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Charan Raj Chimrani,Farhan Ahmed,Vinesh Kumar Panjwani
Pág. 319 - 324
Modeling volatility in financial markets is one of the factors that results in direct impact and effect on pricing, risk and portfolio management. This study aims to examine the volatility of stock indices in PSX that include; volatility clustering, fat ...
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Manuel Carlos Nogueira and Mara Madaleno
Considering the growing importance of sustainable investments worldwide, we explore the volatility transmission effects between the EURO STOXX Sustainability Index and the stock market indexes of its stocks. Using daily index return data, during 2000?202...
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Luís Ángel Meneses Cerón,Ronald Alejandro Macuacé Otero
Pág. 51 - 62
This paper studies the relationships of dependence between financial markets, particularly the investigation of the effect of financial contagion between two sets of returns of stock indices: Dow Jones (DJ) and the General Index of the Stock Exchange of ...
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Dora Almeida, Andreia Dionísio, Muhammad Enamul Haque and Paulo Ferreira
The economic growth of China has been driven by the development of its real estate market, especially after the 2008 crisis. This growth is mostly related to the huge housing bubble and growing amounts of sovereign debt that have been redirected to corpo...
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Seyed Kazem Ebrahimi,Ali Bahraminasab,Fahimeh Sadat Seyedi
Pág. 421 - 429
Net profit is one of the most important factors that affect the investment decisions, and has a significant effect on company?s share price and management awards and reselection of them. For this reason, managers have a high incentive to increase the com...
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Zongjun Wang,Rujira Gongkhonkwa
Pág. 827 - 843
Many researches shed light on investigation the several variables that might be able to influence economic system, this research play an important to identify the relationship of stock indexes on interbank money market rates, we make used of a secondary ...
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Jairo Laser Procianoy,Rodrigo S. Verdi
Pág. pp. 141 - 167
This study investigates the price and volume behavior of stock added and excluded to the IBOVESPA, IBrX50, and IBrX100 indexes during the years 1994 to 2002 and FGV100 index during the years 2000 to 2002. In contrast to findings in the US, we find no evi...
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Mosab I. Tabash, Umaid A. Sheikh, Ali Matar, Adel Ahmed and Dang Khoa Tran
The existing literature has explained the causality flow from the exchange rates toward the stock market without explaining the role of the economic crisis in effecting this nexus. This study examines the role of the financial crisis in affecting the non...
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Hector O. Zapata, Junior E. Betanco, Maria Bampasidou and Michael Deliberto
Considerable studies have examined the relationship between commodity markets and stock markets. This paper studies the cyclical relationship between commodity markets and stock markets with implications for investing based on index relationships. Stock ...
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Mohammad Sahabuddin, Md. Aminul Islam, Mosab I. Tabash, Md. Kausar Alam, Linda Nalini Daniel and Imad Ibraheem Mostafa
This study aims to investigate the dynamic conditional correlation and volatility spillover between the conventional and Islamic stock markets in developed and emerging countries in order to develop better portfolio and asset allocation strategies. We us...
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Marco Tronzano
This paper contributes to the literature on safe haven assets, analyzing gold and the Swiss Franc?s defensive properties inside various global stocks portfolios. The analysis relies on monthly data extending over the last two decades. Drawing on Multivar...
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Jhon Pandapotan Situmorang,Sugianto Sugianto,Darusman .
Pág. 126 - 139
This study aims to determine the distribution of the vegetation indexes to estimate the carbon stocks of forest stands in the Production Forest of Lembah Seulawah sub-district. Aceh Province, Indonesia. A non-destructive method using allometric equations...
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Nursel Selver Ruzgar and Clare Chua-Chow
Countries are drastically impacted by financial and fiscal crises. Financial crises have the worst impact on not only society, but also the economy. The Canadian economy underwent financial crises and recessions several times during the last century. In ...
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Simon Grima, Letife Özdemir, Ercan Özen and Inna Romanova
With this study, we aimed to determine (1) the effect of the daily new cases and deaths due to the COVID-19 pandemic in the United States on the CBOE volatility index (VIX index) and (2) the effect of the VIX index on the major stock markets during the e...
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Mirzosaid Sultonov
Information about the possibilities of changes in national and international macroeconomic variables affects the expectations and behavior of individuals and firms more quickly than real changes in those macroeconomic variables. In this research, we inve...
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Vahid Puryan
Pág. 575 - 580
Economic growth is the major indicator of government?s performances; hence, economists always trying to help policy-makers in this field through accurate recognizing of dynamisms and factor affecting this indicator. On the other hand, financial and monet...
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Khalifa Hassanain
Pág. 92 - 96
In this paper, we examine the interaction between stock prices and the real and nominal exchange rates in the Gulf Cooperation Council (GCC) economies (including only Kuwait (KW) and Saudi Arabia (SA). We consider the real and the nominal exchange rates ...
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Juan Benjamín Duarte Duarte,Katherine Julieth Sierra Suárez,Víctor Alfonso Rueda Ortiz
Pág. 341 - 357
This article seeks to contrast the weak form efficiency of the Brazilian, US, and Mexican stock indexes, based on the assumption that an efficient market is not predictable. With thi...
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Hsien-Yi Lee
Pág. 41 - 53
The sub prime mortgages crises took place in July, 2007 in US which causes the large scare in the global financial markets, and the international stock and foreign market suffer heavy shock. Using twenty international stock indexes, this study examines w...
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