Search Results - subject:"stock market linkage"

The impact of North Korean nuclear threat on stock market linkages in Northeast Asia : the case of South Korea, China, and Japan

Lee, Geesun - In: Finance research letters 66 (2024), pp. 1-5

Persistent link: https://www.econbiz.de/10015061190

COVID-19 pandemic and linkage between stock markets in Middle Eastern countries

Al-Khazaleh, Suhaib; Badwan, Nemer; Eriqat, Ibrahim; El … - In: Journal of Chinese Economic and Foreign Trade Studies 17 (2024) 2/3, pp. 112-132

Purpose The purpose of this study is to evaluate the linkage between stock markets in Middle Eastern countries before and during the COVID-19 pandemic by using daily and monthly data sets for the period from 2011 to 2021. Design/methodology/approach The multivariate BEKK-GARCH model was computed...

Persistent link: https://www.econbiz.de/10015349297

COVID-19 pandemic and linkage between stock markets in Middle Eastern countries

Al-Khazaleh, Suhaib; Badwan, Nemer; Ibrahim Eriqat; … - In: Journal of Chinese economic and foreign trade studies 17 (2024) 2/3, pp. 112-132

Persistent link: https://www.econbiz.de/10015418449

Spillovers of stock markets among the BRICS: New evidence in time and frequency domains before the outbreak of COVID-19 pandemic

Shi, Kai - In: Journal of Risk and Financial Management 14 (2021) 3, pp. 1-37

We attempted to comprehensively decode the connectedness among the abbreviation of five emerging market countries (BRICS) stock markets between 1 August 2002 and 31 December 2019 not only in time domain but also in frequency domain. A continuously varying spillover index based on forecasting...

Persistent link: https://www.econbiz.de/10012611669

Spillovers of stock markets among the BRICS : new evidence in time and frequency domains before the outbreak of COVID-19 pandemic

Shi, Kai - In: Journal of risk and financial management : JRFM 14 (2021) 3/112, pp. 1-37

Persistent link: https://www.econbiz.de/10012485149

International linkages of emerging market index futures, under the closure of underlying spot market : evidence from Indian Nifty futures

Sundararajan, Sivakumar; Balasubramanian, Senthil Arasu - In: Managerial finance 49 (2023) 3, pp. 577-593

Persistent link: https://www.econbiz.de/10014227233

Factor-augmented HAR model improves realized volatility forecasting

Kim, Dongwoo; Baek, Changryong - In: Applied economics letters 27 (2020) 12, pp. 1002-1009

Persistent link: https://www.econbiz.de/10012267030

International financial integration : stock return linkages and volatility transmission between Vietnam and advanced countries

Vo Xuan Vinh; Ellis, Craig - In: Emerging markets review 36 (2018), pp. 19-27

Persistent link: https://www.econbiz.de/10012114829