Works about VOLATILITY (Securities)

Results: 1257

The Effect of Cryptocurrency Returns Volatility on Stock Prices and Exchange Rate Returns Volatility in Nigeria.

Published in:

Acta Universitatis Danubius: Œconomica, 2025, v. 21, n. 3, p. 200

By:

Jimoh, Sodiq Olaiwola;
Benjamin, Oluwasegun Olawale

Publication type:

Article

Evaluating the Linkage Between the Market Mood Index and the Indian Stock Market: Evidence Based on ARDL Bounds Testing and DCC-GARCH.

Published in:

Review of Professional Management, 2025, v. 23, n. 1, p. 9, doi. 10.1177/09728686241298758

By:

Bhattacharjee, Animesh;
Das, Joy;
Kumar, Sunil

Publication type:

Article

Shock and Volatility Transmissions Across Global Commodity and Stock Markets Spillovers: Empirical Evidence from Africa.

Published in:

Journal of Risk & Financial Management, 2025, v. 18, n. 6, p. 332, doi. 10.3390/jrfm18060332

By:

Ben Flah, Ichraf;
Samet, Kaies;
El Ammari, Anis;
Terzi, Chokri

Publication type:

Article

How does the volatility of ESG stock indices spillover in times of high geopolitical risk? New insights from emerging and developed markets.

Published in:

Journal of Sustainable Finance & Investment, 2025, v. 15, n. 3, p. 577, doi. 10.1080/20430795.2025.2489395

By:

Karkowska, Renata;
Urjasz, Szczepan

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

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

Speculation, Cross-Market Sentiment and the Predictability of Gold Market Volatility.

Published in:

Journal of Behavioral Finance, 2024, v. 25, n. 3, p. 278, doi. 10.1080/15427560.2022.2109639

By:

Niu, Zibo;
Demirer, Riza;
Suleman, Muhammad Tahir;
Zhang, Hongwei

Publication type:

Article

Predicting Stock and Bond Market Returns with Emotions: Evidence from Futures Markets.

Published in:

Journal of Behavioral Finance, 2023, v. 24, n. 3, p. 333, doi. 10.1080/15427560.2021.1975717

By:

Shen, Jiancheng;
Griffith, John;
Najand, Mohammad;
Sun, Licheng

Publication type:

Article

The Impact of Investor Sentiment on Bitcoin Returns and Conditional Volatilities during the Era of Covid-19.

Published in:

Journal of Behavioral Finance, 2023, v. 24, n. 3, p. 276, doi. 10.1080/15427560.2021.1975285

By:

Güler, Derya

Publication type:

Article

Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning.

Published in:

Journal of Behavioral Finance, 2023, v. 24, n. 1, p. 111, doi. 10.1080/15427560.2021.1949719

By:

Gupta, Rangan;
Nel, Jacobus;
Pierdzioch, Christian

Publication type:

Article

Investors' Uncertainty and Forecasting Stock Market Volatility.

Published in:

Journal of Behavioral Finance, 2022, v. 23, n. 3, p. 327, doi. 10.1080/15427560.2020.1867551

By:

Liu, Ruipeng;
Gupta, Rangan

Publication type:

Article

Influence of Social Media over the Stock Market.

Published in:

Psychology & Marketing, 2017, v. 34, n. 1, p. 101, doi. 10.1002/mar.20976

By:

Piñeiro‐Chousa, Juan;
Vizcaíno‐González, Marcos;
Pérez‐Pico, Ada María

Publication type:

Article

Economic Policy Uncertainty and Volatility Spillovers Among International Stock Market Indices During the COVID-19 Outbreak.

Published in:

Asia-Pacific Financial Markets, 2025, v. 32, n. 1, p. 237, doi. 10.1007/s10690-024-09452-z

By:

Su, Fei;
Wang, Feifan;
Xu, Yahua

Publication type:

Article

Stock Returns, Crude Oil and Gold Prices in Turkey: Evidence from Rolling Window-Based Nonparametric Quantile Causality Test.

