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An analytical study on volatility and impact of selected sectoral indices on national stock exchange during Covid-19

Lekha Shree.S; Kanniammal, K. - In: Finance India : the quarterly journal of Indian … 37 (2023) 1, pp. 267-279

Persistent link: https://www.econbiz.de/10014414209

International linkages of emerging market index futures, under the closure of underlying spot market : evidence from Indian Nifty futures

Sundararajan, Sivakumar; Balasubramanian, Senthil Arasu - In: Managerial finance 49 (2023) 3, pp. 577-593

Persistent link: https://www.econbiz.de/10014227233

Ramadhan effect towards Nifty Shariah indices in India

Kalimuthu, Kokila; Shaik, Saleem - In: Journal of Islamic marketing 15 (2024) 8, pp. 2086-2103

Persistent link: https://www.econbiz.de/10015064004

Nigeria stock market volatility in comparison with some countries : application of asymmetric GARCH models

Uyaebo, Stephen O.; Atoi, Victor N.; Usman, Farida - In: CBN journal of applied statistics 6 (2015) 2, pp. 133-160

volatility reaction to market shocks and volatility persistence alongside the asymmetric properties. The results reveal that … volatility of Nigeria and Kenya stock returns react to market shock faster than as other countries do. The results also suggest …

Persistent link: https://www.econbiz.de/10011460578

Volatility transmission within financial markets during the COVID-19 pandemic : are faith-based investors well off in Tunisia?

Mustapha Ishaq Akinlaso; Aroua Robbana; Nura Mohamed - In: Journal of Islamic accounting and business research 13 (2022) 1, pp. 98-113

Persistent link: https://www.econbiz.de/10012796778

GARCH models without positivity constraints : exponential or log GARCH?

Francq, Christian; Wintenberger, Olivier; Zakoïan, … - In: Journal of econometrics 177 (2013) 1, pp. 34-46

Persistent link: https://www.econbiz.de/10010189881

Volatility asymmetry of scale indexes - taking China as an example

Wei, Shih-Yung; Cheng, Jao-Hong; Lin, Li-Wei; Gan, Su-Mei - In: International journal of economics and financial issues … 10 (2020) 4, pp. 158-169

Persistent link: https://www.econbiz.de/10012303336

Forecasting stock market volatility and information content of implied volatility index

Pati, Pratap Chandra; Barai, Parama; Rajib, Prabina - In: Applied economics 50 (2018) 23, pp. 2552-2568

Persistent link: https://www.econbiz.de/10011850295

Measuring volatility linkage, clustering and sensitivity to external shocks in Nigerian stock index

Abdullahi, Shafiu Ibrahim - In: International journal of financial services management … 9 (2019) 4, pp. 345-368

Persistent link: https://www.econbiz.de/10012147266

Effect of weather on cryptocurrency index : evidences from coinbase index

Kathiravan, Chinnadurai; Selvam, Murugesan; Maniam, … - In: International journal of financial research 10 (2019) 4, pp. 108-118

Persistent link: https://www.econbiz.de/10012321548