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Volatility
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ECONIS (ZBW)
99
RePEc
6
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1
Impacts of U.S. stock market crash on South African top sector indices, volatility, and market linkages : evidence of copula-based BEKK-GARCH models
Mudiangombe, Benjamin
;
Muteba Mwamba, John
- In:
International Journal of Financial Studies : open …
11
(
2023
)
2
,
pp. 1-19
This paper examines the effects of the Standard and Poor’s 500 (SP500) stock index crash during the
global
financial
…
crisis
and the COVID-19 pandemic periods on the South African top sector indices (basic materials, consumer goods, consumer …
Persistent link: https://www.econbiz.de/10014382640
Saved in:
2
Analysing implied volatility smirk to predict the US stock market crash during the
global
financial
crisis
Bhuiyan, Tanvir
;
Hoque, Ariful
;
Le, Thi
- In:
Journal of open innovation : technology, market, and …
9
(
2023
)
4
,
pp. 1-12
during the
Global
Financial
Crisis
(GFC) through the in-sample and out-of-sample tests. The in-sample investigation was …
Persistent link: https://www.econbiz.de/10014513692
Saved in:
3
Equity return volatility in Africa's stock markets : a dynamic panel approach
Aawaar, Godfred
;
Logogye, Louis
;
Domeher, Daniel
- In:
Cogent economics & finance
11
(
2023
)
2
,
pp. 1-14
-crisis periods (
Global
Financial
Crisis
(GFC) and COVID-19 pandemic) reveal that (1) African stock markets became sensitive to …
Persistent link: https://www.econbiz.de/10014501248
Saved in:
4
Equity return volatility in Africa's stock markets : a dynamic panel approach
Aawaar, Godfred
;
Logogye, Louis
;
Domeher, Daniel
- In:
Cogent economics & finance
11
(
2023
)
2
,
pp. 1-22
-crisis periods (
Global
Financial
Crisis
(GFC) and COVID-19 pandemic) reveal that (1) African stock markets became sensitive to …
Persistent link: https://www.econbiz.de/10014501255
Saved in:
5
Do macroeconomic volatilities affect stock price volatility in Pakistan? : an empirical assessment using firm-level data
Rashid, Abdul
;
Rauf, Rashid
;
Imran, Muhammad
- In:
Pakistan journal of applied economics : PJAE
32
(
2022
)
2
,
pp. 145-168
Persistent link: https://www.econbiz.de/10014449798
Saved in:
6
Analysis of output and output volatility connectedness of Nigeria, USA, China and India : new empirical insights from the
global
financial
crisis
versus 2016 Nigerian recession
Anthony-Orji, Onyinye I.
;
Nwodo, Ikenna Paulinus
;
Orji, …
- In:
Journal of financial economic policy
16
(
2024
)
1
,
pp. 34-59
Persistent link: https://www.econbiz.de/10014470893
Saved in:
7
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Woo Joong
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012695792
Saved in:
8
Analysis of financial contagion in influential African stock markets
Aderajo, Oluwatosin Mary
;
Olaniran, Oladotun Daniel
- In:
Future Business Journal
7
(
2021
),
pp. 1-9
Drawing from the experience of the
global
financial
crisis
that sprang forth from the US stock market, an empirical …
Persistent link: https://www.econbiz.de/10012493750
Saved in:
9
Comparing the impact of Chinese and U.S. economic policy uncertainty on the volatility of major global stock markets
Shi, Yujie
;
Wang, Liming
- In:
Global finance journal
57
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014479044
Saved in:
10
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
Saved in:
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