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You need three butterflies to cause a Hurricane

Virgilio, Gianluca Piero Maria - In: Scientific Annals of Economics and Business 67 (2020) 1, pp. 139-155

Persistent link: https://www.econbiz.de/10012415469

Volatility in international stock markets : an empirical study during COVID-19

Chaudhary, Rashmi; Bakhshi, Priti; Gupta, Hemendra - In: Journal of risk and financial management : JRFM 13 (2020) 9/208, pp. 1-17

Predicting volatility is a must in the finance domain. Estimations of volatility, along with the central tendency … research is to analyze the influence of COVID-19 on the return and volatility of the stock market indices of the top 10 … volatility remains higher than in normal periods, signaling a bearish tendency in the market. The COVID variable, as an exogenous …

Persistent link: https://www.econbiz.de/10012384430

Time varying volatility and asymmetric news effect during financial crises evidence from DJIA, S&P 500, NASDAQ and FTSE 100 indices

Al-Rjoub, Samer; Al-Azzam, Hussam Q. - In: International journal of banking, accounting and finance 10 (2019) 2, pp. 117-143

Persistent link: https://www.econbiz.de/10012051122

Stock market contagion in Central and Eastern Europe : unexpected volatility and extreme co-exceedance

Horváth, Roman; Lyócsa, Štefan; Baumöhl, Eduard - In: The European journal of finance 24 (2018) 4/6, pp. 391-412

Persistent link: https://www.econbiz.de/10012244328

Econophysical bourse volatility : global evidence

Ghosh, Bikramaditya; Krishna Mysore Chidambareswaran - In: Journal of central banking theory and practice 9 (2020) 2, pp. 87-107

Financial Reynolds number (Re) has been proven to have the capacity to predict volatility, herd behaviour and nascent … embedded volatility, herd behaviour and nascent bubble. Overall the volatility distribution has been found to be Gaussian in … nature, as far as volatility, herd behaviour and nascent bubble are concerned. …

Persistent link: https://www.econbiz.de/10012305755

Arab geopolitics in turmoil : implications of Qatar-Gulf crisis for business

Bouoiyour, Jamal; Selmi, Refk - 2019

Persistent link: https://www.econbiz.de/10012059811

Asymmetry effects in volatility on the the major European stock markets : the EGARCH based approach

Olbrys, Joanna; Majewska, Elzbieta - In: Quantitative finance and economics 1 (2017) 4, pp. 411-427

Persistent link: https://www.econbiz.de/10012137861

Can we use volatility to diagnose financial bubbles? : lessons from 40 historical bubbles

Sornette, Didier; Cauwels, Peter; Smilyanov, Georgi - In: Quantitative finance and economics 2 (2018) 1, pp. 1-105

Persistent link: https://www.econbiz.de/10012137897

The global financial crisis and stock price behaviour : time evidence from Nigeria

Adeyeye, Patrick Olufemi; Aluko, Olufemi Adewale; … - In: Global business & economics review 20 (2018) 3, pp. 373-387

Persistent link: https://www.econbiz.de/10011953765

Study of BRICS stock return volatility during and after subprime crisis

Kishor, Nawal; Singh, Raman Preet - In: International journal of business and globalisation : IJBG 18 (2017) 2, pp. 233-250

Persistent link: https://www.econbiz.de/10011800038