Results 11 to 20 of about 178,821,162 (156)
Comparative Economic Research, 2023 Volatility spillover informs whether the information in one market impacts the information in another. This paper examines whether oil market volatility spills over to the equity markets of selected SAARC countries. The study uses data from February 2013
Tariq Aziz
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New Medit, 2019 Barley is one of the main crops after wheat and rice. The importance of this product increases because it is an essential input in the livestock and poultry industries.
Behzad Fakari Sardahaie +2 more
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The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index [PDF]
, 2023 We examine how the implied volatility in the US financial market has been affected by the COVID-19 pandemic. We decompose the Chicago Board Options Exchange (CBOE) Volatility Index (VIX) into two implied volatility conditions (i.e., low and high), and ...
Ghulam Mustafa +8 more
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Capturing the month of the year effect in the Indian stock market using GARCH models [PDF]
Vilakshan (XIMB Journal of Management)Purpose – In the research of stock market efficiency, it is argued that the stock market moves randomly and absorbs all the available information. As a result, it is quite impossible to make predictions about the possible future movement by the investors.
Pramath Nath Acharya +2 more
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The Effect of Gold Coin Futures on the Spot Market Volatility in Iran [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2018 After the unprecedented volatility of gold coin prices over the past years in Iran, there has been a growing concern among academic and policy makers about the potential role of gold coin futures contract in this regard.
Ahmad Mohammadi, Zeinab Savari
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Modeling Price Dynamics and Risk Forecasting in Tehran Stock Exchange Market: Nonlinear and Non-gaussian Models of Stochastic Volatility [PDF]
تحقیقات مالی, 2023 Objective: The daily observations of the total index of the Tehran Stock Exchange show that in the last few years, stock prices have been very volatile. This volatility can harm the economic environment of Iran.
Moslem Nilchi, Daryush Farid
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Media Ekonomi dan Manajemen, 2023 This study aims to analyze the effect of oil price volatility, gold price volatility and exchange rate volatility on the dynamic relationship between Indonesian and United States capital market. The data used in this study are daily closing prices of oil,
Robiyanto Robiyanto +3 more
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The implied volatility index: Is ‘investor fear gauge’ or ‘forward-looking’?
Borsa Istanbul Review, 2015 The paper aims to examine implied volatility as the investor fear gauge or/and forward-looking expectation of future stock market volatility within emerging markets setting-India VIX. The earliest results evidenced that VIX is the gauge of investor fear,
Imlak Shaikh, Puja Padhi
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Market volatility and spillover across 24 sectors in Vietnam
Cogent Economics & Finance, 2022 While market volatility and volatility connectedness across different financial markets have been examined, the spillover effects across sectors have been under-examined.
Hung Quang Bui +4 more
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Financial market reaction to R&D volatility in the pharmaceutical industry. A multi-country study
Journal of Business Economics and Management, 2022 Corporate management is often accused of short-term oriented behaviour related to R&D expenditures. This study analyses the influence of R&D volatility and R&D intensity on the market capitalization of pharmaceutical and medical research companies from ...
Marilena Mironiuc +3 more
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