Narrow search
Showing 1 - 10 of 203,303
Cover Image
The connectedness between Twitter uncertainty index and stock return volatility in the G7 countries
Behera, Chinmaya; Rath, Badri Narayan - In: Applied economics letters 29 (2022) 20, pp. 1876-1879
Persistent link: https://www.econbiz.de/10013412322
Cover Image
Dynamic connectedness and volatility spillover effects of Indian stock market with international stock markets : an empirical investigation using DCC GARCH
Sainath, A. R.; Gnanendra, M.; Mohanasundaram, T.; … - In: Scientific papers of the University of Pardubice 31 (2023) 1, pp. 1-10
analysis indicates a significant level of volatility spillover between the Indian stock market and the international stock …
Persistent link: https://www.econbiz.de/10014442259
Cover Image
Connectedness and economic policy uncertainty spillovers to the ASEAN stock markets
Hooi Hooi Lean; Al-Khazali, Osamah; Gleason, Kimberly; … - In: International review of economics & finance : IREF 90 (2024), pp. 167-186
Persistent link: https://www.econbiz.de/10014446895
Cover Image
Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette - In: Economic modelling 30 (2013), pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Cover Image
Volatility spillover analysis post implementation of AEC 2015 agreement : empirical study on ASEAN-5 stock market
Panjaitan, Yunia; Saadah, Siti - In: International journal of financial research 9 (2018) 2, pp. 105-111
Persistent link: https://www.econbiz.de/10012236629
Cover Image
Time-varying linkages of economic activities in China and the stock markets in ASEAN-5
Teng, Kee Tuan; Yen, Siew Hwa; Chua, Soo Yean; Hooi … - In: Contemporary economics 10 (2016) 2, pp. 137-152
policies. The VAR model Granger causality test observed no volatility spillover from Chinese economic activities to the ASEAN-5 … stock markets, except for Malaysia and the Philippines. However, the ASEAN-5 stock markets' volatility exerts a significant … influence on China's economy, except for Singapore’s stock market volatility. This study reveals that ASEAN-5 has gradually …
Persistent link: https://www.econbiz.de/10011515815
Cover Image
Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS
Ji, Qiang; Liu, Bing-Yue; Zhao, Wan-Li; Fan, Ying - In: International review of financial analysis 68 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012301045
Cover Image
Stock market spillovers of global risks and hedging opportunities
Salachas, Evangelos; Kouretas, Georgios P.; Laopodis, … - In: European journal of political economy 83 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014547146
Cover Image
The crude oil price-stock return connectedness and the impact of the Russian-Ukraine war on stock returns in East Asian countries
Behera, Chinmaya - In: Bulletin of monetary economics and banking 26 (2023), pp. 97-110
Persistent link: https://www.econbiz.de/10014266370
Cover Image
Return connectedness and volatility dynamics of the cryptocurrency network
Poddar, Abhishek; Misra, Arun Kumar; Mishra, Ajay Kumar - In: Finance research letters 58 (2023) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10014583135