Return and volatility connectedness across global ESG stock indexes: evidence from the time-frequency domain analysis
J Wan, L Yin, Y Wu - International Review of Economics & Finance, 2024 - Elsevier
To comprehensively investigate information transmission and risk contagion among global
environmental, social, and governance (ESG) stock markets, this paper employs the TVP …
environmental, social, and governance (ESG) stock markets, this paper employs the TVP …
Oil crisis vs pandemic: a broader outlook of time-frequency volatility transmission between Islamic and conventional stock markets
This study explores volatility spillovers and financial connectedness between conventional
and Islamic equity stock markets in developed, emerging, and frontier economies. Four …
and Islamic equity stock markets in developed, emerging, and frontier economies. Four …
Volatility spillover among the sectoral indices of the Indian capital market: Evidence from the COVID Period
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 …
relationship among the sectors of the Indian capital market during the COVID-19 period …
Effect of global oil shocks on the sectoral returns
R Jarral, MU Rehman - Journal of Economic and Administrative …, 2024 - emerald.com
Purpose This study examines the effects of global oil shocks on sectoral returns during the
Pakistani market's bearish, normal and bullish behavior by controlling VIX and SP500 …
Pakistani market's bearish, normal and bullish behavior by controlling VIX and SP500 …
COVID-19'UN PAY PİYASALARI ARASINDAKİ GETİRİ VE VOLATİLİTE YAYILIMLARINA ETKİSİ
Bu çalışma, COVID-19 pandemisi öncesinde ve süresince 11 pay piyasası arasındaki
dinamik bağımlılık ilişkilerini incelemektedir. Volatilite ve getiri yayılımlarını araştırmak için …
dinamik bağımlılık ilişkilerini incelemektedir. Volatilite ve getiri yayılımlarını araştırmak için …
Stock jump, underperformance and undervaluation: evidence from emerging market
This paper examines the ability of underperforming and undervalued stocks to stimulate
stock jumps. Our study also considers firm's systematic risk as an important factor stimulating …
stock jumps. Our study also considers firm's systematic risk as an important factor stimulating …
ULUSLARARASI PİYASALARDA GETİRİ VE VOLATİLİTE ETKİLEŞİMİ: ASİMETRİK YAPI VE BULAŞICILIK
E Karpuz - Uluslararası Ekonomi ve Siyaset Bilimleri Akademik …, 2023 - dergipark.org.tr
Çalışmanın amacı, benzer makroekonomik koşulara sahip kırılgan beşli ülkelerin pay
piyasaları arasındaki getiri ve volatilite yayılımı ile birlikte asimetrik yapı ve bulaşıcılık …
piyasaları arasındaki getiri ve volatilite yayılımı ile birlikte asimetrik yapı ve bulaşıcılık …