Works about MARKET volatility

Results: 5000

Macroprudential Regulation, Quantitative Easing, and Bank Lending.

Published in:

Review of Financial Studies, 2025, v. 38, n. 5, p. 1545, doi. 10.1093/rfs/hhae085

By:

Orame, Andrea;
Ramcharan, Rodney;
Robatto, Roberto

Publication type:

Article

How Does Stock Market Volatility Affect Wealth Inequality? — Evidence from the Perspective of Portfolio Heterogeneity.

Published in:

Emerging Markets Finance & Trade, 2025, v. 61, n. 9, p. 2786, doi. 10.1080/1540496X.2024.2430516

By:

Li, Jiashan;
Yi, Xingjian;
Yang, Biyun;
Zhou, Li

Publication type:

Article

Does investor sentiment predict the S&P500? Evidence from the 1990s to the Covid-19 pandemic.

Published in:

Journal of Behavioral Finance, 2025, v. 26, n. 2, p. 260, doi. 10.1080/15427560.2023.2294813

By:

Brady, Ryan R.

Publication type:

Article

From Shanghai to Wall Street: The Influence of Chinese News Sentiment on US Stocks.

Published in:

Journal of Behavioral Finance, 2025, v. 26, n. 2, p. 187, doi. 10.1080/15427560.2023.2270100

By:

Nyakurukwa, Kingstone;
Seetharam, Yudhvir

Publication type:

Article

Press Freedom as a Risk Factor: Effects on Volatility and Uncertainty.

Published in:

Journal of Portfolio Management, 2025, v. 51, n. 7, p. 194, doi. 10.3905/jpm.2025.1.705

By:

Duarte, Diogo;
Rouxelin, Florent;
Saporito, Yuri F.;
Targino, Rodrigo

Publication type:

Article

Climate Change Uncertainty and Volatility of Clean Energy Portfolios: An Asset Pricing Perspective.

Published in:

Journal of Portfolio Management, 2025, v. 51, n. 7, p. 134, doi. 10.3905/jpm.2025.1.708

By:

Ciner, Cetin;
Karagozoglu, Ahmet K.

Publication type:

Article

Editors' Introduction to the 2025 Special Issue on Novel Risks and Sources of Volatility: Identification and Measurement Challenges for Portfolio Management.

Published in:

Journal of Portfolio Management, 2025, v. 51, n. 7, p. 1, doi. 10.3905/jpm.2025.1.704

By:

Fabozzi, Frank J.;
Karagozoglu, Ahmet K.

Publication type:

Article

The application of multiple-output quantile regression to the US financial cycle.

Published in:

Econometric Reviews, 2025, v. 44, n. 6, p. 696, doi. 10.1080/07474938.2025.2454410

By:

Franta, Michal

Publication type:

Article

OPPORTUNITIES IN ARBITRATION OF DERIVATIVES VOLATILITY: RISK MANAGEMENT AND CONTROL.

Published in:

Environmental & Social Management Journal / Revista de Gestão Social e Ambiental, 2025, v. 19, n. 4, p. 1, doi. 10.24857/rgsa.v19n4-105

By:

Richena, Daniel Gustavo;
Santos Junior, Luiz Carlos

Publication type:

Article

Dataset on sentiment-based cryptocurrency-related news and tweets in English and Malay language.

Published in:

Language Resources & Evaluation, 2025, v. 59, n. 2, p. 807, doi. 10.1007/s10579-024-09733-z

By:

Mohamad Zamani, Nur Azmina;
Kamaruddin, Norhaslinda;
Yusof, Ahmad Muhyiddin B.

Publication type:

Article

Simulation Monte Carlo methods in extended stochastic volatility models.

Published in:

Intelligent Systems in Accounting, Finance & Management, 2002, v. 11, n. 2, p. 109, doi. 10.1002/isaf.215

By:

Šimandl, Miroslav;
Soukup, Tomáš

Publication type:

Article

An approximation algorithm for optimal consumption/investment problems.

Published in:

Intelligent Systems in Accounting, Finance & Management, 2002, v. 11, n. 2, p. 55, doi. 10.1002/isaf.213

By:

Das, Sanjiv Ranjan;
Sundaram, Rangarajan K.

Publication type:

Article

Multivariate volatility analysis of VW stock prices.

Published in:

Intelligent Systems in Accounting, Finance & Management, 2000, v. 9, n. 1, p. 35, doi. 10.1002/(SICI)1099-1174(200003)9:1<35::AID-ISAF176>3.0.CO;2-V

By:

Herwartz, Helmut;
Lütkepohl, Helmut

Publication type:

Article

Investor's Perspectives on Gold and Silver Investment in India.

