58   Artículos

 
en línea
Mosab I. Tabash, Neenu Chalissery, T. Mohamed Nishad and Mujeeb Saif Mohsen Al-Absy    
Market turbulences and their impact on the financial market, particularly on the stock market, is a financial topic that has received significant research attention recently. This study compared the characteristics of stock return and volatility in selec... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
      Pág. 1 - 33
Modeling and forecasting volatility have gained much interest among researchers as the use of volatility became widespread in financial data analysis. Several studies have been carried out to model stock market volatility in various countries. This paper... ver más
Revista: Journal of Knowledge Globalization    Formato: Electrónico

 
en línea
Apostolos Ampountolas    
Over the past years, cryptocurrencies have drawn substantial attention from the media while attracting many investors. Since then, cryptocurrency prices have experienced high fluctuations. In this paper, we forecast the high-frequency 1 min volatility of... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Anh Thi Kim Nguyen, Loc Dong Truong and H. Swint Friday    
This study employs OLS, GARCH and EGARCH regression models to test the expiration-day effects of index stock futures on market returns, volatility and trading volume for the Ho Chi Minh Stock Exchange (HOSE). Data used in this study is from a daily retur... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Flavius Darie     Pág. 103 - 117
This study investigates whether different specifications of univariate GARCH models can usefully forecast volatility on the foreign exchange market. The study uses only forecasts from an asymmetric GARCH model, namely Exponential GARCH (EGARCH) for CHF/R... ver más
Revista: Journal of Smart Economic Growth    Formato: Electrónico

 
en línea
Benjamin Mudiangombe Mudiangombe and John Weirstrass Muteba Mwamba    
This paper investigates whether currency risk is priced differently in the different sectors (industrial, financial, and basic materials) of equity markets in a sample of developed United States of America (USA) and developing economies (Brazil, India, P... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Assia Rhatous,Driss Daoui     Pág. 1 - 20
Revista: International Journal of Commerce and Finance    Formato: Electrónico

 
en línea
Nikoletta Poutachidou and Stephanos Papadamou    
The purpose of this study is to investigate the fluctuations that occur in stock returns of US stock indices when there is an increase in the volume of Google internet searches for the phrase ?quantitative easing? in the US. The exponential generalized a... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Adisu Abebaw Degu     Pág. 246 - 257
This study examined the effect of sectoral output volatility on economic growth and the determinants of economic growth in the Ethiopian economy. The study used annual time series data spanning from 1981 to 2018 and included capital stock, work... ver más
Revista: Journal of Economics, Business & Accountancy    Formato: Electrónico

 
en línea
Efthymios Stathakis, Theophilos Papadimitriou, Periklis Gogas     Pág. 65 - 87
Electricity markets are considered to be the most volatile amongst commodity markets. The non-storability of electricity and the need for instantaneous balancing of demand and supply can often cause extreme short-lived fluctuations in electricity prices.... ver más
Revista: Review of Economic Analysis    Formato: Electrónico

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