Works matching DE "VOLATILITY (Securities)"

Results: 1260

Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia.

Published in:

International Economics & Economic Policy, 2021, v. 18, n. 1, p. 157, doi. 10.1007/s10368-020-00484-0

By:

Cevik, Emrah Ismail;
Dibooglu, Sel;
Awad Abdallah, Atif;
Al-Eisa, Eisa Abdulrahman

Publication type:

Article

Rusya-Ukrayna Savaşının Gıda Fiyatları ile Finansal Piyasalar Arasındaki Bağlantılılık Üzerine Etkisi.

Published in:

Bingol University Journal of Economics & Administrative Science, 2023, v. 7, n. 2, p. 63, doi. 10.33399/biibfad.1327746

By:

DOĞRU, Ercüment

Publication type:

Article

The Relationship Between the Stock Market Volatility, Liquidity, Exchange Rate Return, and Stock Return During the COVID-19 Period: The case of the BIST 100 Index.

Published in:

Bingol University Journal of Economics & Administrative Science, 2023, v. 7, n. 1, p. 121, doi. 10.33399/biibfad.1222386

By:

BULUT, Emre;
ŞİMŞEK, Ahmed İhsan

Publication type:

Article

Market beta coefficient and enterprise risk management: A literature review.

Published in:

Research Papers in Economics & Finance, 2023, v. 7, n. 1, p. 67, doi. 10.18559/ref.2023.1.194

By:

Skorupski, Mike

Publication type:

Article

Existe-t-il un effet janvier sur les marchés des actions des pays d'Europe centrale et orientale?

Published in:

Revue des Sciences de Gestion, 2020, n. 303/304, p. 125

By:

Boulerne, Sandrine;
Nivoix, Sophie

Publication type:

Article

Volatility and Leverage: an Analysis of Latin American Companies.

Published in:

Revista Contabilidade, Gestao E Governanca, 2023, v. 26, n. 1, p. 32, doi. 10.51341/cgg.v26i1.2992

By:

Silva Rosa, Arthur Antonio;
de Sousa Ribeiro, Kárem Cristina;
Ferreira Carvalho, Luciano

Publication type:

Article

Evidence of the Economic Context in the Relationship Between Corporate Governance and Stock Market Volatility in the Brazilian Public Companies.

Published in:

Revista Contabilidade, Gestao E Governanca, 2021, v. 24, n. 1, p. 1, doi. 10.51341/1984-3925_2021v24n1a1

By:

Noguez Machado, Vanessa;
Dal Bem Venturini, Lauren;
Bianchi, Márcia;
dos Santos Martins, Marco Antônio

Publication type:

Article

Editorial.

Published in:

Revista Contabilidade, Gestao E Governanca, 2021, v. 24, n. 1, p. 1

By:

de Souza Gonçalves, Rodrigo;
de Oliveira Gonçalves, Andrea

Publication type:

Article

The contagion and spillover effects of stock returns between quasi-vertically integrated firms in Taiwan semiconductor industry.

Published in:

Journal of Business Administration (1025-9627), 2023, v. 48, n. 4, p. 67, doi. 10.53106/102596272023120484004

By:

Ping Chi;
Yeong-Jia Goo

Publication type:

Article

Chasing Lemmings: Modeling IT-Induced Misperceptions About the Strategic Situation as a Reason for Flash Crashes.

Published in:

Journal of Management Information Systems, 2015, v. 31, n. 4, p. 88, doi. 10.1080/07421222.2014.1001258

By:

Brandt, Tobias;
Neumann, Dirk

Publication type:

Article

IMPACT OF FOREIGN EXCHANGE RESERVE ON SELECT INDICES OF NATIONAL STOCK EXCHANGE IN INDIA.

Published in:

Prestige International Journal of Management & IT- Sanchayan, 2023, v. 12, n. 1, p. 62, doi. 10.37922/pijim.2023.v12i01.004

By:

S., Kaleeshwari;
Jegadeeshwaran, M.

Publication type:

Article

Stock Market Volatility Response to COVID-19: Evidence from Thailand.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 12, p. 592, doi. 10.3390/jrfm15120592

By:

Suwannapak, Suthasinee;
Chancharat, Surachai

Publication type:

Article

Do Stock Market Volatility and Cybercrime Affect Cryptocurrency Returns? Evidence from South African Economy.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 12, p. 589, doi. 10.3390/jrfm15120589

By:

Mthembu, Nosipho;
Sanusi, Kazeem Abimbola;
Eita, Joel Hinaunye

Publication type:

Article

Dependencies and Volatility Spillovers among Chinese Stock and Crude Oil Future Markets: Evidence from Time-Varying Copula and BEKK-GARCH Models.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 11, p. 491, doi. 10.3390/jrfm15110491

By:

Yu, Xiaoling;
Xiao, Kaitian

Publication type:

Article

Volatility Spillover among Japanese Sectors in Response to COVID-19.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 10, p. 480, doi. 10.3390/jrfm15100480

By:

Shigemoto, Hideto;
Morimoto, Takayuki

Publication type:

Article

International Information Spillovers and Asymmetric Volatility in South Asian Stock Markets.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 10, p. 471, doi. 10.3390/jrfm15100471

By:

Gajurel, Dinesh;
Chawla, Akhila

Publication type:

Article

Price Stability Properties and Volatility Analysis of Precious Metals: An ICSS Algorithm Approach.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 10, p. 465, doi. 10.3390/jrfm15100465

By:

Fatima, Sameen;
Gan, Christopher;
Hu, Baiding

Publication type:

Article

Volatility Spillovers between Stock Market and Hedge Funds: Evidence from Asia Pacific Region.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 9, p. N.PAG, doi. 10.3390/jrfm15090409

By:

Fatima, Sameen;
Gan, Christopher;
Hu, Baiding

Publication type:

Article

Volatility Spillover Effects during Pre-and-Post COVID-19 Outbreak on Indian Market from the USA, China, Japan, Germany, and Australia.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 9, p. N.PAG, doi. 10.3390/jrfm15090378

By:

Thangamuthu, Mohanasundaram;
Maheshwari, Suneel;
Naik, Deepak Raghava

Publication type:

Article

The Impacts of the Russia–Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 8, p. 352, doi. 10.3390/jrfm15080352

By:

Alam, Md. Kausar;
Tabash, Mosab I.;
Billah, Mabruk;
Kumar, Sanjeev;
Anagreh, Suhaib

Publication type:

Article

Connectedness between Sectors: The Case of the Polish Stock Market before and during COVID-19.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 8, p. 322, doi. 10.3390/jrfm15080322

By:

Chirilă, Viorica

Publication type:

Article

Do ESG Ratings Reduce the Asymmetry Behavior in Volatility?

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 8, p. 320, doi. 10.3390/jrfm15080320

By:

Zarafat, Hashem;
Liebhardt, Sascha;
Eratalay, Mustafa Hakan

Publication type:

Article

Is Bitcoin a Safe Haven for Indian Investors? A GARCH Volatility Analysis.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 7, p. 317, doi. 10.3390/jrfm15070317

By:

Murty, Sarika;
Victor, Vijay;
Fekete-Farkas, Maria

Publication type:

Article

The Economic Policy Uncertainty and Its Effect on Sustainable Investment: A Panel ARDL Approach.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 6, p. 254, doi. 10.3390/jrfm15060254

By:

Darsono, Susilo Nur Aji Cokro;
Wong, Wing-Keung;
Nguyen, Tran Thai Ha;
Wardani, Dyah Titis Kusuma

Publication type:

Article

The Impact of the U.S. Macroeconomic Variables on the CBOE VIX Index.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 3, p. 126, doi. 10.3390/jrfm15030126

By:

Prasad, Akhilesh;
Bakhshi, Priti;
Seetharaman, Arumugam

Publication type:

Article

A Study of the Machine Learning Approach and the MGARCH-BEKK Model in Volatility Transmission.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 3, p. 116, doi. 10.3390/jrfm15030116

By:

Joshi, Prashant;
Wang, Jinghua;
Busler, Michael

Publication type:

Article

The Mediating Effects of Implied Volatility and Exchange Rate on the U.S. Tourism-Growth Nexus.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 3, p. 112, doi. 10.3390/jrfm15030112

By:

Obi, Pat;
Ogbeide, Godwin-Charles

Publication type:

Article

Dynamic and Static Volatility Interruptions: Evidence from the Korean Stock Markets †.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 3, p. 105, doi. 10.3390/jrfm15030105

By:

Eom, Kyong Shik;
Kwon, Kyung Yoon;
La, Sung Chae;
Park, Jong-Ho

Publication type:

Article

The Dynamic Relationship between Investor Attention and Stock Market Volatility: International Evidence.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 2, p. N.PAG, doi. 10.3390/jrfm15020066

By:

Ben El Hadj Said, Imene;
Slim, Skander

Publication type:

Article

Integrated Intellectual Investment Portfolio as an Efficient Instrument to Manage Personal Financial Investment.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 1, p. 30, doi. 10.3390/jrfm15010030

By:

Rutkauskas, Aleksandras Vytautas;
Stasytytė, Viktorija

Publication type:

Article

Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 1, p. 18, doi. 10.3390/jrfm15010018

By:

Shiba, Sisa;
Cunado, Juncal;
Gupta, Rangan

Publication type:

Article

Methodological Foundations of the Risk of the Stock Markets of Developed and Developing Countries in the Conditions of the Crisis.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 1, p. 3, doi. 10.3390/jrfm15010003

By:

Burkaltseva, Diana;
Niyazbekova, Shakizada;
Borsch, Lyudmila;
Jallal, Mir Abdul Kayum;
Apatova, Nataliya;
Nurpeisova, Ardak;
Semenov, Alexander;
Zhansagimova, Ayagoz

Publication type:

