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36 results for volatility.

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Keyword    volatility

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The Nexus between Buyback, Business Cycle, and Stock Market Volatility
by Foued Hamouda, Rabeb Riahi and Tarek Sadraoui
International Journal of Econometrics and Financial Management. 2020, 8(2), 61-65. DOI: 10.12691/ijefm-8-2-3
Pub. Date: July 20, 2020Views: 7560Downloads: 11216
stock repurchases business cycle stock market volatility nonlinear causality granger causality
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Modelling Change Point in GARCH Models
by Amon kiregu, Anthony Waititu and Antony Ngunyi
American Journal of Applied Mathematics and Statistics. 2019, 7(4), 138-145. DOI: 10.12691/ajams-7-4-3
Pub. Date: June 24, 2019Views: 19395Downloads: 21812
change point PGARCH TGARCH GJRGARCH volatility
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Quantifying the Effects of Agricultural Autarky Policy: Resilience to Yield Volatility and Export Restrictions
by Tetsuji Tanaka and Jin Guo
Journal of Food Security. 2019, 7(2), 47-57. DOI: 10.12691/jfs-7-2-4
Pub. Date: May 16, 2019Views: 19372Downloads: 24930
food self-sufficiency food policy agricultural yield export restrictions
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Post-Brexit Stock Market Volatility and European Central Bank Reaction Function
by Nahid Kalbasi Anaraki
Journal of Finance and Economics. 2018, 6(6), 237-241. DOI: 10.12691/jfe-6-6-5
Pub. Date: December 14, 2018Views: 13393Downloads: 14249
Brexit stock market volatility Vector Auto Regression model (VAR) monetary policy reaction function Taylor rule currency depreciation European Central Bank
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Structural Breaks and Stock Market Volatility in Emerging Countries
by Emna Abdennadher and Slaheddine Hallara
International Journal of Business and Risk Management. 2018, 1(1), 9-16. DOI: 10.12691/ijbrm-1-1-2
Pub. Date: April 14, 2018Views: 16307Downloads: 18569
volatility structural breaks emerging stock markets GARCH models
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Risk Measures in Islamic Banks
by Mouna Moualhi and Monia Ben Ltaifa
International Journal of Business and Risk Management. 2018, 1(1), 1-8. DOI: 10.12691/ijbrm-1-1-1
Pub. Date: January 19, 2018Views: 16464Downloads: 18670
Islamic banks risks volatility of return on assets volatility of return equity
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Stocks, Bonds and Foreign Exchange Inter-linkages: A Market Micro-structure Perspective in Kenya
by Caspah Lidiema and Irungu Macharia
Journal of Finance and Economics. 2017, 5(6), 290-299. DOI: 10.12691/jfe-5-6-5
Pub. Date: December 08, 2017Views: 23260Downloads: 23239
EGARCH volatility stocks bonds foreign exchange
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Effects of Macroeconomic Variables on the Stock Market Volatility: The Pakistan Experience
by Waqar Khalid and Saifullah Khan
International Journal of Econometrics and Financial Management. 2017, 5(2), 42-59. DOI: 10.12691/ijefm-5-2-4
Pub. Date: September 19, 2017Views: 37917Downloads: 36486
stock exchange ARDL Error Correction macroeconomic variables time series data KSE-100 index Pakistan
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Modelling Co-movement of Different Sectors in Dhaka Stock Exchange (DSE) Using Asymmetric BVAR-GARCH Models
by Abdul Hannan Chowdhury and Mohammad Kamrul Arefin
Journal of Finance and Economics. 2017, 5(3), 105-117. DOI: 10.12691/jfe-5-3-3
Pub. Date: April 19, 2017Views: 25872Downloads: 25838
volatility spillover return spillover Bayesian VAR GJR-GARCH VECH BEKK DSE
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The Impact of Currency Liquidity Excess on Price Volatility in the Future Market
by Chen Zhu and Liping Chen
Journal of Finance and Accounting. 2017, 5(2), 31-39. DOI: 10.12691/jfa-5-2-1
Pub. Date: April 14, 2017Views: 13952Downloads: 13151
liquidity excess futures copper prices
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