Asymmetric volatility structure of equity returns: Evidence from an emerging market
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference40 articles.
1. Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains;Adrangi;Bulletin of Economic Research,2020
2. Interest rate spreads in an emerging economy: The case of Pakistan’s commercial banking sector;Afzal;Economic Research-Ekonomska Istraživanja,2012
3. Market discipline in South Asia: Evidence from commercial banking sector;Afzal;International Journal of Finance & Economics,2020
4. Does inflation have an impact on stock returns and volatility? Evidence from Nigeria and Ghana;Aliyu;Applied Financial Economics,2012
5. The impacts of oil price shocks on stock market volatility: Evidence from the G7 countries;Bastianin;Energy Policy,2016
Cited by 55 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Unveiling the Nexus Between Crises, Investor Sentiment, and Volatility of Tourism-Related Stocks: Empirical Findings From Pakistan;Sage Open;2024-07
2. Leveraging Big Data for SME Credit Risk Assessment: A Novel BP-KMV and GARCH Integration;Journal of the Knowledge Economy;2024-06-04
3. Evaluating the long-run effect of economic factors on airline service failures: A comparison between low-cost and legacy carriers with an ARDL approach;Research in Transportation Business & Management;2024-06
4. The Degree of Big Data Technology Transformation and Green Operations in the Banking Sector;Systems;2024-04-17
5. Market Shocks and Stock Volatility: Evidence from Emerging and Developed Markets;International Journal of Financial Studies;2024-01-11
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3