Article

Dimension Reduction via Penalized GLMs for Non-Gaussian Response: Application to Stock Market Volatility.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 12, p. 583, doi. 10.3390/jrfm14120583

By:

Li, Tao;
Desmond, Anthony F.;
Stengos, Thanasis

Publication type:

Article

GARCH (1,1) Models and Analysis of Stock Market Turmoil during COVID-19 Outbreak in an Emerging and Developed Economy.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 12, p. 576, doi. 10.3390/jrfm14120576

By:

Setiawan, Budi;
Ben Abdallah, Marwa;
Fekete-Farkas, Maria;
Nathan, Robert Jeyakumar;
Zeman, Zoltan

Publication type:

Article

External Shocks and Volatility Overflow among the Exchange Rate of the Yen, Nikkei, TOPIX and Sectoral Stock Indices.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 11, p. 1, doi. 10.3390/jrfm14110560

By:

Sultonov, Mirzosaid

Publication type:

Article

Volatility Spillover Dynamics between Large-, Mid-, and Small-Cap Stocks in the Time-Frequency Domain: Implications for Portfolio Management.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 11, p. 1, doi. 10.3390/jrfm14110531

By:

Jena, Sangram Keshari;
Tiwari, Aviral Kumar;
Dash, Ashutosh;
Abakah, Emmanuel Joel Aikins

Publication type:

Article

Expectations Concordance and Stock Market Volatility: Knightian Uncertainty in the Year of the Pandemic.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 11, p. 1, doi. 10.3390/jrfm14110521

By:

Frydman, Roman;
Mangee, Nicholas

Publication type:

Article

A Wavelet Perspective of Crisis Contagion between Advanced Economies and the BRIC Markets.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 10, p. 1, doi. 10.3390/jrfm14100503

By:

Gurdgiev, Constantin;
O'Riordan, Conor

Publication type:

Article

Volatility Spillovers among Cryptocurrencies.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 10, p. 1, doi. 10.3390/jrfm14100493

By:

Smales, Lee A.

Publication type:

Article

COVID-19 and Islamic Stock Index: Evidence of Market Behavior and Volatility Persistence.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 8, p. 1, doi. 10.3390/jrfm14080389

By:

Saleem, Adil;
Bárczi, Judit;
Sági, Judit

Publication type:

Article

Optimizing Stock Market Returns during Global Pandemic Using Regression in the Context of Indian Stock Market.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 8, p. 1, doi. 10.3390/jrfm14080386

By:

Debnath, Pradip;
Srivastava, Hari Mohan

Publication type:

Article

COVID-19 Pandemic and Romanian Stock Market Volatility: A GARCH Approach.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 8, p. 1, doi. 10.3390/jrfm14080341

By:

Gherghina, Stefan Cristian;
Armeanu, Daniel Stefan;
Joldes, Camelia Catalina

Publication type:

Article

Evidence of Stock Market Contagion during the COVID-19 Pandemic: A Wavelet-Copula-GARCH Approach.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 7, p. 1, doi. 10.3390/jrfm14070329

By:

Alqaralleh, Huthaifa;
Canepa, Alessandra

Publication type:

Article

Volatility Spillover and International Contagion of Housing Bubbles.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 7, p. 1, doi. 10.3390/jrfm14070287

By:

Bago, Jean-Louis;
Akakpo, Koffi;
Rherrad, Imad;
Ouédraogo, Ernest

Publication type:

Article

Volatility Spillovers among Developed and Developing Countries: The Global Foreign Exchange Markets.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 6, p. 1, doi. 10.3390/jrfm14060270

By:

Mohammed, Walid Abass

Publication type:

Article

The Incidence of Spillover Effects during the Unconventional Monetary Policies Era.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 6, p. 1, doi. 10.3390/jrfm14060242

By:

Lacava, Demetrio;
Domianello, Luca Scaffidi

Publication type:

Article

Financial Contagion: A Tale of Three Bubbles.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 5, p. 1, doi. 10.3390/jrfm14050229

By:

Burks, Nathan;
Fadahunsi, Adetokunbo;
Hibbert, Ann Marie

Publication type:

Article

Risk Spillover during the COVID-19 Global Pandemic and Portfolio Management.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 5, p. 1, doi. 10.3390/jrfm14050222

By:

Yousfi, Mohamed;
Dhaoui, Abderrazak;
Bouzgarrou, Houssam

Publication type:

Article

New Dataset for Forecasting Realized Volatility: Is the Tokyo Stock Exchange Co-Location Dataset Helpful for Expansion of the Heterogeneous Autoregressive Model in the Japanese Stock Market?

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 5, p. 1, doi. 10.3390/jrfm14050215

By:

Takuo Higashide;
Katsuyuki Tanaka;
Takuji Kinkyo;
Shigeyuki Hamori

Publication type:

Article

Spillovers of Stock Markets among the BRICS: New Evidence in Time and Frequency Domains before the Outbreak of COVID-19 Pandemic.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 3, p. 1, doi. 10.3390/jrfm14030112

By:

Kai Shi

Publication type:

Article