Impact of FPIs and Selected Foreign Exchange Rates on Indian Stock Market: A Comparative Analysis.
- Published in:
- IUP Journal of Financial Risk Management, 2025, v. 22, n. 1, p. 66, doi. 10.71329/IUPJFRM/2025.22.1.66-75
- By:
- Publication type:
- Article
Works matching DE "VOLATILITY (Securities)"
Results: 1252
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2
Security Returns and Idiosyncratic Volatility in the Indian Stock Market.
- Published in:
- International Journal of Mathematical, Engineering & Management Sciences, 2025, v. 10, n. 4, p. 1000, doi. 10.33889/IJMEMS.2025.10.4.048
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- Publication type:
- Article
3
Quantitative Easing and Tightening Effects on Volatility Transmission in ASEAN's Emerging Financial Markets.
- Published in:
- Malaysian Journal of Economic Studies, 2025, v. 62, n. 1, p. 29, doi. 10.22452/MJES.vol62no1.2
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- Article
4
Innovative spillover strategies between global renewable energy and Islamic stock markets: safe hedging in shocks.
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- Economic Change & Restructuring, 2025, v. 58, n. 4, p. 1, doi. 10.1007/s10644-025-09888-x
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- Publication type:
- Article
5
DIFFERENT MOMENTS CREATE DIFFERENT SPILLOVERS: A STUDY OF COMMODITY MARKETS.
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- Singapore Economic Review, 2025, v. 70, n. 3, p. 537, doi. 10.1142/S021759082350025X
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- Publication type:
- Article
6
The Impact of Geopolitical Risks on Equity Markets and Financial Stress: A Comparative Analysis of Emerging and Advanced Economies.
- Published in:
- International Journal of Economics & Business Administration, 2025, v. 13, n. 1, p. 30, doi. 10.35808/ijeba/873
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- Publication type:
- Article
7
Time-varying predictability of TAIEX volatility.
- Published in:
- Review of Derivatives Research, 2025, v. 28, n. 2, p. 1, doi. 10.1007/s11147-025-09212-9
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- Publication type:
- Article
8
Combining low-volatility and momentum: recent evidence from the Nordic equities.
- Published in:
- Applied Economics, 2025, v. 57, n. 26, p. 3543, doi. 10.1080/00036846.2024.2337806
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- Publication type:
- Article
9
Deciphering the Risk–Return Dynamics of Pharmaceutical Companies Using the GARCH-M Model.
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- Risks, 2025, v. 13, n. 5, p. 87, doi. 10.3390/risks13050087
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- Article
10
The Impact of Financial Stress on New Energy Vehicles Industry from Cross-correlation to Explainable Machine Learning: Proof from China.
- Published in:
- Computational Economics, 2025, v. 65, n. 6, p. 3723, doi. 10.1007/s10614-024-10688-0
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- Article
11
AMERİKAN MENKUL KIYMETLER BORSASININ TÜRKİYE MENKUL KIYMETLER BORSASI ÜZERİNDEKİ KISA VE UZUN DÖNEM ETKİSİ: ARDL SINIR TESTİ YAKLAŞIMI.
- Published in:
- Journal of Economics & Research (JER), 2025, v. 6, n. 1, p. 1, doi. 10.53280/jer.1640504
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- Publication type:
- Article
12
Comprehensive Analysis of Volatility Spillover and Investment Efficiency of Stocks of Electrical Vehicles.
- Published in:
- Acta Universitatis Bohemiae Meridionales, 2024, v. 27, n. 3, p. 67, doi. 10.32725/acta.2024.013
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- Publication type:
- Article
13
Impact of the COVID-19 Pandemic on the Financial Market Efficiency of Price Returns, Absolute Returns, and Volatility Increment: Evidence from Stock and Cryptocurrency Markets.
- Published in:
- Journal of Risk & Financial Management, 2025, v. 18, n. 5, p. 237, doi. 10.3390/jrfm18050237
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- Publication type:
- Article
14
Factors, Forecasts, and Simulations of Volatility in the Stock Market Using Machine Learning.
- Published in:
- Journal of Risk & Financial Management, 2025, v. 18, n. 5, p. 227, doi. 10.3390/jrfm18050227
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- Publication type:
- Article
15
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
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- Publication type:
- Article
16
MODELLING VOLATILITY SPILLOVERS, CROSS-MARKET CORRELATION AND CO-MOVEMENTS BETWEEN STOCK MARKETS IN EUROPEAN UNION: AN EMPIRICAL CASE STUDY.