Published in:

Asia-Pacific Financial Markets, 2024, v. 31, n. 3, p. 779, doi. 10.1007/s10690-023-09430-x

By:

Pata, Ugur Korkut;
Usman, Ojonugwa;
Olasehinde-Williams, Godwin;
Ozkan, Oktay

Publication type:

Article

The Impact of Directional Global Economic Policy Uncertainty on Indian Stock Market Volatility: New Evidence.

Published in:

Asia-Pacific Financial Markets, 2024, v. 31, n. 3, p. 423, doi. 10.1007/s10690-023-09421-y

By:

Mishra, Aswini Kumar;
Nakhate, Anand Theertha;
Bagra, Yash;
Singh, Abinash;
Kar, Bibhu Prasad

Publication type:

Article

Forecasting Trading-Session Return Volatility in Taiwan Futures Market: A Periodic Regime Switching with Jump Approach.

Published in:

Asia-Pacific Financial Markets, 2024, v. 31, n. 2, p. 285, doi. 10.1007/s10690-023-09415-w

By:

Lai, Yi-Hao;
Wang, Yi-Chiuan;
Chang, Yu-Ching

Publication type:

Article

Economic Policy Uncertainty and Emerging Stock Market Volatility.

Published in:

Asia-Pacific Financial Markets, 2024, v. 31, n. 1, p. 165, doi. 10.1007/s10690-023-09410-1

By:

Ghani, Maria;
Ghani, Usman

Publication type:

Article

Volatility Spillover Between Chinese Stock Market and Selected Emerging Economies: A Dynamic Conditional Correlation and Portfolio Optimization Perspective.

Published in:

Asia-Pacific Financial Markets, 2023, v. 30, n. 2, p. 427, doi. 10.1007/s10690-022-09381-9

By:

Yadav, Miklesh Prasad;
Sharma, Sudhi;
Bhardwaj, Indira

Publication type:

Article

Best-Case Scenario Robust Portfolio: Evidence from China Stock Market.

Published in:

Asia-Pacific Financial Markets, 2023, v. 30, n. 2, p. 297, doi. 10.1007/s10690-022-09375-7

By:

An, Kaiqiang;
Zhao, Guiyu;
Li, Jinjun;
Tian, Jingsong;
Wang, Lihua;
Xian, Liang;
Chen, Chen

Publication type:

Article

Stock returns seasonality in emerging asian markets.

Published in:

Asia-Pacific Financial Markets, 2023, v. 30, n. 1, p. 109, doi. 10.1007/s10690-022-09370-y

By:

Aggarwal, Khushboo;
Jha, Mithilesh Kumar

Publication type:

Article

Short Term Stress of Covid-19 on World Major Stock Indices.

Published in:

Asia-Pacific Financial Markets, 2022, v. 29, n. 3, p. 527, doi. 10.1007/s10690-022-09359-7

By:

Rehan, Muhammad;
Alvi, Jahanzaib;
Karaca, Süleyman Serdar

Publication type:

Article

Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period.

Published in:

Asia-Pacific Financial Markets, 2022, v. 29, n. 4, p. 697, doi. 10.1007/s10690-022-09371-x

By:

Rout, Sanjay Kumar;
Mallick, Hrushikesh

Publication type:

Article

Directional Spillover Effects Between BRICS Stock Markets and Economic Policy Uncertainty.

Published in:

Asia-Pacific Financial Markets, 2021, v. 28, n. 3, p. 429, doi. 10.1007/s10690-020-09328-y

By:

Hung, Ngo Thai

Publication type:

Article

Forecasting Intraday Volatility and Value-at-Risk with High-Frequency Data.

Published in:

Asia-Pacific Financial Markets, 2013, v. 20, n. 1, p. 83, doi. 10.1007/s10690-012-9160-1

By:

So, Mike;
Xu, Rui

Publication type:

Article

THE LOCALIZATION OF ELECTORAL VOLATILITY: EVIDENCE FROM SERBIA AND CROATIA.

