Results 31 to 40 of about 4,322,394 (351)
, 2020 This research explores the interaction among the COVID-19 pandemic, crude oil market and stock market in the U.S. by utilizing a time-varying parameter vector autoregression (TVP-VAR) model.
Lu Liu, En-Ze Wang, Chien‐Chiang Lee
semanticscholar +1 more source
Stock exchange mergers : a dynamic correlation analysis on Euronext [PDF]
, 2020 This article investigates the role of Stock Exchange Mergers on stock market return co- movements. Using a dynamic conditional correlation model proposed by Engle (J Bus Econ Stat 20:339–350, 2002), the Euronext Stock Exchange was analyzed, and findings ...
Espinosa-Méndez, Christian +2 more
core +1 more source
Analysing Existence of Volatility Persistence in Sub-Sahara Africa Stock Markets
AFRE (Accounting and Financial Review), 2019 The aim of this paper was to analyse volatility persistence in Sub-Sahara stock markets. The study concentrated on selected markets including Ghana, Nigeria and South Africa by analysing univariate GARCH (1,1) model using monthly data from January 2000 ...
Peter Ifeanyichukwu Ali
doaj +1 more source
The COVID-19 IMPACT on the ASIAN STOCK MARKETS
, 2020 In this note, we examine the impact that the COVID-19 crisis may have on the Asian stock markets by examining the statistical properties of three financial markets in Asia: namely, the Korean SE Kospi Index, the Japanese Nikkei 225, and the Chinese ...
L. Gil‐Alana, Gloria Claudio-Quiroga
semanticscholar +1 more source
Discrete Dynamics in Nature and Society, 2022 Financial markets integration has resulted in high interconnectedness among the BRICS stock markets, which minimizes diversification potentials. This has increased investors’ interest in the financialization of commodities to minimize their portfolio ...
Gilbert K. Amoako +3 more
doaj +1 more source
Global Stock Market Prediction Based on Stock Chart Images Using Deep Q-Network
IEEE Access, 2019 We applied Deep Q-Network with a Convolutional Neural Network function approximator, which takes stock chart images as input for making global stock market predictions.
Jinho Lee +3 more
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Volatility Transmission of the Rate of Returns in Iranian Stock, Gold and Foreign Currency Markets [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2016 The aim of this paper is to study volatility spillovers among stock, gold and exchange rate markets. A “VAR–MGARCH” model was applied for Iranian financial markets for the period of March 21, 2011 to September 22, 2014.
Niloufar Sadat Hosseinioun +2 more
doaj +1 more source
Investigation of Stock Market Integration in the Baltic Countries
Economics and Business, 2016 Recent rapid development of the Baltic stock markets raises the question about stock market integration level in these countries. Some empirical aspects of the Baltic stock market integration have been analysed in the scientific literature, however, a ...
Deltuvaitė Vilma
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COMPARISON RESEARCH ON FINANCING EFFICIENCY OF BRICS STOCK MARKETS [PDF]
Malaysian E Commerce Journal, 2018 As emerging markets, BRICS stock markets are of great importance for their own listed companies to financing. We find out that the result of financing can be greatly decided by financing efficiency.
Fan-Hao Li,, Yan-Liang Zhang
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Short-term momentum effect: a case of Middle East stock markets
Business: Theory and Practice, 2015 The objective of this paper is to find short-term momentum effect in stock markets of the Middle East and to examine whether short-term momentum profits can be explained by risk-based CAPM model.
Petr Polak, Abdullah Ejaz
doaj +1 more source