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GARCH (1,1) models and analysis of stock market turmoil during COVID-19 outbreak in an emerging and developed economy

Setiawan, Budi; Abdallah, Marwa Ben; Fekete-Farkas, Maria; … - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-19

, this study investigates the impact of COVID-19 pandemic on stock market returns and volatility in an emerging economy, i … stock market volatility data from the global financial crisis in 2007/08. Findings reveal that the recent COVID-19 pandemic … developed economy’s equity market. Stock markets in Indonesia and Hungary have experienced volatility during the crisis. While …

Persistent link: https://www.econbiz.de/10012798651

Nexus between stock exchange index and exchange rates

Alam, Md. Zahangir; Rahim, Muhammad Abdur - In: International journal of economics, finance and … 1 (2013) 6, pp. 330-334

Persistent link: https://www.econbiz.de/10010341521

The dynamics of exchange market pressure and inflation in Iran : regime switching approach

Sayadi, Mohammad; Omidi, Meysam - In: Iranian journal of economic studies : IJES 8 (2019) 2, pp. 225-252

Persistent link: https://www.econbiz.de/10012220592

Robust value-at-risk forecasting of Karachi Stock Exchange

Iqbal, Farhat - In: Afro-Asian Journal of Finance and Accounting : AAJFA 7 (2017) 2, pp. 130-146

Persistent link: https://www.econbiz.de/10011748632

Capital market volatility MGARCH analysis : evidence from Southeast Asia

Rusmita, Sylva Alif; Rani, Lina Nugraha; Swastika, Putri; … - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 11, pp. 117-126

Persistent link: https://www.econbiz.de/10012671647

Seasonal patterns on the Johannesburg Stock Exchange : some new evidence

LeRoux, Jean; Smit, Eon van der M. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 25 (2001) 1, pp. 27-62

Persistent link: https://www.econbiz.de/10001577758

Modelling returns on stock indices for western and central european stock exchanges - Markov switching approach

Białkowski, Je̜drzej - In: South-Eastern Europe journal of economics : SEEJE ; the … 2 (2004) 2, pp. 81-100

Persistent link: https://www.econbiz.de/10002881836

A study on unfolding asymmetric volatility in selected IT stocks in NSE

Suryanarayana, K.S.; Kandi, V. S. Prasad; Yasaswi, K. … - In: International journal of electronic finance : IJEF 14 (2025) 2, pp. 214-228

Persistent link: https://www.econbiz.de/10015357833

Estimation of asymmetric stochastic volatility models for stock-exchange index returns

Del Carmen García Centeno, María; Minguez Salido, Román - In: International advances in economic research : IAER ; an … 15 (2009) 1, pp. 71-87

Persistent link: https://www.econbiz.de/10003813391

Acts of terrorism and their impacts on stock index returns and volatility : the cases of the Karachi and Tehran stock exchanges

Nguyen, Anh Phuong; Enomoto, Carl E. - In: International business and economics research journal 8 (2009) 12, pp. 75-86

Persistent link: https://www.econbiz.de/10003945829