Stock market comovements among Asian emerging economies: A wavelet-based approach

I Younis, C Longsheng, MF Basheer, AS Joyo - Plos one, 2020 - journals.plos.org
Stock market, is one of the most important financial market which has a close relationship
with a country's economy, due to which it is often called the barometer of the economy. Over …

Systemic risk prediction using machine learning: Does network connectedness help prediction?

GJ Wang, Y Chen, Y Zhu, C **e - International Review of Financial Analysis, 2024 - Elsevier
The global financial crisis not only highlights the important role of financial network
connectedness, but also urges regulators pay more attention to systemic risk. We study …

Are cryptocurrencies contagious to Asian financial markets?

R Handika, G Soepriyanto, SAH Havidz - Research in International …, 2019 - Elsevier
Despite numerous studies on financial contagion over the last few decades, the definition of
financial contagion is not universally accepted. Furthermore, economic studies on …

[PDF][PDF] Is there any correlation between digital currency price fluctuation? Based on the DCC-GARCH and wavelet coherence analysis

S Jiang, J Zhou, S Qiu - Economic research-Ekonomska istraživanja, 2023 - hrcak.srce.hr
The existing studies rarely reveal the reasons for the digital currency price fluctuation from
the perspective of internal interaction and contagion. Therefore, to fill this research gap, this …

Terrorism and stock market linkages: An empirical study from a front-line state

I Arif, T Suleman - Global Business Review, 2017 - journals.sagepub.com
This article investigates the impact of prolonged terrorist activities on stock prices of different
sectors listed in the Karachi Stock Exchange (KSE) by using the newly developed terrorism …

Predicting contagion from the US financial crisis to international stock markets using dynamic copula with google trends

P Maneejuk, W Yamaka - Mathematics, 2019 - mdpi.com
The accuracy of contagion prediction has been one of the most widely investigated and
challenging problems in economic research. Much effort has been devoted to investigating …

[PDF][PDF] Global economic policy uncertainty (GEPU) and non-performing loans (NPL) in Iran's banking system: Dynamic correlation using the DCC-GARCH approach

MH Botshekan, A Takaloo… - Journal of Money and …, 2021 - jme.mbri.ac.ir
The aim of this article is to investigate the dynamic correlation between the Global Economic
Policy Uncertainty index (GEPU) and Non-Performing Loans (NPL) in Iran. The relationship …

Volatility spillover among the sectoral indices of the Indian capital market: Evidence from the COVID Period

S Sahoo, S Kumar - Indian Journal of Finance, 2023 - indianjournalofmarketing.com
Purpose: The study aimed to empirically investigate the asymmetric volatility spillover
relationship among the sectors of the Indian capital market during the COVID-19 period …

[PDF][PDF] Impact of gold price on stock market return–An econometric analysis of BSE and NSE

S Mukhuti - International Journal of Management Studies, 2018 - academia.edu
The present study examines the shock of domestic gold price on stock price indices in India
for the period from January 1, 2008 to August 17, 2018 by using appropriate statistical and …

Asymmetric dynamic conditional correlation approach to financial contagion: A study of Asian markets

S Rajwani, D Kumar - Global Business Review, 2016 - journals.sagepub.com
The study seeks to examine the contagion effect of the global financial crisis on the major
Asian markets, namely, China, Hong Kong, Indonesia, South Korea, Malaysia, Japan, India …