Results 11 to 20 of about 30,037 (266)
Which global stock indices trigger stronger contagion risk in the Vietnamese stock market? Evidence using a bivariate analysis [PDF]
Panoeconomicus, 2013 This paper extends recent investigations into risk contagion effects on stock markets to the Vietnamese stock market. Daily data spanning October 9, 2006 to May 3, 2012 are sourced to empirically validate the contagion effects between stock markets in
Wang Kuan-Min, Lai Hung-Cheng
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Risk Aversion and Value at Risk in Macroeconomic Assets Portfolio: An Approach of Econophysics [PDF]
مجله توسعه و سرمایه, 2021 Objective: Due to the importance of studing the behavior of asset markets, the risk aversion term and its operational calculation has attracted many researchers. The present study intends to examine this issue by considering a portfolio with three assets
Hashem Zare +2 more
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Volatility Spillovers and Nexus across Oil, Gold, and Stock European Markets
American Business Review, 2022 This paper utilises a trivariate VAR-BEKK-GARCH model to investigate the dynamic relationships between global oil price, gold price, and European stock markets.
Chao Ren
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Is the Stock Market Overvalued? [PDF]
Quarterly Review, 2000 The value of U.S. corporate equities in the first half of 2000 was close to 1.8 times U.S. gross national income. Some stock market analysts have argued that the market is overvalued at this level. We use standard economic theory and find that the market is correctly valued.
Ellen R. McGrattan, Edward C. Prescott
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Stock Market Reforms and Stock Market Performance
International Journal of Financial Research, 2021 This paper analyses the impact of stock market reforms on the stock market performance in India using regression based event-study method. We consider nine stock market reforms introduced from 1998 to 2018. We find that the impact of stock market reforms on Nifty trading volume and Nifty return is different.
Karthigai Prakasam Chellaswamy +2 more
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Impact of Macroeconomic Variables on Stock Return Volatility: Evidence from Sub-Sahara Africa
AFRE (Accounting and Financial Review), 2022 The main purpose of this paper was to investigate the impact of macroeconomic variables on stock market return volatility in Sub-Sahara markets. The study concentrated on three stock markets including Ghana, Nigeria and South Africa using GARCH-X (1,1 ...
Peter Ali +3 more
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Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries
Financial Innovation, 2023 This study addresses whether gold exhibits the function of a hedge or safe haven as often referred to in academia. It contributes to the existing literature by (i) revisiting this question for the principal stock markets in the Middle East and North ...
Walid Mensi +3 more
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Future Business Journal, 2018 This study examines the feasibility of international portfolio diversification in the Nigerian stock market. It investigates the relationship between the Nigerian stock market and 5 developed stock markets (US, UK, Japan, Germany and France) in the ...
Olufemi Adewale Aluko +2 more
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Tạp chí Khoa học Đại học Đà Lạt, 2020 The information efficiency and the relationships between ASEAN stock markets are two of the issues that are of great research interest. However, these two issues were often investigated separately in previous studies. Therefore, this paper combines these
Trần Thị Tuấn Anh
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The Russia-Ukraine War and Eastern European Stock Markets
Eurasian Journal of Business and Economics, 2023 We examine the causal relationships and extreme return co-movements between the Russian stock market and adjacent Eastern European (EE) stock markets before and after the recent Russia-Ukraine war.
Chung BAEK
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