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The impacts of international political and economic events on Japanese financial markets

Sultonov, Mirzosaid - In: International Journal of Financial Studies : open … 8 (2020) 3/43, pp. 1-10

research, we investigate the impacts of international information (news) on the financial markets in Japan. We examine how news … about the results of the Brexit referendum (BR) and the United States presidential election (USE) affected foreign exchange …

Persistent link: https://www.econbiz.de/10012291761

Volatility spillover and international contagion of housing bubbles

Bago, Jean-Louis; Akakpo, Koffi; Rherrad, Imad; … - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-14

Japan and its economic partners, namely, the United States, the Eurozone, and the United Kingdom. First, we apply a … housing prices. Second, we analyze the volatility spillover in housing prices between Japan and its economic partners using … bubble migration with time-varying coefficients. We document two historical bubble episodes from 1970 to 2018 in Japan …

Persistent link: https://www.econbiz.de/10012622423

Examining dynamic interdependencies among major global financial markets

Sehgal, Sanjay; Saini, Sakshi; Deisting, Florent - In: Multinational finance journal 23 (2019) 1/2, pp. 103-039

Persistent link: https://www.econbiz.de/10012547812

Empirical analysis of the relationship between basic energy sources and the tourism sector index

Muradzada, Imangulu; Akbulev, Nurkhodza - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 4, pp. 513-521

Persistent link: https://www.econbiz.de/10014373665

Should South Asian stock market investors think globally? : investigating safe haven properties and hedging effectiveness

Gazi, Md. Abu Issa; Nahiduzzaman, Md.; Sarker, Sanjoy Kumar - In: Economies : open access journal 12 (2024) 11, pp. 1-32

In this study, we examine the critical question of whether global equity and bond assets (both green and non-green) offer effective hedging and safe haven properties against stock market risks in South Asia, with a focus on Bangladesh, India, Pakistan, and Sri Lanka. The increasing integration...

Persistent link: https://www.econbiz.de/10015197820

The implication of cryptocurrency volatility on five largest African fnancial system stability

Joseph, Tonuchi E.; Jahanger, Atif; Owne, Joshua Chukwuma; … - In: Financial innovation : FIN 10 (2024), pp. 1-19

This study examined the interconnectedness and volatility correlation between crypto‑ currency and traditional fnancial markets in the fve largest African countries, address‑ ing concerns about potential spillover efects, especially the high volatility and lack of regulation in the...

Persistent link: https://www.econbiz.de/10014532465

Hedge effectiveness of put replication, gold, and oil on ASEAN-5 equities

Robiyanto, Robiyanto; Nugroho, Bayu Adi; Handriani, Eka; … - In: Financial innovation : FIN 6 (2020) 53, pp. 1-29

The previous studies have shown that capital market integration has increased in the ASEAN-5, implying that investors making investment diversification across ASEAN capital markets could only earn limited diversification advantages. To diversify their portfolios, equity investors must find other...

Persistent link: https://www.econbiz.de/10012418412

Volatility spillovers between the European and South African foreign exchange markets

Niyitegeka, Olivier; Tewari, Devi D. - In: Cogent economics & finance 8 (2020) 1, pp. 1-17

This article investigates the exchange rate volatility spillover and dynamic conditional correlation between the euro and the South African rand following the Eurozone sovereign debt crisis. It employs two multivariate generalized autoregressive conditional heteroskedasticity (MGARCH) models,...

Persistent link: https://www.econbiz.de/10012215203

Dynamic spillovers between gulf cooperation council's stocks, VIX, oil and gold volatility indices

Alqahtani, Abdullah; Chevallier, Julien - In: Journal of risk and financial management : JRFM 13 (2020) 4/69, pp. 1-17

This paper analyzes the conditional correlations between the stock market returns of countries that are members of the Gulf Cooperation Council (GCC). The innovative aspects of the paper consist of focusing on three volatility indices: the oil (OVX), gold (GVZ), and S&P500 (VIX) markets...

Persistent link: https://www.econbiz.de/10012302563

Dynamic linkages between the oil spot, oil futures, and stock markets : evidence from Dubai

Lamouchi, Rim Ammar; Alawi, Suha Mahmoud - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 1, pp. 377-383

Persistent link: https://www.econbiz.de/10012436020