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The spillover effects among financial stress, investor sentiment, and GCC stock markets : evidence under the bearish and bullish market states
Soltani, Hayet; Abbes, Mouna Boujelbène - In: Journal of Chinese economic and business studies 23 (2025) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10015189520
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Googling investor's sentiment, financial stress and dynamics of European market indexes : a Markov chain analysis
Souissi, Fayrouz; Trichilli, Yousra; Abbes, Mouna … - In: International journal of bonds and derivatives 4 (2020) 2, pp. 152-178
Persistent link: https://www.econbiz.de/10012505160
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Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang; Liu, Bing-Yue; Cuñado Eizaguirre, Juncal; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
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Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree; Forbes, Catherine Scipione; … - In: Journal of applied econometrics 32 (2017) 3, pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
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Earnings quality and the heterogeneous relation between earnings and stock returns
Isidro, Helena; Dias, José G. - In: Review of quantitative finance and accounting 49 (2017) 4, pp. 1143-1165
Persistent link: https://www.econbiz.de/10011797598
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Markov switching model of Philippine stock market volatility
Almonares, Ray Anthony L. - In: DLSU business & economics review 29 (2019) 1, pp. 24-30
Persistent link: https://www.econbiz.de/10012263945
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Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua; Ding, Jin; Chu, Guoqing; Xu, Dinghai; … - In: Applied economics 53 (2021) 7, pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
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The impact of oil price and exchange rate on momentum strategy profits in stock market : evidence from oil-rich developing countries
Zolfaghari, Mehdi; Sahabi, Bahram - In: Review of managerial science : RMS 15 (2021) 7, pp. 1981-2023
Persistent link: https://www.econbiz.de/10012660360
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The impact of tradeoff between risk and return on mean reversion in sovereign CDS markets
Mili, Mehdi - In: Research in international business and finance 48 (2019), pp. 187-200
Persistent link: https://www.econbiz.de/10012135869
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Volatility spillover shifts in global financial markets
BenSaïda, Ahmed; Litimi, Houda; Abdallah, Oussama - In: Economic modelling 73 (2018), pp. 343-353
Persistent link: https://www.econbiz.de/10012100545