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Financial market segmentation, stock market volatility and the role of monetary policy

Zervou, Anastasia S. - In: European economic review : EER 63 (2013), pp. 256-272

Persistent link: https://www.econbiz.de/10010233863

How does the financial crisis affect volatility behavior and transmission among European stock markets?

Slimane, Faten Ben; Mehanaoui, Mohamed; Kazi, Irfan Akbar - In: International Journal of Financial Studies : open … 1 (2013) 3, pp. 81-101

behavior and interdependence through the study of the intraday volatility transmission. This paper investigates the patterns of …

Persistent link: https://www.econbiz.de/10010197481

Association between Asian equity markets and Western markets : evidence from the indexes of equity markets

Jarrett, Jeffrey E.; Klein, Alina F.; Kyper, Eric - In: Asian Journal of Empirical Research 3 (2013) 8, pp. 972-989

return and the volatility of return for all the markets and estimate the serial correlation and co-movement of the four … other in pairwise dimensions. Lastly, we studied and made conclusions concerning the mean and variation in the volatility of …

Persistent link: https://www.econbiz.de/10009788601

The intended and unintended consequences of financial-market regulations : a general equilibrium analysis

Buss, Adrian; Dumas, Bernard; Uppal, Raman; Vilkov, Grigory - 2016

speculate, we show that speculation increases volatility of asset returns and investment growth, increases the equity risk …

Persistent link: https://www.econbiz.de/10011436064

Exploring efficiency, co-integration, causality and volatility clustering in unrestricted and Islamic portfolios

Shaikh, Salman Ahmed; Muhammad Hakimi Mohd. Shafiai; … - In: Islamic capital markets : volatility, performance and …, (pp. 101-122). 2016

Persistent link: https://www.econbiz.de/10011533476

Stock market volatility: Identifying major drivers and the nature of their impact

Mittnik, Stefan; Robinzonov, Nikolay; Spindler, Martin - In: Journal of banking & finance 58 (2015), pp. 1-14

Persistent link: https://www.econbiz.de/10011543844

Tunisian revolution and stock market volatility : evidence from FIEGARCH model

Jeribi, Ahmed; Fakhfekh, Mohamed; Jarboui, Anis - In: Managerial finance 41 (2015) 10, pp. 1112-1135

Persistent link: https://www.econbiz.de/10011453669

Herding behaviour and market dynamic volatility : evidence from the US stock markets

Jlassi, Mouna; Naoui, Kamel - In: American journal of finance and accounting 4 (2015/2016) 1, pp. 70-91

Persistent link: https://www.econbiz.de/10011508878

Volatility dependence structure between the Mexican Stock Exchange and the World Capital Market

López Herrera, Francisco; Santillán Salgado, Roberto … - In: Investigación económica : revista de la Faculdad de … 74 (2015), pp. 69-97

Persistent link: https://www.econbiz.de/10011562925

An examination of co-movements of India's stock and government bond markets

Kolluri, Bharat R.; Wahab, Susan; Wahab, Mamoud S. - In: Journal of Asian economics 41 (2015), pp. 39-56

Persistent link: https://www.econbiz.de/10011566483