Volatility spillovers from the Chinese stock market to the US stock market: The role of the COVID-19 pandemic
GTH Vuong, MH Nguyen, ANQ Huynh - The Journal of Economic …, 2022 - Elsevier
The COVID-19 pandemic, which originated in Wuhan, China, precipitated the stock market
crash of March 2020. According to published global data, the US has been most affected by …
crash of March 2020. According to published global data, the US has been most affected by …
Forecasting carbon dioxide emissions based on a hybrid of mixed data sampling regression model and back propagation neural network in the USA
The accurate forecast of carbon dioxide emissions is critical for policy makers to take proper
measures to establish a low carbon society. This paper discusses a hybrid of the mixed data …
measures to establish a low carbon society. This paper discusses a hybrid of the mixed data …
Another look at the energy-growth nexus: New insights from MIDAS regressions
AA Salisu, AE Ogbonna - Energy, 2019 - Elsevier
In this paper, we offer the following contributions to the extant literature on the energy-growth
nexus. First, we test the predictability of the energy components in the predictive growth …
nexus. First, we test the predictability of the energy components in the predictive growth …
The asymmetric volatility of the Islamic capital market during the COVID-19 pandemic
A Nurdany, MH Ibrahim, MF Romadoni - Journal of Islamic Monetary …, 2021 - jimf-bi.org
This study attempts to identify the existence of asymmetric volatility in the Islamic capital
market in Indonesia during the Covid-19 pandemic. The paper employs the symmetric …
market in Indonesia during the Covid-19 pandemic. The paper employs the symmetric …
Asymmetry in spillover effects: Evidence for international stock index futures markets
The paper investigates the asymmetry in return and volatility spillovers across futures
markets with non-overlap** stock exchange trading hours. The transmission of positive …
markets with non-overlap** stock exchange trading hours. The transmission of positive …
Measuring leverage effect of covid-19 on stock price volatility of energy companies using high frequency data
The uprising of the pandemic COVID-19 has paralyzed the whole Indian economy, and as a
result the Indian stock market is severely affected too. The widely inclusive lockdown …
result the Indian stock market is severely affected too. The widely inclusive lockdown …
Estimating Probability of Informed Trading on the Bucharest Stock Exchange.
Informed trading is a major concern within the domain of financial markets microstructure, as
it represents a proxy for the efficient functioning of a market during a specific timeframe. The …
it represents a proxy for the efficient functioning of a market during a specific timeframe. The …
How do housing returns in emerging countries respond to oil shocks? A MIDAS touch
In this study, we examine the response of housing returns in China, India and Russia to
different oil shocks, generated from a more accurate estimation approach. Given the …
different oil shocks, generated from a more accurate estimation approach. Given the …
[HTML][HTML] Re-validating the Phillips Curve hypothesis in Africa and the role of oil prices: A mixed-frequency approach
This paper investigates the nexus between unemployment and inflation in 29 African
economies, re-examining the Phillips Curve hypothesis and evaluating the role of global oil …
economies, re-examining the Phillips Curve hypothesis and evaluating the role of global oil …
[PDF][PDF] The Nexus Between Economic Policy Uncertainty and Stock Market Volatility in the CEE-3 Countries
A Güngör, MS Güngör - The South East European Journal of …, 2024 - sciendo.com
A stock market plays a pivotal role in a financial system and is monitored as a yardstick of a
healthy economy. It is a stylized fact that there is a positive and significant relationship …
healthy economy. It is a stylized fact that there is a positive and significant relationship …