sangram Keshari; Mitra, Amarnath - In: Energy economics 72 (2018), pp. 120-134

Persistent link: https://www.econbiz.de/10011972290

Predictive models for disaggregate stock market volatility

Chong, Terence Tai-Leung; Ling, Shiyun - In: Financial markets and portfolio management 31 (2017) 3, pp. 261-288

Persistent link: https://www.econbiz.de/10011951759

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