Published in:

Sociologija/Sociology: Journal of Sociology, Social Psychology & Social Anthropology, 2019, v. 61, n. 3, p. 347, doi. 10.2298/SOC1903347T

By:

Tomašević, Aleksandar;
Sokolovska, Valentina

Publication type:

Article

THE REGIONAL ECONOMIC DETERMINANTS EFFECTS ON STOCK MARKET VOLATILITY: CASE OF LA BOURSE RÉGIONALE DES VALEURS MOBILIÈRES (BRVM) STOCK EXCHANGE.

Published in:

Journal of International Trade, Logistics & Law, 2024, v. 10, n. 1, p. 149

By:

OUATTARA, Zoumana;
KOY, Ayben

Publication type:

Article

INITIAL PUBLIC OFFERING EFFECTS ON VOLATILITY IN US STOCK MARKET.

Published in:

Journal of International Trade, Logistics & Law, 2023, v. 9, n. 1, p. 222

By:

AHMED, Abdirahman Nor Omar;
KOY, Ayben

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

Fundamental Investors Reduce the Distraction on Management from Random Market “Noise”: Evidence from France.

Published in:

Journal of Applied Corporate Finance, 2018, v. 30, n. 1, p. 62, doi. 10.1111/jacf.12278

By:

Garel, Alexandre;
Rérolle, Jean‐florent

Publication type:

Article

Does Investor Sentiment Affect Volatility in the Indian Stock Market? An ARDL Approach.

Published in:

International Journal of Banking, Risk & Insurance, 2023, v. 11, n. 1, p. 12

By:

Rohilla, Amit;
Singh, Amit Kumar;
Tripathi, Neeta;
Bhandari, Varun

Publication type:

Article

Estimating Stock Return Volatility in Indian and Chinese Stock Market.

Published in:

International Journal of Banking, Risk & Insurance, 2016, v. 4, n. 2, p. 39

By:

Tripathi, Vanita;
Chaudhary, Pankaj

Publication type:

Article

Can the price fluctuations of Shanghai crude oil futures affect Asian financial markets? Evidence from the time and frequency dynamics analysis of spillover connectedness.

Published in:

Portuguese Economic Journal, 2025, v. 24, n. 2, p. 241, doi. 10.1007/s10258-024-00262-9

By:

Wu, Yimin;
Abdul Rahman, Rosmanjawati;
Yu, Qiuju

Publication type:

Article

Time and frequency volatility spillovers among commodities: Evidence from pre and during the Russia-Ukraine war.

Published in:

Portuguese Economic Journal, 2024, v. 23, n. 2, p. 249, doi. 10.1007/s10258-023-00242-5

By:

Chen, Yunfei;
Jiang, Wei

Publication type:

Article

Assessing volatility transmission between Brent and stocks in the major global oil producers and consumers – the multiscale robust quantile regression.

Published in:

Portuguese Economic Journal, 2022, v. 21, n. 1, p. 67, doi. 10.1007/s10258-020-00189-x

By:

Živkov, Dejan;
Manić, Slavica;
Kovačević, Jelena;
Trbović, Željana

Publication type:

Article

Innovation of the Component GARCH Model: Simulation Evidence and Application on the Chinese Stock Market.

Published in:

Mathematics (2227-7390), 2022, v. 10, n. 11, p. 1903, doi. 10.3390/math10111903

By:

Liu, Tong;
Shi, Yanlin

Publication type:

Article

The Impact of COVID-19 Pandemic on the Jordanian Stock Market Returns Volatility: Evidence from ASE20.

Published in:

Economies, 2024, v. 12, n. 9, p. 238, doi. 10.3390/economies12090238

By:

Saqfalhait, Nahil Ismail;
Alzoubi, Omar Mohammad

Publication type:

Article

Identifying the Frequency and Connectivity Dynamics of the US Economy.

Published in:

Economies, 2024, v. 12, n. 6, p. 149, doi. 10.3390/economies12060149

By:

Tessmann, Mathias Schneid;
Passos, Marcelo De Oliveira;
Khodr, Omar Barroso;
Lima, Alexandre Vasconcelos;
Fontana, Pedro Henrique Pontes

Publication type:

Article

Investigating the Effects of the COVID-19 Pandemic on Stock Volatility in Sub-Saharan Africa: Analysis Using Explainable Artificial Intelligence.