- Published in:
- Business, Management & Economics Engineering, 2021, v. 19, n. 1, p. 70, doi. 10.3846/bmee.2021.13588
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- Article
17
Exploring Volatility Clustering Financial Markets and Its Implication.
- Published in:
- Journal of Economic & Social Development (1849-6628), 2023, v. 10, n. 2, p. 81
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- Publication type:
- Article
18
The Impact of Exchange Rate Fluctuations on Indian Stock Market.
- Published in:
- AAYAM: AKGIM Journal of Management, 2023, v. 13, n. 1, p. 32
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- Publication type:
- Article
19
The Impact of Institutions and Exchange Rate Volatility on China’s Outward FDI.
- Published in:
- Emerging Markets Finance & Trade, 2018, v. 54, n. 12, p. 2778, doi. 10.1080/1540496X.2017.1412302
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- Publication type:
- Article
20
Investors' Fear and Herding Behavior: Evidence from the Taiwan Stock Market.
- Published in:
- Emerging Markets Finance & Trade, 2017, v. 53, n. 10, p. 2259, doi. 10.1080/1540496X.2016.1258357
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- Publication type:
- Article
21
Are Investors Concerned with Stock Market Upgrades? Evidence from Multivariate Framework Analysis.
- Published in:
- Emerging Markets Finance & Trade, 2017, v. 53, n. 10, p. 2242, doi. 10.1080/1540496X.2016.1238357
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- Publication type:
- Article
22
Application of Heston’s Model to the Chinese Stock Market.
- Published in:
- Emerging Markets Finance & Trade, 2017, v. 53, n. 8, p. 1749, doi. 10.1080/1540496X.2016.1219849
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- Publication type:
- Article
23
The Impact of Single Stock Futures on Market Efficiency and Volatility: A Dynamic CAPM Approach.
- Published in:
- Emerging Markets Finance & Trade, 2017, v. 53, n. 2, p. 339, doi. 10.1080/1540496X.2016.1210507
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- Publication type:
- Article
24
Liquidity Dynamics Around Jumps: The Evidence from the Warsaw Stock Exchange.
- Published in:
- Emerging Markets Finance & Trade, 2016, v. 52, n. 12, p. 2740, doi. 10.1080/1540496X.2016.1216937
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- Publication type:
- Article
25
Volatility Dynamics in the Term Structure of Latin American Sovereign International Bonds.
- Published in:
- Emerging Markets Finance & Trade, 2015, v. 51, n. 5, p. 859, doi. 10.1080/1540496X.2015.1061377
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- Publication type:
- Article
26
UK Brexit crisis: Modelling Stock Market Volatility Using an Intervention ARIMA Model.
- Published in:
- Economic & Managerial Researshes, 2020, v. 14, n. 4, p. 57
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- Publication type:
- Article
27
دراسة قياسية تحليلية لتقلبات عوائد أسهم بورصة الامارات العربية المتحدة باستخدام نماذج عائلة GARCH.
- Published in:
- Economic & Managerial Researshes, 2020, v. 14, n. 3, p. 341
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- Publication type:
- Article
28
Fundamental, Stock Market, and Macroeconomic Factors on Equity Premium – Evidence from Indonesia Stock Exchange.
- Published in:
- Journal of Accounting, Finance & Auditing Studies, 2022, v. 8, n. 3, p. 161, doi. 10.32602/jafas.2022.022
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- Publication type:
- Article
29
Investigating the Leverage Effect and Volatility in the BRIC Countries' Equity Markets After the U.S. Financial Crisis.
- Published in:
- Journal of Wealth Management, 2015, v. 17, n. 4, p. 93, doi. 10.3905/jwm.2015.17.4.093
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- Article
30
Examining the currency-equity nexus in frontier African markets: a wavelet-based approach.
- Published in:
- Cogent Economics & Finance, 2024, v. 12, n. 1, p. 1, doi. 10.1080/23322039.2024.2399947
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- Publication type:
- Article
31
Frequency-domain approach to the causal nexus between domestic and international economic policy uncertainties and equity returns of G20 countries.
