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The calendar anomalies on performance and volatility of stock market : the effects of Ramadan on Karachi Stock Exchange

Khan, Kalimullah; Nasir, Muhammad Ali; Rossi, Matteo - In: Global business & economics review 19 (2017) 1, pp. 54-69

Persistent link: https://www.econbiz.de/10011665604

Conditional correlations and volatility links among gold, oil and Istanbul Stock Exchange sector returns

Gencer, Hatice Gaye; Kilic, Erdem - In: International journal of economics and financial issues … 4 (2014) 1, pp. 170-182

Persistent link: https://www.econbiz.de/10010520108

Return and volatility transmission between oil prices and oil-exporting and oil-importing countries

Guesmi, Khaled; Fattoum, Salma - In: Economic modelling 38 (2014), pp. 305-310

Persistent link: https://www.econbiz.de/10010419073

Return and volatility spillovers across equity markets in mainland China, Hong Kong and the United States

Mohammadi, Hassan; Tan, Yuting - In: Econometrics : open access journal 3 (2015) 2, pp. 215-232

Examinations of the dynamics of daily returns and volatility in stock markets of the US, Hong Kong and mainland China …

Persistent link: https://www.econbiz.de/10011296721

Risk spillovers between oil and stock markets : a VAR for VaR analysis

Wen, Danyan; Wang, Gang-Jin; Ma, Chaoqun; Wang, Yudong - In: Energy economics 80 (2019), pp. 524-535

Persistent link: https://www.econbiz.de/10012173682

Testing the linkages of Arab stock markets : a multivariate GARCH approach

Shahateet, Mohammed Issa; Shrydeh, Najib; Mohammad, Suleiman - In: Investment management and financial innovations 16 (2019) 4, pp. 192-204

Persistent link: https://www.econbiz.de/10012177670

Business-linkage volatility spillovers between US industries

Nguyen, Linh; Mateut, Simona; Chevapatrakul, Thanaset - In: Journal of banking & finance 111 (2020), pp. 1-26

Persistent link: https://www.econbiz.de/10012221052

Energy contagion in the COVID-19 crisis

Heinlein, Reinhold; Legrenzi, Gabriella; Mahadeo, Scott … - 2020

We investigate the relationship between oil prices and stock markets of selected oil importers and oil exporters at the time of the COVID-19 pandemic. We provide evidence in favour of energy contagion, in term of significantly higher correlations between oil and stock markets returns during...

Persistent link: https://www.econbiz.de/10012226706

Dynamic correlation of precious metals and flight-to-quality in developed markets

Klein, Tony - In: Finance research letters 23 (2017), pp. 283-290

Persistent link: https://www.econbiz.de/10011808418

Risk spillovers and portfolio management between developed and BRICS stock markets

Mensi, Walid; Hammoudeh, Shawkat; Kang, Sang Hoon - In: The North American journal of economics and finance : a … 41 (2017), pp. 133-155

Persistent link: https://www.econbiz.de/10011878945

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