Showing 1 - 10 of 228,307
Persistent link: https://www.econbiz.de/10013275591
The study examines the vital connection between stock returns and oil price changes for oil exporting/importing countries separately. We present evidence employing granger causality, impulse response and error variance decomposition based on panel vector autoregression. The results of panel...
Persistent link: https://www.econbiz.de/10013464376
Persistent link: https://www.econbiz.de/10012589502
This paper aims to investigate the impact of various COVID-19 pandemic waves on real estate stock returns and their volatility in developed (US, Australia), emerging (Turkey, Poland), and frontier (Morocco, Jordan) markets. A study using a GJR-GARCHX model revealed that the pandemic outbreak had...
Persistent link: https://www.econbiz.de/10012626774
Persistent link: https://www.econbiz.de/10014292133
Persistent link: https://www.econbiz.de/10013358696
Persistent link: https://www.econbiz.de/10013169343
Persistent link: https://www.econbiz.de/10012623595
Persistent link: https://www.econbiz.de/10012807815
Persistent link: https://www.econbiz.de/10013339257