The asymmetry effect and volatility persistence in stock market returns: evidence from Brazil, China, Mexico and Turkey
The aim of this study is to compare volatility persistence with daily volatility and to analyze
the asymmetry effect of volatilities in stock markets of emerging economies. Using daily …
the asymmetry effect of volatilities in stock markets of emerging economies. Using daily …
[PDF][PDF] Sectoral correlations and interlinkages: NSE
Trisk-taking appetite of different generations. It was plots and land for our forefathers who
were risk-averse investors, it became bank FD's, postal deposits and chit funds etc. for baby …
were risk-averse investors, it became bank FD's, postal deposits and chit funds etc. for baby …
The Volatility of 10-Year Government Bonds in the Period of Increased Economic Uncertainty
M Sadowska - Metody Ilościowe w Badaniach Ekonomicznych, 2023 - ceeol.com
Within the scope of this paper is to investigate the dynamic correlation and the volatility of 10-
year sovereign bond yields in the G7 countries from January 4, 2010 to December 30, 2022 …
year sovereign bond yields in the G7 countries from January 4, 2010 to December 30, 2022 …
Pengaruh Pergerakan Return Bursa Saham Negara ASEAN: Tinjauan Fenomena Spillover ataukah Dampak Nilai Tukar?
IW Hidayatulloh - J-REMA, 2022 - ejournal.atmajaya.ac.id
Abstract In March 2018, the United States announced a policy regarding import duties which
contained restrictions on incoming goods from the People's Republic of China and early …
contained restrictions on incoming goods from the People's Republic of China and early …
Finansal zaman serileri analizinde Farklı istatistiksel modellerin karşılaştırılması
K Yılmaz - 2021 - acikerisim.aku.edu.tr
Bu çalışmanın temel amacı; BIST 100, FTSE 100, NIKKEI 225 ve S&P 500 endekslerinin
getirilerinin incelenmesinde Box-Jenkins modelleri ile ARCH/GARCH ailesi modellerinden …
getirilerinin incelenmesinde Box-Jenkins modelleri ile ARCH/GARCH ailesi modellerinden …
Analysis of the Effects of the US Stock Market Returns and Exchange Rate Changes on Emerging Market Economies' Stock Market Volatilities
IE Kayral, S Karacaer - Journal of Applied Finance & Banking, 2017 - papers.ssrn.com
In this paper, the effects of the US stock market returns, exchange rate changes and
volatilities on stock market volatilities in 10 emerging market economies between 2000-2013 …
volatilities on stock market volatilities in 10 emerging market economies between 2000-2013 …