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Volatility spillovers between oil prices and the stock market under structural breaks

Ewing, Bradley T.; Malik, Farooq - In: Global finance journal 29 (2016), pp. 12-23

Persistent link: https://www.econbiz.de/10011714558

Breaks and outliers when modelling the volatility of the U.S. stock market

Chatzikonstanti, Vasiliki - In: Applied economics 49 (2017) 46, pp. 4704-4717

Persistent link: https://www.econbiz.de/10011844777

Volatility spillover among sector equity returns under structural breaks

Malik, Farooq - In: Review of quantitative finance and accounting 58 (2022) 3, pp. 1063-1080

Persistent link: https://www.econbiz.de/10013191782

Measuring volatility persistence and risk in Southern and East African stock markets

Coffie, William - In: International journal of economics and business research 9 (2015) 1, pp. 23-36

Persistent link: https://www.econbiz.de/10011332918

The only certainty is uncertainty : An analysis of the impact of COVID-19 uncertainty on regional stock markets

Szczygielski, Jan Jakub; Bwanya, Princess Rutendo; … - In: Finance research letters 43 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10014632284

The financial crisis of 2008 and stock market volatility : analysis and impact on emerging economies pre and post crisis

Rastogi, Shailesh - In: Afro-Asian Journal of Finance and Accounting : AAJFA 4 (2014) 4, pp. 443-459

Persistent link: https://www.econbiz.de/10011457448

Volatility in international stock markets : an empirical study during COVID-19

Chaudhary, Rashmi; Bakhshi, Priti; Gupta, Hemendra - In: Journal of risk and financial management : JRFM 13 (2020) 9/208, pp. 1-17

Predicting volatility is a must in the finance domain. Estimations of volatility, along with the central tendency … assignment of diversifying assets in order to form efficient portfolios with a higher risk to reward ratio. The objective of this … research is to analyze the influence of COVID-19 on the return and volatility of the stock market indices of the top 10 …

Persistent link: https://www.econbiz.de/10012384430

Political news and stock market reactions : evidence from Turkey over the period 2008-2017

Karime, Sleiman; Sayilir, Özlem - In: International journal of management and economics 55 (2019) 2, pp. 83-98

nonlinear volatility models (symmetric and asymmetric Generalized AutoRegressive Conditional Heteroskedasticity [GARCH … volatility of Borsa Istanbul 100 Index (BIST-100). Sample data cover the period from January 2008 to December 2017. The main …]-type models) were used to model and estimate BIST-100 volatility in response to political news. The findings of the paper …

Persistent link: https://www.econbiz.de/10012131511

Verteilungsmodelle und Risikomaße für Minimalrenditen

Mihai, Mihnea-Stefan - 2005

Persistent link: https://www.econbiz.de/10002948930

Political uncertainty and the thai stock market

Suthawan Prukumpai; Yuthana Sethapramote; Pongsak Luangaram - In: Southeast Asian journal of economics 10 (2022) 3, pp. 227-257

Persistent link: https://www.econbiz.de/10013492748