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ECONIS (ZBW)
255
RePEc
171
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1
Herding states and stock market returns
Costa, Filipe
;
Fortuna, Natércia
;
Lobão, Júlio
- In:
Research in international business and finance
68
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451812
Saved in:
2
The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector
Hu, Yang
;
Lang, Chunlin
;
Corbet, Shaen
;
Wang, Junchuan
- In:
Research in international business and finance
68
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451822
Saved in:
3
Does firm environmental performance mitigate the market reaction to COVID-19 uncertainty?
Bongiovanni, Alessio
;
Fiandrino, Simona
- In:
Research in international business and finance
68
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451852
Saved in:
4
ESG news, stock volatility and tactical disclosure
De Vincentiis, Paola
- In:
Research in international business and finance
68
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014451859
Saved in:
5
Determinants of deposits volatility : the case of the microfinance sector in Gabon
Keddad, Benjamin
;
Obiang, Jean Robert Obiang
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014451501
Saved in:
6
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
7
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
8
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
9
Global economic policy uncertainty and the stability of cryptocurrency returns : the role of liquidity volatility
Zhang, Pengcheng
;
Kong, Deli
;
Xu, Kunpeng
;
Qi, Jiayin
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014451561
Saved in:
10
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
11
Do corporate site visits impact idiosyncratic volatility? : evidence from China
Cai, Wenwu
;
Lu, Jing
;
Zhao, Yuyang
- In:
Research in international business and finance
66
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014457641
Saved in:
12
Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi
;
Bouri, Elie
;
Gemici, Eray
- In:
Research in international business and finance
66
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014460654
Saved in:
13
Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications
Liu, Zhenhua
;
Ji, Qiang
;
Zhai, Pengxiang
;
Ding, Zhihua
- In:
Research in international business and finance
66
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462203
Saved in:
14
Does supporting Ukraine pay well? : the performance of companies that suspended their business in Russia
Ayoub, Mahmoud
;
Qadan, Mahmoud
- In:
Research in international business and finance
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463114
Saved in:
15
Dissecting the idiosyncratic volatility puzzle : a fundamental analysis approach
Zhu, Zhaobo
;
Ding, Wenjie
;
Jin, Yi
;
Shen, Dehua
- In:
Research in international business and finance
66
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463116
Saved in:
16
Identification of high-frequency trading : a machine learning approach
Goudarzi, Mostafa
;
Bazzana, Flavio
- In:
Research in international business and finance
66
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463132
Saved in:
17
Forecasting stock market volatility under parameter and model uncertainty
Li, Zhao-Chen
;
Chi, Xie
;
Wang, Gang-Jin
;
Zhu, You
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014463139
Saved in:
18
Return-volume nexus in financial markets : a survey of research
Yamani, Ehab
- In:
Research in international business and finance
65
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014432473
Saved in:
19
Does the source of uncertainty matter? : the impact of financial, newspaper and Twitter-based measures on U.S. banks
Bales, Stephan
;
Burghartz, Kaspar
;
Burghof, Hans-Peter
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432626
Saved in:
20
Did mega-regional trade agreements reshuffle the financial influence of the US, China, and Japan in ASEAN? : evidence from the volatility-spillover effects
Cao, Li
;
Jiang, Junhua
;
Piljak, Vanja
- In:
Research in international business and finance
65
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014432635
Saved in:
21
Return and volatility properties : stylized facts from the universe of cryptocurrencies and NFTs
Ghosh, Bikramaditya
;
Bouri, Elie
;
Wee, Jung Bum
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432708
Saved in:
22
Global economic uncertainty and the Chinese stock market : assessing the impacts of global indicators
Zhang, Lixia
;
Bai, Jiancheng
;
Zhang, Yueyan
;
Cui, Can
- In:
Research in international business and finance
65
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014433687
Saved in:
23
Investigating volatility spillover of energy commodities in the context of the Chinese and European stock markets
Yadav, Miklesh Prasad
;
Sharif, Taimur
;
Ashok, Shruti
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014434056
Saved in:
24
Impact of fiscal stimulus on volatility : a cross-country analysis
Gu, Tiantian
;
Venkateswaran, Anand
;
Erath, Marc
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014434064
Saved in:
25
Financial market spillovers and macroeconomic shocks : evidence from China
Feng, Haoyuan
;
Liu, Yue
;
Wu, Jie
;
Guo, Kun
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014434097
Saved in:
26
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
Saved in:
27
Economic policy uncertainty and environmental governance company volatility : Evidence from China
Lv, Wendai
;
Qi, Jipeng
;
Feng, Jing
- In:
Research in international business and finance
64
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014279828
Saved in:
28
How do economic policy uncertainty and geopolitical risk drive Bitcoin volatility?
