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VIX and Major Agricultural Future Markets : Dynamic Linkage and Time-Frequency Relations Around the COVID-19 Outbreak

Zeng, Hongjun; Lu, Ran - 2022

The purpose of this paper is to examine the volatility spillover and lead-lag relationship between the CBOE Volatility Index (VIX) and the major agricultural future markets before and during the COVID-19 outbreak. The VAR-BEKK-GARCH method and wald test were used, as was the wavelet transform....

Persistent link: https://www.econbiz.de/10013298178

Market integration and volatility spillover across major East Asian stock and Bitcoin markets : an empirical assessment

Zeng, Hongjun; Ahmed, Abdullahi Dahir - In: International journal of managerial finance : IJMF 19 (2023) 4, pp. 772-802

Persistent link: https://www.econbiz.de/10014326092

Stock market and aggregate investment behavior in Malaysia : an empirical analysis

Ibrahim, Mansor Haji; Ahmed, Abdullahi Dahir - In: Transition studies review 20 (2013) 2, pp. 265-284

Persistent link: https://www.econbiz.de/10010192941

Simultaneous effects of clustering and endogeneity on the underpricing difference of IPO firms : a global evidence

Jamaani, Fouad; Ahmed, Abdullahi Dahir - In: Research in international business and finance 54 (2020), pp. 1-26

Persistent link: https://www.econbiz.de/10012581334

Linkages among energy price, exchange rates and stock markets : evidence from emerging African economies

Ahmed, Abdullahi Dahir; Huo, Rui - In: Applied economics 52 (2020) 18, pp. 1921-1935

Persistent link: https://www.econbiz.de/10012197624

Demystifying the paradoxical popularity of stock buybacks in a market environment characterised by high stock prices

Ndayisaba, Gilbert Amahoro; Ahmed, Abdullahi Dahir - In: International review of financial analysis 78 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10013252639