- Published in:
- Cogent Economics & Finance, 2024, v. 12, n. 1, p. 1, doi. 10.1080/23322039.2024.2383083
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- Publication type:
- Article
32
Oil crisis vs pandemic: a broader outlook of time-frequency volatility transmission between Islamic and conventional stock markets.
- Published in:
- Cogent Economics & Finance, 2024, v. 12, n. 1, p. 1, doi. 10.1080/23322039.2024.2365366
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- Publication type:
- Article
33
Equity return volatility in Africa's stock markets: A dynamic panel approach.
- Published in:
- Cogent Economics & Finance, 2023, v. 11, n. 2, p. 1, doi. 10.1080/23322039.2023.2258704
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- Publication type:
- Article
34
Novel evidence from APEC countries on stock market integration and volatility spillover: A Diebold and Yilmaz approach.
- Published in:
- Cogent Economics & Finance, 2023, v. 11, n. 2, p. 1, doi. 10.1080/23322039.2023.2254560
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- Publication type:
- Article
35
Quantile connectedness amongst BRICS equity markets during the COVID-19 pandemic and Russia–Ukraine war.
- Published in:
- Cogent Economics & Finance, 2023, v. 11, n. 2, p. 1, doi. 10.1080/23322039.2023.2251300
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- Publication type:
- Article
36
Effects of information related to the Russia-Ukraine conflict on stock volatility: An EGARCH approach.
- Published in:
- Cogent Economics & Finance, 2023, v. 11, n. 2, p. 1, doi. 10.1080/23322039.2023.2241205
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- Publication type:
- Article
37
Chinese stock market volatility and herding behavior asymmetry during the COVID-19 pandemic.
- Published in:
- Cogent Economics & Finance, 2023, v. 11, n. 1, p. 1, doi. 10.1080/23322039.2023.2203436
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- Publication type:
- Article
38
Modelling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India.
- Published in:
- Cogent Economics & Finance, 2023, v. 11, n. 1, p. 1, doi. 10.1080/23322039.2023.2189589
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- Publication type:
- Article
39
Exploring the dynamic connectedness between commodities and African equities.
- Published in:
- Cogent Economics & Finance, 2023, v. 11, n. 1, p. 1, doi. 10.1080/23322039.2023.2186035
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- Publication type:
- Article
40
Predictive directional measurement volatility spillovers between the US and selected Asian Pacific countries.
- Published in:
- Cogent Economics & Finance, 2023, v. 11, n. 1, p. 1, doi. 10.1080/23322039.2023.2173124
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- Publication type:
- Article
41
The impact of investor sentiment on sectoral returns and volatility: Evidence from the Johannesburg stock exchange.
- Published in:
- Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2158007
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- Publication type:
- Article
42
Monetary policy, COVID-19 immunization, and risk in the US stock markets.
- Published in:
- Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2148365
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- Publication type:
- Article
43
Contagion and Interdependencies: A Dynamic Connectedness approach among Implied Volatilities.
- Published in:
- Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2148366
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- Publication type:
- Article
44
Firm-specific news and idiosyncratic volatility anomalies: Evidence from the Chinese stock market.
- Published in:
- Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2127489
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- Publication type:
- Article
45
The impact of price limit system on the comprehensive quality of the stock market: Research on long-term and short-term effects based on submarkets.
- Published in:
- Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2106635
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- Publication type:
- Article
46
Time-frequency moment interdependence of equity, oil, and gold markets during the COVID-19 pandemic.
- Published in:
- Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2085292
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- Publication type:
- Article
47
FINANCIAL CONTAGION DURING GLOBAL FINANCIAL CRISIS AND COVID–19 PANDEMIC: THE EVIDENCE FROM DCC–GARCH MODEL.
- Published in:
- Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2051824
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- Publication type:
- Article
48
Financial sector development and macroeconomic volatility: Case of the Southern African Development Community region.
- Published in:
- Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2038861
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- Publication type:
- Article
49
Measurement of extreme market risk: Insights from a comprehensive literature review.
- Published in:
- 2021
- By:
- Publication type:
- Literature Review
50
Idiosyncratic volatility and stock returns: Indian evidence.
- Published in:
- Cogent Economics & Finance, 2017, v. 5, n. 1, p. N.PAG, doi. 10.1080/23322039.2017.1420998
- By:
- Publication type:
- Article