Published in:

SDMIMD Journal of Management, 2025, v. 16, n. 1, p. 57, doi. 10.18311/sdmimd/2025/43844

By:

Shihabudheen, M. T.;
Santhosh Kumar, P. K.

Publication type:

Article

と投資家の情報処理のに関する実証研究.

Published in:

Contemporary Disclosure Research, 2024, v. 20, p. 1

By:

杜雪菲

Publication type:

Article

Solving dynamic facility layout problem using a hybridized heuristic dynamic programming approach.

Published in:

Journal of the Operational Research Society, 2025, v. 76, n. 6, p. 1066, doi. 10.1080/01605682.2024.2408390

By:

Salimpour, Saeideh;
Pourvaziri, Hani;
Azab, Ahmed

Publication type:

Article

Aşırı Güven Eğiliminin Test Edilmesi: BİST Hizmet ve Sanayi Sektörü Örneği.

Published in:

Gaziantep University Journal of Social Sciences, 2025, v. 24, n. 2, p. 800, doi. 10.21547/jss.1446430

By:

KIZILTEPE, Cansel;
AKSOY, Barış

Publication type:

Article

ON THE IMPLIED VOLATILITY OF EUROPEAN AND ASIAN CALL OPTIONS UNDER THE STOCHASTIC VOLATILITY BACHELIER MODEL.

Published in:

International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 7/8, p. 1, doi. 10.1142/S0219024925500037

By:

ALÒS, ELISA;
NUALART, EULALIA;
PRAVOSUD, MAKAR

Publication type:

Article

Growth dynamics and sectoral instability in livestock and poultry: a policy-centric analysis with focus on Maharashtra.

Published in:

Discover Agriculture, 2025, v. 3, n. 1, p. 1, doi. 10.1007/s44279-025-00209-4

By:

Navyasree, Ponnaganti;
Paul, Nobin Chandra;
Kumar, K. Ravi;
Nangare, Dhananjay D.;
Kochewad, S. A.;
Reddy, K. Sammi

Publication type:

Article

FINANCING INNOVATIVE-STRATEGIC DEVELOPMENT OF ENTERPRISES IN THE CONTEXT OF THE EXPERIENCE ECONOMY.

Published in:

Financial & Credit Activity: Problems of Theory & Practice, 2025, v. 2, n. 61, p. 430, doi. 10.55643/fcaptp.2.61.2025.4616

By:

Iastremska, Olesia;
Bielienkova, Olha;
Bondar-Pidhurska, Oksana;
Skakun, Volodymyr;
Ruban, Vira;
Khimich, Sviatoslav

Publication type:

Article

Managing the Risk via the Chi-Squared Distribution in VaR and CVaR with the Use in Generalized Autoregressive Conditional Heteroskedasticity Model.

Published in:

Mathematics (2227-7390), 2025, v. 13, n. 9, p. 1410, doi. 10.3390/math13091410

By:

Soleymani, Fazlollah;
Ma, Qiang;
Liu, Tao

Publication type:

Article

Valuation of options subject to default risk under a mixed fractional and multiscale stochastic volatility model.

Published in:

Advances in Continuous & Discrete Models, 2025, v. 2025, n. 1, p. 1, doi. 10.1186/s13662-025-03953-5

By:

Lee, Min-Ku;
Kim, Jeong-Hoon

Publication type:

Article

Ekonomik politika belirsizlikleri ile pay senedi piyasası oynaklığı arasında asimetrik ilişkiler: Borsa İstanbul sektörlerine ilişkin uygulama.

Published in:

Business & Management Studies: An International Journal (BMIJ), 2024, v. 12, n. 4, p. 1067, doi. 10.15295/bmij.v12i4.2478

By:

Meriç, Ekrem;
Kamışlı, Melik

Publication type:

Article

Assessing the impact of interest rate fluctuations on sector index volatility in Bourse Istanbul: A GARCH approach.

Published in:

Business & Management Studies: An International Journal (BMIJ), 2024, v. 12, n. 4, p. 713, doi. 10.15295/qk86ez51

By:

Toğuç, Nurhan

Publication type:

Article

Credit Risk Determinants in Sub-Saharan Africa Banking Systems.

Published in:

Acta Universitatis Danubius: Œconomica, 2024, v. 20, n. 6, p. 93

By:

Jimoh, Zainab;
Afolabi, Babatunde;
Balogun, Adekunle Alexander;
Weya-Ajayi, Funbi;
Azeez, Fadheelat

Publication type:

Article

Forecasting carbon market volatility with big data.

