Similar Search Results

Risk-return relationship for stock-market investments : a study of the implied volatility index of Japan (VXJ)

Narwal, Karam Pal; Sheera, Ved Pal; Mittal, Ruhee; … - In: South Asian journal of management : SAJM 25 (2018) 1, pp. 64-82

Persistent link: https://www.econbiz.de/10011888130

Does US infectious disease equity market volatility index predict G7 stock returns? : evidence beyond symmetry

Gohar, Raheel; Salman, Asma; Uche, Emmanuel; Derindag, … - In: Annals of financial economics 18 (2023) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10014442587

Empirical analysis of the "China-US factor" in stock market linkages

Qian, Huai; Yang, Bingkun; Huang, Weihua - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 6, pp. 1118-1129

Persistent link: https://www.econbiz.de/10014567007

Distribution specific dependence and causality between industry-level U.S. credit and stock markets

Shahzad, Syed Jawad Hussain; Mensi, Walid; Hammoudeh, … - In: Journal of international financial markets, … 52 (2018), pp. 114-133

Persistent link: https://www.econbiz.de/10011986230

Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions

Belke, Ansgar; Gokus, Christian - 2011

concentrate on modeling the conditional mean. However, financial time series exhibit certain stylized features such as volatility … to address this issue and to gain insights on the volatility patterns of CDS spreads, bond yield spreads and stock prices … creditworthiness of debtors more reliably. The obtained findings suggest that volatility takes a significant higher level in times of …

Persistent link: https://www.econbiz.de/10010209431

Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions

Belke, Ansgar; Gokus, Christian - In: International journal of economics and finance 6 (2014) 7, pp. 53-70

Persistent link: https://www.econbiz.de/10010384712

Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries

Mensi, Walid; Hammoudeh, Shawkat; Vo Xuan Vinh; Kang, … - In: Journal of international financial markets, … 75 (2021), pp. 1-27

Persistent link: https://www.econbiz.de/10012820834

Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?

Mensi, Walid; Kamal, Md Rajib; Vo Xuan Vinh; Kang, Sang Hoon - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014485327

Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis

Chen, Xiuwen - In: Applied economics 55 (2023) 48, pp. 5637-5652

Persistent link: https://www.econbiz.de/10014335498

The seasonal anomalies in the investors' fear gauge index

Shaikh, Imlak - In: Research bulletin / The Institute of Cost Accountants … 42 (2016) 1, pp. 247-254

Persistent link: https://www.econbiz.de/10011622307