Search Results - subject:"STOCK MARKETS"

Islamic vs. conventional equity markets : a multifractal cross-correlation analysis with economic policy uncertainty

Aslam, Faheem; Ferreira, Paulo; Ali, Haider; Arifa; … - In: Economies : open access journal 11 (2023) 1, pp. 1-18

There is ample evidence that Islamic stock markets perform differently from conventional stock markets, particularly … this context, this paper examines the US EPU's cross-correlation with both conventional and Islamic stock markets from the …-range cross-correlation between US EPU and all the stock markets considered, demonstrating that all pairs of US EPU have strong …

Persistent link: https://www.econbiz.de/10013500735

Islamic vs. conventional equity markets: A multifractal cross-correlation analysis with economic policy uncertainty

Aslam, Faheem; Ferreira, Paulo; Ali, Haider; Oliveira, … - In: Economies 11 (2023) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10015468898

Is Davos more than a boondoggle?

Fuchs, Andreas; Leue, Sebastian; Rose, Andrew - 2025

Since 1971, the World Economic Forum (WEF) Annual Meeting in Davos has attracted the leadership of global corporations. Attendance may offer economic benefits through networking and political support or provide only private gains without measurable impact. Through creating a novel database of...

Persistent link: https://www.econbiz.de/10015404587

Dynamic shock-transmission mechanism between U.S. trade policy uncertainty and Sharia-compliant stock market volatility of GCC economies

Tabash, Mosab I.; Issa, Suzan Sameer; Mansour, Marwan; … - In: Risks : open access journal 13 (2025) 3, pp. 1-57

volatility inherent in the Gulf Cooperation Council (GCC) Islamic stock markets by employing the novel Quantile Vector Auto …

Persistent link: https://www.econbiz.de/10015358893

Stock market volatility and multi-scale positive and negative bubbles

Gupta, Rangan; Nel, Jacobus; Nielsen, Joshua; … - In: The North American journal of economics and finance : a … 75 (2025) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10015359814

Greater fragility, greater exposure : a network-based analysis of climate policy uncertainty shocks and G20 stock markets stability

Wan, Yu-fan; Wang, Ming-hui; Wu, Feng-lin - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-23

Persistent link: https://www.econbiz.de/10015371770

Combining low-volatility and momentum : recent evidence from the Nordic equities

Grobys, Klaus; Fatmy, Veda; Rajalin, Topias - In: Applied economics 57 (2025) 26, pp. 3543-3559

Persistent link: https://www.econbiz.de/10015442989

Is Davos more than a boondoggle?

Fuchs, Andreas; Leue, Sebastian Stephan; Rose, Andrew - 2025

Persistent link: https://www.econbiz.de/10015405287

Inter-market mean and volatility spillover dynamics between cryptocurrencies and an emerging stock market : evidence from Thailand and sectoral analysis

Zhang, Yanjia; Lo, Shih-tse; Sutthiphisal, Dhanoos - In: Risks : open access journal 13 (2025) 4, pp. 1-29

The increasing interaction between the equity market and cryptocurrencies has raised concerns about volatility spillovers; however, empirical evidence about sectoral-specific spillover effects in emerging markets is scarce and hard to find. Existing research mainly concentrates on developed...

Persistent link: https://www.econbiz.de/10015408930

Predicting the conditional distribution of US stock market systemic Stress : the role of climate risks

Caporin, Massimiliano; Caraiani, Petre; Cepni, Oguzhan; … - In: Journal of international financial markets, … 101 (2025), pp. 1-21

Persistent link: https://www.econbiz.de/10015412359