Published in:

Annals of Operations Research, 2025, v. 348, n. 1, p. 317, doi. 10.1007/s10479-023-05401-7

By:

Zhu, Bangzhu;
Wan, Chunzhuo;
Wang, Ping;
Chevallier, Julien

Publication type:

Article

An interpretable system for predicting the impact of COVID-19 government interventions on stock market sectors.

Published in:

Annals of Operations Research, 2025, v. 347, n. 2, p. 1031, doi. 10.1007/s10479-023-05311-8

By:

Yang, Cai;
Abedin, Mohammad Zoynul;
Zhang, Hongwei;
Weng, Futian;
Hajek, Petr

Publication type:

Article

CONSTRUCTION OF A MODEL FOR FORECASTING THE RATIONALITY OF FINANCIAL DECISIONS UNDER THE CONDITIONS OF FINANCIAL MARKETS DIGITALIZATION.

Published in:

Eastern-European Journal of Enterprise Technologies, 2025, v. 2, n. 13(134), p. 38, doi. 10.15587/1729-4061.2025.325518

By:

Moskvyak, Yaroslava;
Kucher, Anatolii;
Kniaz, Sviatoslav;
Heorhiadi, Nelli;
Fedorchak, Oleksii

Publication type:

Article

FİNANSAL PİYASALAR VE ASİMETRİK YAPI: TURK HİSSE SENEDİ PİYASASI ÜZERİNE AMPİRİK BİR UYGULAMA.

Published in:

Trakya University Journal of Social Science, 2025, v. 27, p. 123, doi. 10.26468/trakyasobed.1515386

By:

KILIÇ, Emre;
PAZARCI, Şevket;
NAZLIOĞLU, Elif Hilal;
KAR, Asım

Publication type:

Article

FROM DRAGON TO ELEPHANT: DECODING RECENT SHIFTS BETWEEN CHINA AND INDIA STOCK EXCHANGES.

Published in:

Trakya University Journal of Social Science, 2025, v. 27, p. 81, doi. 10.26468/trakyasobed.1515655

By:

ÖZDURAK, Caner;
HEKİM, Derya;
BOLGÜN, Kaan Evren

Publication type:

Article

COVID-19's Impact on the Travel & Leisure Indices: Volatility Spillover Analysis.

Published in:

Tourism Analysis, 2025, v. 30, n. 2, p. 139, doi. 10.3727/108354224X17271909534517

By:

Sevil, Güven;
Sevil, Tuba;
Polat, Alp;
Sevinç, Deniz

Publication type:

Article

Enerji ve Kıymetli Metal Piyasaları Arasında Yayılım Etkisi: Wavelet Uyum Analizine Dayalı DCC-GARCH Yaklaşımı.

Published in:

Sosyoekonomi, 2025, v. 33, n. 64, p. 557, doi. 10.17233/sosyoekonomi.2025.02.24

By:

AYDOĞDU, Aslan;
UYAR, Umut

Publication type:

Article

Exchange Rate, Crude Oil Price, and Volatility Transmission between International and Domestic Beef and Mutton Prices in Ghana: What Could Be Done?

Published in:

Ghanaian Journal of Economics (GJE), 2024, v. 12, n. 1, p. 41

By:

Yenibehit, Nanii;
Amikuzuno, Joseph;
Kwodo Ansah, Isaac Gershon;
Dambab, Osman Tahidu;
Alhassan, Razak

Publication type:

Article

Episode of Foreign Direct Investment Reversal—The Role of Macroeconomic Fundamentals in Sub-Saharan Africa.

Published in:

Journal of Industry, Competition & Trade, 2025, v. 25, n. 1, p. 1, doi. 10.1007/s10842-025-00447-8

By:

Aregbeshola, Adewale Rafiu;
Adekunle, Ibrahim Ayoade

Publication type:

Article

MODELING AND FORECASTING VOLATILITY OF STOCK MARKET USING FAMILY OF GARCH MODELS: EVIDENCE FROM CPEC LINKED COUNTRIES.

Published in:

Global Economy Journal, 2022, v. 22, n. 1, p. 1, doi. 10.1142/S219456592250004X

By:

FRAZ, TAYYAB RAZA;
FATIMA, SAMREEN

Publication type:

Article

DYNAMIC VOLATILITY SPILLOVERS ACROSS THE EXTENDED GREATER CHINA REGION STOCK MARKETS.

