Similar Search Results

Do lower foreign flows and higher domestic flows reduce indian equity market volatility?

Aggarwal, Vaibhav; Doifode, Adesh; Tiwary, Mrityunjay Kumar - In: Vision : the journal of business perspective 26 (2022) 4, pp. 461-470

Persistent link: https://www.econbiz.de/10014229671

An empirical analysis of the volatility spillover effect between primary stock markets abroad and China

Ke, Jian; Wang, Liming; Murray, Louis - In: Journal of Chinese economic and business studies 8 (2010) 3, pp. 315-333

Persistent link: https://www.econbiz.de/10008665749

Oil volatility shocks and the stock markets of oil-importing MENA economies : a tale from the financial crisis

Bouri, Elie - In: Energy economics 51 (2015), pp. 590-598

Persistent link: https://www.econbiz.de/10011565043

Reassessment of volatility transmission among South Asian equity markets

Aziz, Tariq; Marwat, Jahanzeb; Mustafa, Sheraz; Kumar, … - In: Journal of Asian finance, economics and business : JAFEB 8 (2021) 1, pp. 587-597

Persistent link: https://www.econbiz.de/10012692390

Volatility spillover among sector equity returns under structural breaks

Malik, Farooq - In: Review of quantitative finance and accounting 58 (2022) 3, pp. 1063-1080

Persistent link: https://www.econbiz.de/10013191782

Volatility spillovers between oil prices and the stock market under structural breaks

Ewing, Bradley T.; Malik, Farooq - In: Global finance journal 29 (2016), pp. 12-23

Persistent link: https://www.econbiz.de/10011714558

The effect of spillover on volatility forecasting : an empirical study in Indian Stock Market

Karmakar, Madhusudan; Shukla, Girja Kant - In: Metamorphosis : a journal of management research 15 (2016) 1, pp. 20-30

Persistent link: https://www.econbiz.de/10011625682

Empirical analyses of volatility spillover from G5 stock markets to Karachi stock exchange

Jan, Waleed; Jebran, Khalil - In: Pakistan journal of commerce and social sciences 9 (2015) 3, pp. 928-939

relationship between KSE and G5 equity markets. The volatility spillover has been analyzed by GARCH (generalized autoregressive …. The GARCH (1, 1) model reveals significant volatility spillover effect from all G5 equity markets to KSE. Based on …This study made a pioneering attempt to investigate volatility spillover from G5 countries stock markets to Karachi …

Persistent link: https://www.econbiz.de/10011928795

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

Relationship between foreign exchange rate and stock price of commercial joint stock banks : evidence from Vietnam

Tran Mong Uyen Ngan - In: International journal of economics and finance 8 (2016) 7, pp. 193-200

Persistent link: https://www.econbiz.de/10011524011

1
2
3
4
5
6
7
8
9
10
Next
Last