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Short and long-term effects of September 11 on stock returns : evidence from US defense firms
Essadam, Naceur; Douch, Mohamed - In: Journal of applied finance & banking 3 (2013) 3, pp. 239-253
time variation of stock return volatility (GARCH). In the long-term, our results suggest that the US defense firms only …. -- terrorism ; volatility ; GARCH ; event study …
Persistent link: https://www.econbiz.de/10009743349
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Can advanced markets help diversify risks in frontier stock markets? : evidence from Gulf Arab stock markets
Demirer, Rıza - In: Research in international business and finance 29 (2013), pp. 77-98
Persistent link: https://www.econbiz.de/10009759908
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Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid; Beljid, Makram; Boubaker, Adel; Managi, … - In: Economic modelling 32 (2013), pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
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The securities-correlation risks and the volatility effects in the Japanese stock market
Sakamaki, Satoshi - In: Public policy review 9 (2013) 3, pp. 531-552
Persistent link: https://www.econbiz.de/10010190442
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International gold market, stock market and business cycles : the Central and Eastern European countries
Chirila, Viorica; Chirila, Ciprian - In: Acta Universitatis Danubius / Oeconomica 9 (2013) 1, pp. 36-52
Persistent link: https://www.econbiz.de/10010192435
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To what extent are stock returns driven by mean and volatility spillover effects? : evidence from eight European stock markets
Alikhanov, Abdulla - In: Národohospodářský obzor : časopis věnovaný … 13 (2013) 1, pp. 3-29
Persistent link: https://www.econbiz.de/10010193320
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The relationship between financial liberalization and stock market volatility : the mediating role of financial crises
Rejeba, Aymen Ben; Boughrara, Adel - In: Journal of economic policy reform 17 (2014) 1, pp. 46-70
Persistent link: https://www.econbiz.de/10010358410
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Decomposing US Stock Market Comovement into spillovers and common factors
Weber, Enzo - In: The North American journal of economics and finance : a … 26 (2013), pp. 106-118
Persistent link: https://www.econbiz.de/10010364818
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Is there a volatility effect in the Hong Kong stock market?
Nartea, Gilbert V.; Wu, Ji - In: Pacific-Basin finance journal 25 (2013), pp. 119-135
Persistent link: https://www.econbiz.de/10010346752
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Innovative methods to analyze the stock market in Romania : studying the volatility of the Romanian stock market with the ARCH and GARCH models using the "R" software
Alexandru, Antoniade-Ciprian; Caragea, Nicoleta; Dobre, … - In: Theoretical and applied economics : GAER review 20 (2013) 11, pp. 83-100
Persistent link: https://www.econbiz.de/10010224750