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World gold prices and stock returns in China : insights for hedging and diversification strategies

Arouri, Mohamed; Lahiani, Amine; Nguyen, Duc Khuong - In: Economic modelling 44 (2015), pp. 273-282

Persistent link: https://www.econbiz.de/10011326226

Volatility analysis based on GARCH-type models : evidence from the Chinese stock market

Wang, Yuling; Xiang, Yunshuang; Lei, Xinyu; Zhou, Yucheng - In: Economic research 35 (2022) 1,3, pp. 2530-2554

Persistent link: https://www.econbiz.de/10014382202

Modeling volatility spillover effects between developed stock markets and Asian emerging stock markets

Li, Yanan; Giles, David E. A. - In: International journal of finance & economics : IJFE 20 (2015) 2, pp. 155-177

Persistent link: https://www.econbiz.de/10011348426

Testing for financial spillovers in calm and turbulent periods

Aliyu, Shehu U. R.; Abdulsalam, Nafiu B.; Bawa, Sani - In: West African journal of monetary and economic integration 18 (2018) 2, pp. 1-27

It has been established in the literature that volatility of stock returns exhibits complex properties of not only … volatility clustering, but also long memory, regime change, and substantial outliers during turbulent and calm periods. Hence …, this paper seeks to analyze volatility spillover, co-movements, independence and contagion in the Chinese, Japanese …

Persistent link: https://www.econbiz.de/10013348418

Relationship between conditional volatility of domestic macroeconomic factors and conditional stock market volatility : some further evidence from India

Kumari, Jyoti; Mahakud, Jitendra - In: Asia-Pacific financial markets 22 (2015) 1, pp. 87-111

Persistent link: https://www.econbiz.de/10010511544

Can macroeconomic volatility affect stock market volatility? : the case of 5 central and eastern European countries

Baroian, Elena - In: Romanian journal of fiscal policy : RJFP 5 (2014) 2, pp. 41-55

This paper examines whether macroeconomic instability can influence stock market volatility in a sample of 5 emerging … discordant from one country to another, but when a dynamic panel GMM is estimated, exchange rate volatility is found to be the …

Persistent link: https://www.econbiz.de/10010492726

Oil price shocks and stock market returns : new evidence from the United States and China

Broadstock, David C.; Filis, George - In: Journal of international financial markets, … 33 (2014), pp. 417-433

Persistent link: https://www.econbiz.de/10011299813

Economic policy uncertainty and the Chinese stock market volatility : new evidence

Li, Yu; Ma, Feng; Zhang, Yaojie; Zuoping, Xiao - In: Applied economics 51 (2019) 49, pp. 5398-5410

Persistent link: https://www.econbiz.de/10012197238

The impact of oil price shocks on the volatility of the Turkish stock market

Taşkin, F. Dilvin; Cagli, Efe Çaglar; Halaç, Umut - In: International journal of accounting and finance 6 (2016) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10011722905

Oil price shocks and stock returns nexus for Malaysia : fresh evidence from nonlinear ARDL test

Al-hajj, Ekhlas; Al-Mulali, Usama; Solarin Sakiru Adebola - In: Energy reports 4 (2018), pp. 624-637

In this research, we examined whether appreciation and depreciation in oil price, interest rate, exchange rate, industrial production, and inflation have the same effects on the stock market returns by using nonlinear autoregressive distributed lag (nonlinear ARDL). All nine economic sectors and...

Persistent link: https://www.econbiz.de/10011959478