Published in:

Economies, 2024, v. 12, n. 5, p. 112, doi. 10.3390/economies12050112

By:

Ncube, Mbongiseni;
Sibanda, Mabutho;
Matenda, Frank Ranganai

Publication type:

Article

Estimating Spillover Effect from International Oil Market to Stock Market: Evidence from Korean Portfolio-Level Analysis.

Published in:

Economies, 2024, v. 12, n. 4, p. 92, doi. 10.3390/economies12040092

By:

Choi, Sunghee

Publication type:

Article

Green Shocks: The Spillover Effects of Green Equity Indices on Global Market Dynamics.

Published in:

Economies, 2024, v. 12, n. 4, p. 83, doi. 10.3390/economies12040083

By:

Trancoso, Tiago;
Gomes, Sofia

Publication type:

Article

Exploring Distributions of House Prices and House Price Indices.

Published in:

Economies, 2024, v. 12, n. 2, p. 47, doi. 10.3390/economies12020047

By:

Liu, Jiong;
Farahani, Hamed;
Serota, R. A.

Publication type:

Article

The Impact of Interest Rate Spillover on Output Gap: A Dynamic Spatial Durbin Model.

Published in:

Economies, 2024, v. 12, n. 1, p. 22, doi. 10.3390/economies12010022

By:

Wuri, Josephine;
Hardanti, Yuliana Rini;
Harnoto, Laurentius Bambang;
Rahayu, Caecilia Wahyu Estining;
Rahmawati, Christina Heti Tri

Publication type:

Article

The Effects of Oil Price Volatility on South African Stock Market Returns.

Published in:

Economies, 2024, v. 12, n. 1, p. 4, doi. 10.3390/economies12010004

By:

Musampa, Kongolo;
Eita, Joel Hinaunye;
Meniago, Christelle

Publication type:

Article

Central Bank Credibility's Effect on Stock Exchange Returns' Volatility: Evidence from OECD Countries.

Published in:

Economies, 2023, v. 11, n. 10, p. 257, doi. 10.3390/economies11100257

By:

Dokas, Ioannis;
Oikonomou, Georgios;
Papadamou, Stephanos;
Spyromitros, Eleftherios

Publication type:

Article

The Impact of the Stock Market on Liquidity and Economic Growth: Evidence of Volatile Market.

Published in:

Economies, 2023, v. 11, n. 6, p. 155, doi. 10.3390/economies11060155

By:

Chikwira, Collin;
Mohammed, Jahed Iqbal

Publication type:

Article

The Impact of COVID-19 on Financial Markets and the Real Economy.

Published in:

Economies, 2023, v. 11, n. 4, p. 107, doi. 10.3390/economies11040107

By:

Gherghina, Ștefan Cristian

Publication type:

Article

Economic Policy Uncertainty, Energy and Sustainable Cryptocurrencies: Investigating Dynamic Connectedness during the COVID-19 Pandemic.

Published in:

Economies, 2023, v. 11, n. 3, p. 76, doi. 10.3390/economies11030076

By:

Haq, Inzamam Ul;
Ferreira, Paulo;
Quintino, Derick David;
Huynh, Nhan;
Samantreeporn, Saowanee

Publication type:

Article

Saudi Green Banks and Stock Return Volatility: GLE Algorithm and Neural Network Models.

Published in:

Economies, 2022, v. 10, n. 10, p. 242, doi. 10.3390/economies10100242

By:

Assous, Hamzeh F.

Publication type:

Article

Modeling and Forecasting the Volatility of NIFTY 50 Using GARCH and RNN Models.

Published in:

Economies, 2022, v. 10, n. 5, p. N.PAG, doi. 10.3390/economies10050102

By:

Mahajan, Vanshu;
Thakan, Sunil;
Malik, Aashish

Publication type:

Article