Ben Nouir, Jihed
;
Ben Haj Hamida, Hayet
- In:
Research in international business and finance
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014259035
Saved in:
29
Did David win a battle or the war against Goliath? : dynamic return and volatility connectedness between the GameStop stock and the high short interest indices
Aharon, David Y.
;
Kizys, Renatas
;
Umar, Zaghum
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014266177
Saved in:
30
Forecasting gold volatility with geopolitical risk indices
Li, Xiafei
;
Guo, Qiang
;
Liang, Chao
;
Umar, Muhammad
- In:
Research in international business and finance
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014266744
Saved in:
31
New evidence of extreme risk transmission between financial stress and international crude oil markets
Hong, Yanran
;
Li, Pan
;
Wang, Lu
;
Zhang, Yaojie
- In:
Research in international business and finance
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014276961
Saved in:
32
The impact of central bank digital currency variation on firm's implied volatility
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Hsieh, Hsin-Yi
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279249
Saved in:
33
Long memory and volatility persistence across BRICS stock markets
Tripathy, Nalini Prava
- In:
Research in international business and finance
63
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248974
Saved in:
34
Dynamics lead-lag relationship of jumps among Chinese stock index and futures market during the Covid-19 epidemic
Liu, Wenwen
;
Gui, Yiming
;
Qiao, Gaoxiu
- In:
Research in international business and finance
61
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246856
Saved in:
35
Implied volatility surface construction for commodity futures options traded in China
Xu, Wei
;
Šević, Aleksandar
;
Šević, Željko
- In:
Research in international business and finance
61
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014246888
Saved in:
36
Return and volatility spillovers between energy and BRIC markets : evidence from quantile connectedness
Syed Mabruk Billah
;
Sitara Karim
;
Naeem, Muhammad Abubakr
; …
- In:
Research in international business and finance
62
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014247237
Saved in:
37
Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns : comparative analysis of five epidemic outbreaks
Long, Shaobo
;
Guo, Jiaqi
- In:
Research in international business and finance
62
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014247242
Saved in:
38
Guarantee requirements by European central counterparties and international volatility spillovers
González-Urteaga, Ana
;
Rubio, Gonzalo
- In:
Research in international business and finance
62
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014247244
Saved in:
39
Supply chain management based on volatility clustering : the effect of CBDC volatility
Ding, Shusheng
;
Cui, Tianxiang
;
Wu, Xiangling
;
Du, Min
- In:
Research in international business and finance
62
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014247254
Saved in:
40
Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics
Brik, Hatem
;
El Ouakdi, Jihene
;
Ftiti, Zied
- In:
Research in international business and finance
62
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014247888
Saved in:
41
Forecasting realised volatility from search volume and overnight sentiment : evidence from China
Wang, Ping
;
Han, Wei
;
Huang, Chengcheng
;
Duy Duong
- In:
Research in international business and finance
62
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014247894
Saved in:
42
Time-frequency causality and connectedness between oil price shocks and the world food prices
Raza, Syed Ali
;
Guesmi, Khaled
;
Belaîd, Fateh
;
Shah, Nida
- In:
Research in international business and finance
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014247897
Saved in:
43
On the volatility of cryptocurrencies
Panagiōtidēs, Theodōros
;
Papapanagiotou, Georgios
; …
- In:
Research in international business and finance
62
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248505
Saved in:
44
Does mandatory CSR disclosure improve stock price informativeness? : evidence from China
Guo, Chunying
;
Yang, Baochen
;
Fan, Ying
- In:
Research in international business and finance
62
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248626
Saved in:
45
Asymmetric volatility dynamics in cryptocurrency markets on multi-time scales
Kakinaka, Shinji
;
Umeno, Ken
- In:
Research in international business and finance
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014248649
Saved in:
46
The COVID-19 pandemic, volatility, and trading behavior in the bitcoin futures market
Park, Beum-jo
- In:
Research in international business and finance
59
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013410802
Saved in:
47
Stock market volatility and the COVID-19 reproductive number
Díaz, Fernando
;
Henríquez, Pablo A.
;
Winkelried, Diego
- In:
Research in international business and finance
59
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013410805
Saved in:
48
False safe haven assets : evidence from the target volatility strategy based on recurrent neural network
Kaczmarek, Tomasz
;
Będowska-Sójka, Barbara
;
Grobelny, …
- In:
Research in international business and finance
60
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013412442
Saved in:
49
Is oil risk important for commodity-related currency returns?
Yin, Libo
;
Su, Zhi
;
Lu, Man
- In:
Research in international business and finance
60
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013412450
Saved in:
50
How to calm down the markets? : the effects of COVID-19 economic policy responses on financial market uncertainty
Deev, Oleg
;
Plíhal, Tomáš
- In:
Research in international business and finance
60
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013412475
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