Results 71 to 80 of about 641,406 (300)
Volatility Spillover pada Pasar Saham Indonesia, Cina, dan India
Binus Business Review, 2010 Globalization and advanced information technology easing us for obtaining information from global stock markets. With that condition, volatility in domestic capital market could be affected by volatility from global stock markets.
Martin Martin, Yunita Yunita
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Price volatility spillover of Indian onion markets: A comparative study
The Indian Journal of Agricultural Sciences, 2023 To investigate the interdependence between Indian onion markets in terms of price volatility, the present study was conducted in four different vital onion markets in India, viz. Mumbai, Nashik, Delhi and Bengaluru.
KANCHAN SINHA +6 more
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Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach [PDF]
, 2018 Even though the volatility spillover effects in global equity markets have been documented extensively, the transmission of illiquidity across national borders has not.
Lu, Wenna, Taylor, Nick, Xu, Yongdeng
core +7 more sources
East Asian Economic Review, 2015 The key objective of this study is to investigate the return and volatility spillover effects among stock market, credit default swap (CDS) market and foreign exchange market for three countries: Korea, the US and Japan.
Taly I
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Volatility Spillovers Across the Tasman [PDF]
Australian Journal of Management, 1996 The study of volatility inter-dependence provides useful insights into how information is transmitted and disseminated across markets. Research results in this area have implications for international diversification and market efficiency. This paper explores volatility spillovers between the Australian and New Zealand stock markets.
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Volatility Spillover between the Stock Market and the Foreign Market in Pakistan [PDF]
Our paper examines the volatility spillover between the stock market and the foreign exchange market in Pakistan. For the longrun relationship we use the Engle Granger two-step procedure and the volatility spillover is modelled through the bivariate ...
A. R. Kemal, Abdul Qayyum
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Is there an intraday volatility spillover between exchange rate, gold and crude oil?
Journal of Open Innovation: Technology, Market and Complexity, 2023 The study examines the intraday volatility spillover between the exchange rate, gold, and crude oil using the Dynamic Generalized Conditional Correlation GARCH model (DCC GARCH) and the BEKK GARCH model.
Moonis Shakeel +4 more
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Volatility Spillover on IDX Energy Sector
Jurnal Riset Akuntansi dan Keuangan, 2022 This study aimed to determine the spillover volatility factors from the stock returns on IDX Energy Sector firms. It focused on 3 types of factors, including 1) economy, especially crude oil prices, 2) market, such as inflation, exchange rate, and real GDP growth, and 3) firm specific-factors, such as ROE, Firm Size, and DER.
Fadila, Ardhiani +2 more
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Comparative Economic Research, 2021 This study investigates the impact of macroeconomic instabilities on returns volatility spillover that is transmitted from the global to the Islamic equity market.
Harjum Muharam +3 more
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Asia-Pacific Financial Markets, 2023 This paper investigated exchange rate and stock price volatility connectedness and spillover in Brazil, Russia, India, China, and South Africa (BRICS) during pandemic-induced crises.
Engr. Dr. Muntazir Hussain +2 more
semanticscholar +1 more source