Search Results - subject:"volatility dynamics"

Impact of sustainability uncertainty on the volatility dynamics of digital asset class

Dutta, Anupam - In: Journal of open innovation : technology, market, and … 12 (2026) 1, pp. 1-10

ESG-based sustainability uncertainty index (ESGUI) and examine its effect on the volatility dynamics of Bitcoin and … requires a continuous investigation, this empirical research, unlike the existing literature, explores if the volatility … dynamics of digital assets are driven by the changes in sustainability uncertainty. In doing so, we use a recently developed …

Persistent link: https://www.econbiz.de/10015639595

Towards examining the volatility of top market-cap cryptocurrencies throughout the COVID-19 outbreak and the Russia-Ukraine war : empirical evidence from GARCH-type models

Gherghina, Ştefan Cristian; Constantinescu, … - In: Risks : open access journal 13 (2025) 3, pp. 1-43

The cryptocurrency market, known for its inherent volatility, has been significantly influenced by external shocks, particularly during periods of global crises such as the COVID-19 pandemic and the Russia-Ukraine war. This study investigates the volatility of the top seven cryptocurrencies by...

Persistent link: https://www.econbiz.de/10015358888

Markovian analysis of U.S. Treasury volatility : asymmetric responses to macroeconomic announcements

Gigante, Gimede; Guarniero, Pieralberto; Pasini, Simona - In: Economics letters 239 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10015076688

A new channel for global volatility propagation

Chen, Shuning; Wang, Jian-xin - In: The European journal of finance 30 (2024) 5, pp. 481-502

Persistent link: https://www.econbiz.de/10014547893

Connectedness between the crude oil futures and equity markets during the pre- and post-financialisation eras

Wadud, Sania; Durand, Robert B.; Gronwald, Marc - 2021

for volatility dynamics while contributing to financialisation debate. …

Persistent link: https://www.econbiz.de/10012599014

Dynamic volatility spillovers across the Extended Greater China Region stock markets

Diaz, John Francis - In: Global economy journal : GEJ 21 (2021) 1, pp. 2150003-1-2150003-22

Persistent link: https://www.econbiz.de/10012805962

Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras

Wadud, Sania; Durand, Robert B.; Gronwald, Marc - 2021

for volatility dynamics while contributing to financialisation debate. …

Persistent link: https://www.econbiz.de/10012657908

Shanghai crude oil futures : returns independence, volatility asymmetry, and hedging potential

Naqvi, Bushra; Mirza, Nawazish; Umar, Muhammad; Rizvi, … - In: Energy economics 128 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10015072668

The opposing effects of complexity and information content on uncertainty dynamics : evidence from 10-K filings

Bae, Joon Woo; Belo, Frederico; Li, Jun; Lin, Xiaoji; … - In: Management science : journal of the Institute for … 69 (2023) 10, pp. 6313-6332

Persistent link: https://www.econbiz.de/10014393058

Euro area stock markets integration : empirical evidence after the end of 2010 debt crisis

Stoupos, Nikolaos; Kiohos, Apostolos - In: Finance research letters 46 (2022) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10013341843