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Geopolitical risk and stock market volatility in emerging markets : a GARCH - MIDAS approach

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Lasisi, … - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013538937

Oil price shocks and emerging stock markets revisited

Das, Debojyoti; Kannadhasan, M.; Bhattacharyya, Malay - In: International journal of emerging markets 17 (2022) 6, pp. 1583-1614

Persistent link: https://www.econbiz.de/10013363282

Dependences and dynamic spillovers across the crude oil and stock markets throughout the COVID-19 pandemic and Russia-Ukraine conflict : evidence from the ASEAN+6

Surachai Chancharat; Parichat Sinlapates - In: Finance research letters 57 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014526667

Forecasting international stock market variances

Bekaert, Geert; Xu, Nancy; Ye, Tiange - 2024

Persistent link: https://www.econbiz.de/10014536734

Forecasting global stock market volatilities : A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set

Li, Zhao-Chen; Chi, Xie; Wang, Gang-Jin; Zhu, You; … - In: International review of economics & finance : IREF 93 (2024) 2, pp. 673-711

Persistent link: https://www.econbiz.de/10014535603

From oil to stock markets

Guesmi, Khaled; Boubaker, Heni; Lai, Van Son - In: Journal of economic integration 31 (2016) 1, pp. 103-133

Persistent link: https://www.econbiz.de/10011451684

The effect of conflict on Palestine, Israel, and Jordan stock markets

Hassouneh, Islam; Couleau, Anabelle; Serra, Teresa; … - In: International review of economics & finance : IREF 56 (2018), pp. 258-266

Persistent link: https://www.econbiz.de/10012033694

Volatility spillovers between foreign exchange and stock markets in industrialized countries

Morales Zumaquero, Amalia; Sosvilla-Rivero, Simón - In: The quarterly review of economics and finance : journal … 70 (2018), pp. 121-136

Persistent link: https://www.econbiz.de/10012035037

Return and volatility spillover across equity markets between China and Southeast Asian countries

Ngo Thai Hung - In: Journal of economics, finance & administrative science 24 (2019) 47, pp. 66-81

Purpose - Actions of incumbent politicians and firms' managers during election years have been cited as sources of many problems that afflict economies and business entities. Given the controversies surrounding the impact of elections on firms' soundness, this paper poses a question of whether...

Persistent link: https://www.econbiz.de/10012025398

Stock markets linkages before, during and after subprimes crisis : bivariate BEKK GARCH (1, 1) and DCC models

Abdelkefi, Samar Zlitni; Khoufi, Walid - In: International journal of economics, finance and … 3 (2015) 3, pp. 213-230

Persistent link: https://www.econbiz.de/10011389712