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This investigation focuses on the volatility of stock returns in the Belgian Stock Exchange from the period of April 1991 to April 2008. Empirical results have shown that there is a mean and volatility spillover effect from the big European markets. There are also mean spillover effects from the...
Persistent link: https://www.econbiz.de/10013155011
Persistent link: https://www.econbiz.de/10011789377
This paper analyzes the volatility of stock returns on the Belgian stock exchange during the period April 1991 to April 2008. The empirical analysis showed that there is a mean and volatility spillover effect from the big European markets. There are also mean spillover effects from the markets...
Persistent link: https://www.econbiz.de/10013296630
This study aimed to investigate the interactions between Bitcoin to euro, gold, and STOXX50 during the period of COVID-19. First, a bibliometric analysis based on the R package was applied to highlight the research trends in the field during the period of the COVID-19 pandemic. While...
Persistent link: https://www.econbiz.de/10014284682
Purpose of this paper - The current paper aims to analyze the impact of the debt crisis on the FTSE/ASE 20 index volatility. The research also examines the impact of powerful foreign capital markets on the Greek Stock Exchange market, the seasonality returns (Day-of-the-Week effect) and the...
Persistent link: https://www.econbiz.de/10013001460
Persistent link: https://www.econbiz.de/10003427033
Persistent link: https://www.econbiz.de/10003714680
Persistent link: https://www.econbiz.de/10011448224
Purpose of this paper - The current paper aims to analyze the impact of the debt crisis on the FTSE / ASE 20 index volatility. The research also examines the impact of powerful foreign capital markets on the Greek Stock Exchange market, the seasonality returns (Day-of-the-Week effect) and the...
Persistent link: https://www.econbiz.de/10011433994
Persistent link: https://www.econbiz.de/10011549907