Search Results - subject:"Volatilität"

Idiosyncratic volatility and the cross-section of abnormal returns in Pakistan : evidence from a country with religious bans on lotteries and substantive institutional investor par...

Khurram, Muhammad Usman; Ali, Fahad; Ülkü, Numan - In: International review of economics & finance : IREF 98 (2025), pp. 1-22

Persistent link: https://www.econbiz.de/10015330660

Investigation of emerging market stress under various frequency bands : evidence from FX market uncertainty and liquidity

Gunay, Samet; Dömötör, Barbara; Víg, Attila András - In: Emerging markets review 65 (2025), pp. 1-36

Persistent link: https://www.econbiz.de/10015329921

Oil price shocks and airlines stock return and volatility : a GFEVD analysis

Cai, Yifei; Zhang, Yahua; Zhang, Anming - In: Economics of Transportation : the official journal of … 41 (2025), pp. 1-12

Persistent link: https://www.econbiz.de/10015329608

Markov switching volatility connectedness across international CDS markets

Mensi, Walid; Gemici, Eray; Polat, Müslüm; Kang, Sang Hoon - In: International review of economics & finance : IREF 98 (2025), pp. 1-17

Persistent link: https://www.econbiz.de/10015330587

Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital

Cevik, Emrah Ismail; Kenç, Turalay; Goodell, John W.; … - In: International review of economics & finance : IREF 97 (2025), pp. 1-23

Persistent link: https://www.econbiz.de/10015327028

Resilience or returns : assessing green equity index performance across market regimes

An Thi Thuy Duong - In: International review of economics & finance : IREF 97 (2025), pp. 1-21

Persistent link: https://www.econbiz.de/10015327258

Dynamic conditional correlation between green and grey energy ETF markets using cDCC-MGARCH model

Algarhi, Amr Saber - In: Applied economics letters 32 (2025) 6, pp. 835-842

Persistent link: https://www.econbiz.de/10015329872

Extreme dependence, connectedness, and causality between US sector stocks and oil shocks

Mensi, Walid; Gök, Remzi; Gemici, Eray; Vo Xuan Vinh; … - In: International review of economics & finance : IREF 98 (2025), pp. 1-26

Persistent link: https://www.econbiz.de/10015333022

Banking networks and economic growth : from idiosyncratic shocks to aggregate fluctuations

Kundu, Shohini; Vats, Nishant - 2025

This paper investigates the role of banking networks in the transmission of shocks across borders. Combining banking deregulation in the US with state-level idiosyncratic demand shocks, we show that geographically diversified banks reallocate funds from economies experiencing negative shocks to...

Persistent link: https://www.econbiz.de/10015333049

Time-varying local projections with stochastic volatility

Nakajima, Jouchi - 2025

Persistent link: https://www.econbiz.de/10015332533

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