Similar Search Results

Volatility transmission between bond and stock markets : case of emerging financial markets

Saadaoui, Amir; Boujelbene, Younes - In: Acta Universitatis Danubius / Oeconomica 10 (2014) 6, pp. 84-97

Persistent link: https://www.econbiz.de/10011508595

Dynamics of return and volatility spill-over between developed, emerging and African equity markets during the Covid-19 pandemic and Russia-Ukraine war

Anyikwa, Izunna; Phiri, Andrew - In: Journal for studies in economics and econometrics : SEE 47 (2023) 2, pp. 144-168

Persistent link: https://www.econbiz.de/10014319326

Cross-border sentiment : an empirical analysis on EU stock markets

Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290

Persistent link: https://www.econbiz.de/10010399454

The impact of COVID-19 pandemic on emerging country stock markets : evidence of the value effect

Yang, Yang; Li, Lingyi; Jiang, Jialing - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 1, pp. 70-81

Persistent link: https://www.econbiz.de/10012802044

COVID-19, government interventions and emerging capital markets performance

Aharon, David Y.; Siev, Smadar - In: Research in international business and finance 58 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10013287724

Impact of Novel Coronavirus Outbreak-Related Announcements on Pharmaceutical Stocks : Empirical Evidence from an Emerging Market

Pandey, Dharen Kumar; Kumari, Vineeta; Rai, Varun Kumar - 2022

We use the event study method to examine the impact of novel coronavirus outbreak-related announcements on 74 exchange …-listed Indian pharmaceutical stocks' returns and volatility. We provide empirical evidence of significant negative impacts on stock … returns and volatility in an emerging market, particularly during the global pandemic declaration. The small …

Persistent link: https://www.econbiz.de/10013307923

Industry-level analysis of COVID-19's impact in emerging markets : evidence from Pakistan

Mushafiq, Muhammad - In: International journal of emerging markets 18 (2023) 10, pp. 3437-3461

Persistent link: https://www.econbiz.de/10014452335

The Impact of COVID-19 on Stock Return in Asian Stock Markets Evidences from Developed, Emerging and Frontier Asian Markets

Kumarapperuma, Oshini; Deyshappriya, N.P. Ravindra; … - 2021

The study focuses on the impact of COVID-19 on stock market in Asian region highlighting the impact on stock returns of 15 Asian stock markets while observing the relationship between confirmed COVID-19 cases and stock return. In this regard, daily closing price indices during the period of 1st...

Persistent link: https://www.econbiz.de/10013227632

The impact of COVID-19 on stock market returns in Vietnam

Đao Van Hùng; Thi Minh Hue Nguyen; Thuy Duong Vu - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-15

This paper studies the impacts of COVID-19 on the performance of the Vietnamese Stock Market-a rapidly growing emerging market in a country that has to date successfully controlled the disease outbreak. The study uses a random-effect model (REM) on panel data of stock returns of 733 listed...

Persistent link: https://www.econbiz.de/10012628531

Stock market reactions to Brexit : case of selected CEE and SEE stock markets

Škrinjarić, Tihana - In: International Journal of Financial Studies : open … 7 (2019) 1/7, pp. 1-14

volatility series are being tested for significant reactions to the Brexit event. The results indicate mixed results regarding … the abnormal cumulative return series, but the volatility series were found to be significantly affected by the mentioned …

Persistent link: https://www.econbiz.de/10011964063