Published in:

Global Economy Journal, 2021, v. 21, n. 1, p. 1, doi. 10.1142/S2194565921500032

By:

DIAZ, JOHN FRANCIS

Publication type:

Article

What is the Spillover Effect of the U.S. Equity and Money Market on the Key Latin American Agricultural Exports?

Published in:

Global Economy Journal, 2018, v. 18, n. 4, p. N.PAG, doi. 10.1515/gej-2018-0060

By:

Sierra, Lya Paola;
Girón, Luis Eduardo;
Girón, Victor;
Girón, Andrés

Publication type:

Article

Does Institution Explain Natural Resource Curse?

Published in:

Global Economy Journal, 2018, v. 18, n. 4, p. N.PAG, doi. 10.1515/gej-2018-0057

By:

Pelzman, Joseph;
Oskenbayev, Yessengali;
Issabayev, Murat

Publication type:

Article

Uncovered Interest Rate Parity, Carry Trade, and Country Equity Return Differentials.

Published in:

Global Economy Journal, 2018, v. 18, n. 3, p. N.PAG, doi. 10.1515/gej-2018-0041

By:

Kanchanapoom, Termkiat;
Padungsaksawasdi, Chaiyuth;
Chunhachinda, Pornchai;
de Boyrie, Maria E.

Publication type:

Article

Equities and Commodities Comovements: Evidence from Emerging Markets.

Published in:

Global Economy Journal, 2018, v. 18, n. 3, p. N.PAG, doi. 10.1515/gej-2017-0075

By:

de Boyrie, Maria E.;
Pavlova, Ivelina

Publication type:

Article

The Impact of Brexit on EU27 on Trade, Investments and Financial Services.

Published in:

Global Economy Journal, 2018, v. 18, n. 1, p. 1, doi. 10.1515/gej-2017-0097

By:

Rehman, Scheherazade S.;
Della Posta, Pompeo

Publication type:

Article

Do Imports and Exports Adjust Nonlinearly? Evidence from 100 Countries.

Published in:

Global Economy Journal, 2018, v. 18, n. 1, p. 1, doi. 10.1515/gej-2017-0094

By:

Arize, Augustine C.;
Bahmani-Oskooee, Mohsen

Publication type:

Article

Business Cycle Synchronization and Vertical Trade Integration: A Case Study of the Eurozone and East Asia.

Published in:

Global Economy Journal, 2018, v. 18, n. 1, p. 1, doi. 10.1515/gej-2017-0101

By:

Ayako Saiki

Publication type:

Article

Assessing the Role of Remittances and Financial Deepening in Growth: The Experience of Lebanon.

Published in:

Global Economy Journal, 2017, v. 17, n. 1, p. 1, doi. 10.1515/gej-2015-0059

By:

Abosedra, Salah;
Fakih, Ali

Publication type:

Article

Forecast Transparency and Inflation Volatility: Empirical Evidence from Developing Countries.

Published in:

Global Economy Journal, 2016, v. 16, n. 4, p. 769, doi. 10.1515/gej-2016-0060

By:

Mazhar, Ummad;
M'baye, Cheick Kader

Publication type:

Article

Exchange-Rate Volatility and Industry Trade Between Japan and China.

Published in:

Global Economy Journal, 2012, v. 12, n. 3, p. -1, doi. 10.1515/1524-5861.1855

By:

Bahmani-Oskooee, Mohsen;
Hegerty, Scott W.;
Xu, Jia

Publication type:

Article

Exchange Rates and the Effectiveness of Actual and Oral Official Interventions: A Survey on Findings, Issues and Policy Implications.

Published in:: Global Economy Journal, 2010, v. 10, n. 4, p. 1, doi. 10.2202/1524-5861.1694
Publication type:: Article

The Volatility of Sovereign Wealth Funds.

Published in:

Global Economy Journal, 2009, v. 9, n. 3, p. 1, doi. 10.2202/1524-5861.1514

By:

Grennes, Thomas J.

Publication type:

Article

The Effects of Economic and Political Development on GDP Growth Volatility.

Published in:

Global Economy Journal, 2009, v. 9, n. 2, p. 1, doi. 10.2202/1524-5861.1452

By:

Edwards, Jeffrey A.;
Thames, Frank C.

Publication type:

Article

Aggregate Gains of International Diversification through Foreign Direct Investment: An Inquiry into the Moderation of U.S. Business Cycles.

Published in:

Global Economy Journal, 2007, v. 7, n. 4, p. 1, doi. 10.2202/1524-5861.1284

By:

Portes, Luis San Vicente

Publication type:

Article