Zobrazeno 1 - 10
of 622
pro vyhledávání: '"Stock indices"'
Autor:
Fouzia Alloul, El Mehdi Ferrouhi
Publikováno v:
Investment Management & Financial Innovations, Vol 21, Iss 4, Pp 49-68 (2024)
Increasing market volatility and the profound impacts of climate change require a comprehensive understanding of how weather affects stock market performance. This paper aims to investigate the effect of eight weather conditions (clear sky, precipita
Externí odkaz:
https://doaj.org/article/4e4335fd6aa442cba20bf38c283c1485
Publikováno v:
Oradea Journal of Business and Economics, Vol 9, Iss 2, Pp 9-27 (2024)
The new coronavirus has very seriously shaken the behavior of global financial markets. Globally, the COVID-19 shock is considered severe, even compared to the Great Financial Crisis that took place in 2007-2008. Considering the persistence of the vi
Externí odkaz:
https://doaj.org/article/8f7c78a011f4434d8d1f6b4bec2a9db3
Publikováno v:
Frontiers in Public Health, Vol 12 (2024)
In recent years, public health events have significantly impacted various aspects of human production and daily life, particularly in the domains of disease transmission and economic stability. While many scholars have primarily focused on the influe
Externí odkaz:
https://doaj.org/article/90ee6b3688d84a30895f21e441fa799b
Publikováno v:
Heliyon, Vol 10, Iss 20, Pp e38774- (2024)
At present, the trading volume of the stock market is huge, and the traditional method can not effectively find the relationship between the rise and fall of the stock market, but the machine learning method can find their interrelated data from a la
Externí odkaz:
https://doaj.org/article/7a43b6bba04c4b0ebcd908b811c22ff2
Autor:
Sakthivel P., Rajaswaminathan S.
Publikováno v:
Theoretical and Applied Economics, Vol XXXI, Iss 2, Pp 243-254 (2024)
The interlink-ages between crypto currencies and stock indices in a panel of BRICS economies are empirically examined in this study. The panel of econometric techniques namely Levin, Lin and Chu (LLC) panel unit root test, Johansen Fisher, Pedroni, a
Externí odkaz:
https://doaj.org/article/bce63db00c90499e8beae22284763e2c
Publikováno v:
Финансы: теория и практика, Vol 28, Iss 2, Pp 192-205 (2024)
Over the past few years, many research papers have referred to stock market volatility in relation to investor attention and sentiment and our article adds to the current literature on financial market reactions to the economic consequences of COVID-
Externí odkaz:
https://doaj.org/article/c80253f3294b40d4b771a1d7dffcf23d
Autor:
Seth, Neha, Singh, Deepti
Publikováno v:
Qualitative Research in Financial Markets, 2023, Vol. 16, Issue 2, pp. 266-290.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/QRFM-09-2022-0149
Autor:
Wenjie Li, Zimei Huang
Publikováno v:
Electronic Research Archive, Vol 31, Iss 9, Pp 5573-5588 (2023)
Central bank digital currency (CBDC) signals affect the volatility of stock indices in different sectors differently. This paper aims to examine whether the CBDC signal plays a role on the volatility of different stock indices. First, we employ a tex
Externí odkaz:
https://doaj.org/article/75afc34d040644ebbff997b8d4ec3abb
Autor:
John Guyomey, Andrey Zaitsev
Publikováno v:
Sustainable Development and Engineering Economics, Vol 8, Iss 2, Pp 8-22 (2023)
Measurement and forecasting of volatility and income correlation are achieved by non-parametric methods using high-frequency price data. Due to accurate calculations of conditional volatility and correlation forecasting, it is possible to correctly i
Externí odkaz:
https://doaj.org/article/9e1c6c9139ce4b95b63effa5328ed0d0
Publikováno v:
Heliyon, Vol 10, Iss 4, Pp e25202- (2024)
The COVID-19 pandemic has resulted in significant financial losses globally, increasing the volatility of financial assets. Thus, this study models the stock market volatility of developed economies during the COVID-19 pandemic. For this purpose, we
Externí odkaz:
https://doaj.org/article/eb6daf925ebd4184b022bb0c8aec5693