Similar Search Results - EconBiz

Correlation and volatility transmission across international stock markets : a bivariate GARCH analysis

Sakthivel, P.; Bodkhe, Naresh; Kamaiah, Bandi - In: International journal of economics and finance 4 (2012) 3, pp. 253-264

Persistent link: https://www.econbiz.de/10009613311

Financial price fluctuations in a stock market model with many interacting agents

Horst, Ulrich - 2001

We consider a financial market model with a large number of interacting agents. Investors are heterogeneous in their expectations about the future evolution of an asset price process. Their current expectation is based on the previous states of their "neighbors" and on a random signal about the...

Persistent link: https://www.econbiz.de/10009613599

Stock market volatility and bank performance in China

Tan, Yong; Floros, Christos - In: Studies in economics and finance 29 (2012) 3, pp. 211-228

Persistent link: https://www.econbiz.de/10009614372

Time-varying effects of changes in the interest rate and the RMB exchange rate on the stock market of China : evidence from the long-memory TVP-VAR model

Cao, Guangxi - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 230-248

Persistent link: https://www.econbiz.de/10009682499

Inflation, financial openness, exchange rate and stock market volatility

Ajao, Mayowa Gabriel - In: Indian journal of economics & business : IJEB 11 (2012) 3/4, pp. 607-623

Persistent link: https://www.econbiz.de/10009685097

Are stocks really less volatile in the long run?

Pástor, Ľuboš; Stambaugh, Robert F. - 2009

Persistent link: https://www.econbiz.de/10003830679

Credit market shocks and economic fluctuations : evidence from corporate bond and stock markets

Gilchrist, Simon; Yankov, Vladimir; Zakrajšek, Egon - 2009

Persistent link: https://www.econbiz.de/10003831399

Forecasting stock market volatility with macroeconomic variables in real time

Pierdzioch, Christian; Döpke, Jörg; Hartmann, Daniel - In: Journal of economics & business 60 (2008) 3, pp. 256-276

Persistent link: https://www.econbiz.de/10003749133

The price of terror : the effects of terrorism on stock market returns and volatility

Arin, Kerim Peren; Ciferri, Davide; Spagnolo, Nicola - In: Economics letters 101 (2008) 3, pp. 164-167

Persistent link: https://www.econbiz.de/10003800814

When are analyst recommendation changes influential?

Loh, Roger K.; Stulz, René M. - 2009

Persistent link: https://www.econbiz.de/10003844243

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